DELG.DE vs. IBCY.DE
Compare and contrast key facts about L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE).
DELG.DE and IBCY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DELG.DE is a passively managed fund by Legal & General that tracks the performance of the Foxberry Sustainability Consensus US. It was launched on Nov 6, 2019. IBCY.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Diversified Multiple-Factor. It was launched on Sep 4, 2015. Both DELG.DE and IBCY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DELG.DE vs. IBCY.DE - Performance Comparison
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DELG.DE vs. IBCY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DELG.DE L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating | -4.78% | 6.14% | 33.62% | 26.50% | -19.07% | 38.54% | 10.87% |
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 13.73% | -11.70% | 36.60% | -1.55% |
Returns By Period
DELG.DE
- 1D
- 2.23%
- 1M
- -3.79%
- YTD
- -4.78%
- 6M
- -1.67%
- 1Y
- 11.06%
- 3Y*
- 16.67%
- 5Y*
- 11.61%
- 10Y*
- —
IBCY.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 3.34%
- 1Y
- 14.13%
- 3Y*
- 15.15%
- 5Y*
- 10.51%
- 10Y*
- 11.21%
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DELG.DE vs. IBCY.DE - Expense Ratio Comparison
DELG.DE has a 0.12% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.
Return for Risk
DELG.DE vs. IBCY.DE — Risk / Return Rank
DELG.DE
IBCY.DE
DELG.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DELG.DE | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.02 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.42 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.30 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.09 | +0.10 |
Martin ratioReturn relative to average drawdown | 4.06 | 5.38 | -1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DELG.DE | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.02 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.70 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.64 | +0.05 |
Correlation
The correlation between DELG.DE and IBCY.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DELG.DE vs. IBCY.DE - Dividend Comparison
Neither DELG.DE nor IBCY.DE has paid dividends to shareholders.
Drawdowns
DELG.DE vs. IBCY.DE - Drawdown Comparison
The maximum DELG.DE drawdown since its inception was -31.08%, smaller than the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for DELG.DE and IBCY.DE.
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Drawdown Indicators
| DELG.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.08% | -35.54% | +4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.81% | -13.00% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -22.91% | -1.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.54% | — |
Current DrawdownCurrent decline from peak | -6.66% | 0.00% | -6.66% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -5.03% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.63% | +0.05% |
Volatility
DELG.DE vs. IBCY.DE - Volatility Comparison
L&G US ESG Exclusions Paris Aligned UCITS ETF USD Accumulating (DELG.DE) has a higher volatility of 4.73% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that DELG.DE's price experiences larger fluctuations and is considered to be riskier than IBCY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DELG.DE | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 0.00% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 3.80% | +5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 15.05% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.93% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 16.24% | +2.72% |