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ESGU.DE vs. IBCY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGU.DE vs. IBCY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ESGU.DE

1D
-0.51%
1M
5.84%
YTD
12.55%
6M
12.15%
1Y
25.15%
3Y*
18.92%
5Y*
13.90%
10Y*

IBCY.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
13.35%
3Y*
13.97%
5Y*
10.27%
10Y*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGU.DE vs. IBCY.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ESGU.DE
Invesco MSCI USA ESG Universal Screened UCITS ETF Acc
12.55%3.01%31.66%23.96%-17.68%39.98%12.25%13.25%
IBCY.DE
iShares Edge MSCI USA Multifactor UCITS ETF
0.00%6.35%29.21%13.73%-11.70%36.60%0.17%11.22%

Correlation

The correlation between ESGU.DE and IBCY.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2019

0.90

Over the past year, the correlation between ESGU.DE and IBCY.DE has dropped to 0.53 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.

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Return for Risk

ESGU.DE vs. IBCY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGU.DE
ESGU.DE Risk / Return Rank: 6363
Overall Rank
ESGU.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ESGU.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
ESGU.DE Omega Ratio Rank: 6565
Omega Ratio Rank
ESGU.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ESGU.DE Martin Ratio Rank: 6161
Martin Ratio Rank

IBCY.DE
IBCY.DE Risk / Return Rank: 7272
Overall Rank
IBCY.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBCY.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCY.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IBCY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IBCY.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESGU.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.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.


ESGU.DEIBCY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.38

1.56

-0.18

Calmar ratioReturn relative to maximum drawdown

3.11

4.08

-0.97

Martin ratioReturn relative to average drawdown

10.84

19.99

-9.15

ESGU.DE vs. IBCY.DE - Sharpe Ratio Comparison

The current ESGU.DE Sharpe Ratio is 2.09, which is comparable to the IBCY.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ESGU.DE and IBCY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ESGU.DEIBCY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.70

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.69

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.63

+0.26

Drawdowns

ESGU.DE vs. IBCY.DE - Drawdown Comparison

The maximum ESGU.DE drawdown since its inception was -32.63%, smaller than the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and IBCY.DE.


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Drawdown Indicators


ESGU.DEIBCY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.63%

-35.54%

+2.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-3.26%

-4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-23.69%

-22.91%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.69%

-22.91%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

Current Drawdown

Current decline from peak

-0.53%

0.00%

-0.53%

Average Drawdown

Average peak-to-trough decline

-5.33%

-4.95%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

0.67%

+1.64%

Volatility

ESGU.DE vs. IBCY.DE - Volatility Comparison

Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) has a higher volatility of 2.90% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that ESGU.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


ESGU.DEIBCY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

0.00%

+2.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

0.00%

+8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

7.99%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

14.77%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

16.12%

+1.35%

ESGU.DE vs. IBCY.DE - Expense Ratio Comparison

ESGU.DE has a 0.09% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.


Dividends

ESGU.DE vs. IBCY.DE - Dividend Comparison

Neither ESGU.DE nor IBCY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESGU.DE and IBCY.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGU.DE is cheaper with a 0.09% expense ratio, compared with 0.35% for IBCY.DE.

ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for ESGU.DE and 0.35% for IBCY.DE.

Portfolio Optimizer

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