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IBC0.DE vs. EL42.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC0.DE vs. EL42.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) and Deka MSCI Europe UCITS ETF (EL42.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBC0.DE achieves a 9.99% return, which is significantly higher than EL42.DE's 7.59% return. Over the past 10 years, IBC0.DE has outperformed EL42.DE with an annualized return of 9.77%, while EL42.DE has yielded a comparatively lower 8.94% annualized return.


IBC0.DE

1D
0.63%
1M
0.47%
YTD
9.99%
6M
13.20%
1Y
19.89%
3Y*
18.33%
5Y*
10.54%
10Y*
9.77%

EL42.DE

1D
0.56%
1M
1.11%
YTD
7.59%
6M
9.92%
1Y
15.89%
3Y*
13.43%
5Y*
9.71%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC0.DE vs. EL42.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBC0.DE
iShares Edge MSCI Europe Multifactor UCITS ETF
9.99%21.49%14.29%19.19%-15.94%26.76%-0.55%26.28%-11.58%12.21%
EL42.DE
Deka MSCI Europe UCITS ETF
7.59%20.03%7.79%15.64%-9.11%24.38%-3.36%27.36%-10.93%10.10%

Correlation

The correlation between IBC0.DE and EL42.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.91

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

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2015

0.86

The correlation between IBC0.DE and EL42.DE has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

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Return for Risk

IBC0.DE vs. EL42.DE — Risk / Return Rank

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

IBC0.DE
IBC0.DE Risk / Return Rank: 5050
Overall Rank
IBC0.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IBC0.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IBC0.DE Omega Ratio Rank: 4949
Omega Ratio Rank
IBC0.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
IBC0.DE Martin Ratio Rank: 5656
Martin Ratio Rank

EL42.DE
EL42.DE Risk / Return Rank: 3636
Overall Rank
EL42.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EL42.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EL42.DE Omega Ratio Rank: 3737
Omega Ratio Rank
EL42.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
EL42.DE Martin Ratio Rank: 4040
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.

IBC0.DE vs. EL42.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) and Deka MSCI Europe UCITS ETF (EL42.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.


IBC0.DEEL42.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

2.56

1.67

+0.90

Martin ratioReturn relative to average drawdown

9.54

6.24

+3.30

IBC0.DE vs. EL42.DE - Sharpe Ratio Comparison

The current IBC0.DE Sharpe Ratio is 1.59, which is comparable to the EL42.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IBC0.DE and EL42.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


IBC0.DEEL42.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.25

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.68

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.57

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.60

-0.01

Drawdowns

IBC0.DE vs. EL42.DE - Drawdown Comparison

The maximum IBC0.DE drawdown since its inception was -37.22%, roughly equal to the maximum EL42.DE drawdown of -35.85%. Use the drawdown chart below to compare losses from any high point for IBC0.DE and EL42.DE.


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Drawdown Indicators


IBC0.DEEL42.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.22%

-35.85%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-9.57%

+1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-15.28%

-16.42%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.64%

-19.44%

-5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-37.22%

-35.85%

-1.37%

Current Drawdown

Current decline from peak

-1.53%

-1.52%

-0.01%

Average Drawdown

Average peak-to-trough decline

-5.79%

-5.32%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.56%

-0.44%

Volatility

IBC0.DE vs. EL42.DE - Volatility Comparison

iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) and Deka MSCI Europe UCITS ETF (EL42.DE) have volatilities of 4.25% and 4.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC0.DEEL42.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

4.22%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

10.55%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.68%

12.74%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

14.21%

+0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

15.56%

+0.76%

IBC0.DE vs. EL42.DE - Expense Ratio Comparison

IBC0.DE has a 0.45% expense ratio, which is higher than EL42.DE's 0.30% expense ratio.


Dividends

IBC0.DE vs. EL42.DE - Dividend Comparison

IBC0.DE has not paid dividends to shareholders, while EL42.DE's dividend yield for the trailing twelve months is around 2.15%.


PositionTTM20252024202320222021202020192018201720162015
EL42.DE
Deka MSCI Europe UCITS ETF
2.15%2.31%2.64%2.59%2.78%2.09%1.94%2.76%3.41%2.72%3.00%2.69%
IBC0.DE
iShares Edge MSCI Europe Multifactor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, IBC0.DE and EL42.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EL42.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL42.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for IBC0.DE.

IBC0.DE tracks MSCI Europe Diversified Multiple-Factor, while EL42.DE tracks MSCI Europe. They also come from different issuers: iShares and Deka. Their fees differ too: 0.45% for IBC0.DE and 0.30% for EL42.DE.

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