IBCY.DE vs. 5HED.DE
Compare and contrast key facts about iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE).
IBCY.DE and 5HED.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 5HED.DE is a passively managed fund by Natixis that tracks the performance of the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector. It was launched on Apr 5, 2018. Both IBCY.DE and 5HED.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
IBCY.DE vs. 5HED.DE - Performance Comparison
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IBCY.DE vs. 5HED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 13.73% | -11.70% | 36.60% | 0.17% | 28.63% | -11.55% |
5HED.DE Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | -1.36% | -7.59% | 10.48% | 12.57% | -11.75% | 32.56% | 12.72% | 34.00% | -5.07% |
Different Trading Currencies
IBCY.DE is traded in EUR, while 5HED.DE is traded in USD. To make them comparable, the 5HED.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
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%
5HED.DE
- 1D
- 1.32%
- 1M
- -5.76%
- YTD
- -1.17%
- 6M
- 2.85%
- 1Y
- -1.49%
- 3Y*
- 1.62%
- 5Y*
- 3.59%
- 10Y*
- —
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IBCY.DE vs. 5HED.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is lower than 5HED.DE's 0.75% expense ratio.
Return for Risk
IBCY.DE vs. 5HED.DE — Risk / Return Rank
IBCY.DE
5HED.DE
IBCY.DE vs. 5HED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) and Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.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.
| IBCY.DE | 5HED.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | -0.10 | +1.12 |
Sortino ratioReturn per unit of downside risk | 1.42 | -0.03 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.00 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | -0.20 | +1.28 |
Martin ratioReturn relative to average drawdown | 5.38 | -0.59 | +5.97 |
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
| IBCY.DE | 5HED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | -0.10 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.23 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.49 | +0.15 |
Correlation
The correlation between IBCY.DE and 5HED.DE is 0.80, 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
IBCY.DE vs. 5HED.DE - Dividend Comparison
Neither IBCY.DE nor 5HED.DE has paid dividends to shareholders.
Drawdowns
IBCY.DE vs. 5HED.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.54%, which is greater than 5HED.DE's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and 5HED.DE.
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Drawdown Indicators
| IBCY.DE | 5HED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -32.82% | -2.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -10.88% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -22.12% | -0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.50% | +7.50% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -5.74% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.53% | +0.10% |
Volatility
IBCY.DE vs. 5HED.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HED.DE) has a volatility of 3.89%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky than 5HED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBCY.DE | 5HED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.89% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 3.80% | 7.70% | -3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 15.04% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 15.51% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 17.59% | -1.35% |