IBCY.DE vs. D6RQ.DE
IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) and D6RQ.DE (Deka MSCI USA Climate Change ESG UCITS ETF) are both Large Cap Blend Equities funds - IBCY.DE tracks the MSCI USA Diversified Multiple-Factor while D6RQ.DE tracks the MSCI USA Climate Change ESG Select. Both are passively managed. Over the past 5 years, IBCY.DE returned 10.27%/yr vs 17.54%/yr for D6RQ.DE. Their correlation of 0.82 suggests significant overlap in exposure. IBCY.DE charges 0.35%/yr vs 0.25%/yr for D6RQ.DE.
Performance
IBCY.DE vs. D6RQ.DE - Performance Comparison
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Returns By Period
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%
D6RQ.DE
- 1D
- -0.56%
- 1M
- 8.70%
- YTD
- 14.41%
- 6M
- 14.10%
- 1Y
- 33.24%
- 3Y*
- 23.10%
- 5Y*
- 17.54%
- 10Y*
- —
IBCY.DE vs. D6RQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 13.73% | -11.70% | 36.60% | 11.48% |
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 14.41% | 4.36% | 42.08% | 34.15% | -22.07% | 41.44% | 12.56% |
Correlation
The correlation between IBCY.DE and D6RQ.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.82 |
Over the past year, the correlation between IBCY.DE and D6RQ.DE has dropped to 0.45 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
IBCY.DE vs. D6RQ.DE — Risk / Return Rank
IBCY.DE
D6RQ.DE
IBCY.DE vs. D6RQ.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 Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.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 | D6RQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.39 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.69 | +1.39 |
| Martin ratioReturn relative to average drawdown | 19.99 | 7.85 | +12.14 |
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 | D6RQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.23 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.97 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.09 | -0.45 |
Drawdowns
IBCY.DE vs. D6RQ.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.54%, which is greater than D6RQ.DE's maximum drawdown of -27.29%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and D6RQ.DE.
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Drawdown Indicators
| IBCY.DE | D6RQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -27.29% | -8.25% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -12.28% | +9.02% |
Max Drawdown (3Y)Largest decline over 3 years | -22.91% | -27.29% | +4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -27.29% | +4.38% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.82% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 4.22% | -3.55% |
Volatility
IBCY.DE vs. D6RQ.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while Deka MSCI USA Climate Change ESG UCITS ETF (D6RQ.DE) has a volatility of 4.06%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky than D6RQ.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 | D6RQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.06% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 10.35% | -10.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | 14.84% | -6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 17.79% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 17.56% | -1.44% |
IBCY.DE vs. D6RQ.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is higher than D6RQ.DE's 0.25% expense ratio.
Dividends
IBCY.DE vs. D6RQ.DE - Dividend Comparison
IBCY.DE has not paid dividends to shareholders, while D6RQ.DE's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RQ.DE Deka MSCI USA Climate Change ESG UCITS ETF | 0.37% | 0.53% | 0.39% | 0.60% | 0.80% | 0.46% | 0.25% |
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBCY.DE and D6RQ.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D6RQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D6RQ.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for IBCY.DE.
IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while D6RQ.DE tracks MSCI USA Climate Change ESG Select. They also come from different issuers: iShares and Deka. Their fees differ too: 0.35% for IBCY.DE and 0.25% for D6RQ.DE.
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