IBCY.DE vs. DJAM.DE
IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) and DJAM.DE (Lyxor Dow Jones Industrial Average UCITS ETF Dist) are both Large Cap Blend Equities funds - IBCY.DE tracks the MSCI USA Diversified Multiple-Factor while DJAM.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 10 years, IBCY.DE returned 11.22%/yr vs 12.59%/yr for DJAM.DE. Their correlation of 0.87 suggests significant overlap in exposure. IBCY.DE charges 0.35%/yr vs 0.50%/yr for DJAM.DE.
Performance
IBCY.DE vs. DJAM.DE - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, IBCY.DE has underperformed DJAM.DE with an annualized return of 11.22%, while DJAM.DE has yielded a comparatively higher 12.59% annualized return.
IBCY.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 13.22%
- 3Y*
- 13.97%
- 5Y*
- 10.27%
- 10Y*
- 11.22%
DJAM.DE
- 1D
- 1.22%
- 1M
- 4.72%
- YTD
- 8.12%
- 6M
- 8.16%
- 1Y
- 20.50%
- 3Y*
- 13.60%
- 5Y*
- 10.75%
- 10Y*
- 12.59%
IBCY.DE vs. DJAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -6.73% | 6.21% |
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 8.12% | 2.01% | 21.39% | 11.90% | -2.34% | 31.92% | -1.77% | 28.23% | -0.54% | 12.02% |
Correlation
The correlation between IBCY.DE and DJAM.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2015 | 0.87 |
Over the past year, the correlation between IBCY.DE and DJAM.DE has dropped to 0.43 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBCY.DE vs. DJAM.DE — Risk / Return Rank
IBCY.DE
DJAM.DE
IBCY.DE vs. DJAM.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 Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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 | DJAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.31 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.77 | +1.31 |
| Martin ratioReturn relative to average drawdown | 19.99 | 9.22 | +10.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IBCY.DE | DJAM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.70 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.76 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.78 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.62 | +0.01 |
Drawdowns
IBCY.DE vs. DJAM.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.54%, smaller than the maximum DJAM.DE drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and DJAM.DE.
Loading charts...
Drawdown Indicators
| IBCY.DE | DJAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -47.32% | +11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -7.34% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -22.91% | -21.15% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -21.15% | -1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | -36.30% | +0.76% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -7.81% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.21% | -1.54% |
Volatility
IBCY.DE vs. DJAM.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) has a volatility of 2.87%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky than DJAM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBCY.DE | DJAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.87% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.34% | -8.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | 11.93% | -3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 14.07% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 16.09% | +0.03% |
IBCY.DE vs. DJAM.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is lower than DJAM.DE's 0.50% expense ratio.
Dividends
IBCY.DE vs. DJAM.DE - Dividend Comparison
IBCY.DE has not paid dividends to shareholders, while DJAM.DE's dividend yield for the trailing twelve months is around 0.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 0.73% | 0.79% | 1.17% | 1.06% | 1.80% | 1.11% | 1.62% | 1.25% | 1.90% | 1.71% | 2.26% | 2.44% |
IBCY.DE iShares Edge MSCI USA 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
IBCY.DE and DJAM.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBCY.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBCY.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for DJAM.DE.
IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while DJAM.DE tracks Dow Jones Industrial Average. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for IBCY.DE and 0.50% for DJAM.DE.
Find the right allocation for IBCY.DE and DJAM.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer