IBCY.DE vs. FLXU.DE
Compare and contrast key facts about iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) and Franklin U.S. Equity UCITS ETF (FLXU.DE).
IBCY.DE and FLXU.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. FLXU.DE is a passively managed fund by Franklin Templeton that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 6, 2017. Both IBCY.DE and FLXU.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. FLXU.DE - Performance Comparison
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IBCY.DE vs. FLXU.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% | 11.98% |
FLXU.DE Franklin U.S. Equity UCITS ETF | -0.62% | 8.49% | 16.79% | 11.05% | -3.81% | 38.42% | -0.68% | 31.79% | 1.30% | 11.68% |
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%
FLXU.DE
- 1D
- 2.18%
- 1M
- -2.68%
- YTD
- -0.62%
- 6M
- 1.84%
- 1Y
- 13.91%
- 3Y*
- 11.30%
- 5Y*
- 10.64%
- 10Y*
- —
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IBCY.DE vs. FLXU.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is higher than FLXU.DE's 0.25% expense ratio.
Return for Risk
IBCY.DE vs. FLXU.DE — Risk / Return Rank
IBCY.DE
FLXU.DE
IBCY.DE vs. FLXU.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 Franklin U.S. Equity UCITS ETF (FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.80 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.18 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.62 | -0.53 |
Martin ratioReturn relative to average drawdown | 5.38 | 6.90 | -1.52 |
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 | FLXU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.80 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.76 | -0.07 |
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 | 0.81 | -0.17 |
Correlation
The correlation between IBCY.DE and FLXU.DE is 0.91, 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. FLXU.DE - Dividend Comparison
Neither IBCY.DE nor FLXU.DE has paid dividends to shareholders.
Drawdowns
IBCY.DE vs. FLXU.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.54%, which is greater than FLXU.DE's maximum drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and FLXU.DE.
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Drawdown Indicators
| IBCY.DE | FLXU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -32.92% | -2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -13.64% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -23.04% | +0.13% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.59% | +3.59% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -3.99% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 1.99% | +0.64% |
Volatility
IBCY.DE vs. FLXU.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while Franklin U.S. Equity UCITS ETF (FLXU.DE) has a volatility of 4.30%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky than FLXU.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 | FLXU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.30% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.80% | 9.12% | -5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 17.39% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 13.82% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 15.53% | +0.71% |