IBCY.DE vs. LCUS.DE
IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) and LCUS.DE (Lyxor Core US Equity (DR) UCITS ETF - Dist) are both Large Cap Blend Equities funds - IBCY.DE tracks the MSCI USA Diversified Multiple-Factor while LCUS.DE tracks the Russell 1000 TR USD. Both are passively managed. Their correlation of 0.88 suggests significant overlap in exposure. IBCY.DE charges 0.35%/yr vs 0.04%/yr for LCUS.DE.
Performance
IBCY.DE vs. LCUS.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%
LCUS.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBCY.DE vs. LCUS.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% | -5.88% |
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist | 0.00% | 3.40% | 32.87% | 22.96% | -15.87% | 37.82% | 9.09% | 34.14% | -0.91% |
Correlation
The correlation between IBCY.DE and LCUS.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2018 | 0.88 |
The correlation between IBCY.DE and LCUS.DE shifts across timeframes, from 0.71 (3 years) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBCY.DE vs. LCUS.DE — Risk / Return Rank
IBCY.DE
LCUS.DE
IBCY.DE vs. LCUS.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 Core US Equity (DR) UCITS ETF - Dist (LCUS.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 | LCUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.56 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | — | — |
| Martin ratioReturn relative to average drawdown | 19.99 | — | — |
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 | LCUS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
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 | — | — |
Drawdowns
IBCY.DE vs. LCUS.DE - Drawdown Comparison
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Drawdown Indicators
| IBCY.DE | LCUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.91% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | — | — |
Average DrawdownAverage peak-to-trough decline | -4.95% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | — | — |
Volatility
IBCY.DE vs. LCUS.DE - Volatility Comparison
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Volatility by Period
| IBCY.DE | LCUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | — | — |
IBCY.DE vs. LCUS.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is higher than LCUS.DE's 0.04% expense ratio.
Dividends
IBCY.DE vs. LCUS.DE - Dividend Comparison
Neither IBCY.DE nor LCUS.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
LCUS.DE Lyxor Core US Equity (DR) UCITS ETF - Dist | 0.00% | 0.00% | 0.84% | 0.78% | 2.27% | 1.12% | 1.52% | 1.10% | 1.30% |
Frequently Asked Questions
IBCY.DE and LCUS.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.35% for IBCY.DE.
IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while LCUS.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for IBCY.DE and 0.04% for LCUS.DE.
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