IBCY.DE vs. SLUS.DE
IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) and SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) are both Large Cap Blend Equities funds from iShares - IBCY.DE tracks the MSCI USA Diversified Multiple-Factor while SLUS.DE tracks the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, IBCY.DE returned 12.60%/yr vs 13.96%/yr for SLUS.DE. Their correlation of 0.90 suggests significant overlap in exposure. IBCY.DE charges 0.35%/yr vs 0.07%/yr for SLUS.DE.
Performance
IBCY.DE vs. SLUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCY.DE achieves a 12.61% return, which is significantly higher than SLUS.DE's 10.21% return.
IBCY.DE
- 1D
- 0.40%
- 1M
- 2.67%
- YTD
- 12.61%
- 6M
- 12.61%
- 1Y
- 27.73%
- 3Y*
- 18.57%
- 5Y*
- 12.60%
- 10Y*
- 12.77%
SLUS.DE
- 1D
- -1.12%
- 1M
- 0.15%
- YTD
- 10.21%
- 6M
- 10.51%
- 1Y
- 24.86%
- 3Y*
- 19.81%
- 5Y*
- 13.96%
- 10Y*
- —
IBCY.DE vs. SLUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 12.61% | 6.35% | 29.27% | 13.63% | -11.63% | 36.60% | 0.14% | 28.70% | -10.62% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 10.21% | 5.16% | 33.97% | 26.29% | -17.06% | 39.69% | 10.54% | 35.44% | -20.67% |
Correlation
The correlation between IBCY.DE and SLUS.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.90 |
Over the past year, the correlation between IBCY.DE and SLUS.DE has dropped to 0.58 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
IBCY.DE vs. SLUS.DE — Risk / Return Rank
IBCY.DE
SLUS.DE
IBCY.DE vs. SLUS.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 iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBCY.DE | SLUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.93 | -1.43 |
| Martin ratioReturn relative to average drawdown | 2.65 | 10.09 | -7.45 |
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Drawdowns
IBCY.DE vs. SLUS.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.57%, which is greater than SLUS.DE's maximum drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and SLUS.DE.
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Drawdown Indicators
| IBCY.DE | SLUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.57% | -33.74% | -1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -18.44% | -8.46% | -9.98% |
Max Drawdown (3Y)Largest decline over 3 years | -22.93% | -24.47% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -24.47% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.57% | — | — |
Current DrawdownCurrent decline from peak | -2.79% | -1.28% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -5.50% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.45% | 2.46% | +7.99% |
Volatility
IBCY.DE vs. SLUS.DE - Volatility Comparison
iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) has a higher volatility of 4.31% compared to iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) at 3.78%. This indicates that IBCY.DE's price experiences larger fluctuations and is considered to be riskier than SLUS.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 | SLUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 3.78% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 8.89% | +1.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.49% | 12.96% | +11.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.03% | 16.06% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.22% | 18.23% | +1.99% |
IBCY.DE vs. SLUS.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is higher than SLUS.DE's 0.07% expense ratio.
Dividends
IBCY.DE vs. SLUS.DE - Dividend Comparison
IBCY.DE has not paid dividends to shareholders, while SLUS.DE's dividend yield for the trailing twelve months is around 0.76%.
| 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% |
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.76% | 0.81% | 0.89% | 1.07% | 1.34% | 0.92% | 1.24% | 1.39% | 0.23% |
Frequently Asked Questions
IBCY.DE and SLUS.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLUS.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for IBCY.DE.
IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while SLUS.DE tracks MSCI USA ESG Screened. Their fees differ too: 0.35% for IBCY.DE and 0.07% for SLUS.DE.
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