IBCY.DE vs. SXRV.DE
IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IBCY.DE is a Large Cap Blend Equities fund tracking the MSCI USA Diversified Multiple-Factor, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IBCY.DE returned 11.22%/yr vs 21.24%/yr for SXRV.DE. Their correlation of 0.80 suggests significant overlap in exposure. IBCY.DE charges 0.35%/yr vs 0.36%/yr for SXRV.DE.
Performance
IBCY.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
Over the past 10 years, IBCY.DE has underperformed SXRV.DE with an annualized return of 11.22%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
IBCY.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between IBCY.DE and SXRV.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2015 | 0.80 |
Over the past year, the correlation between IBCY.DE and SXRV.DE has dropped to 0.47 - well below their long-term average of 0.80, 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. SXRV.DE — Risk / Return Rank
IBCY.DE
SXRV.DE
IBCY.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.42 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.75 | +0.33 |
| Martin ratioReturn relative to average drawdown | 19.99 | 11.16 | +8.83 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.40 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.93 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 1.07 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.91 | -0.27 |
Drawdowns
IBCY.DE vs. SXRV.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.54%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| IBCY.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -32.80% | -2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -10.03% | +6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -22.91% | -26.69% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.91% | -31.33% | +8.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.54% | -31.33% | -4.21% |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -6.56% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 3.38% | -2.71% |
Volatility
IBCY.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBCY.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 4.26% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 10.98% | -10.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | 15.67% | -7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 19.84% | -5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 19.65% | -3.53% |
IBCY.DE vs. SXRV.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IBCY.DE vs. SXRV.DE - Dividend Comparison
Neither IBCY.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCY.DE and SXRV.DE have a correlation of 0.47, 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 0.36% for SXRV.DE.
IBCY.DE is categorized as Large Cap Blend Equities, while SXRV.DE is Nasdaq-100. IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.35% for IBCY.DE and 0.36% for SXRV.DE.
Find the right allocation for IBCY.DE and SXRV.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