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IBCY.DE vs. UBUT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCY.DE vs. UBUT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, IBCY.DE has underperformed UBUT.DE with an annualized return of 11.22%, while UBUT.DE has yielded a comparatively higher 15.97% 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%

UBUT.DE

1D
0.48%
1M
6.45%
YTD
11.13%
6M
11.84%
1Y
26.41%
3Y*
18.17%
5Y*
14.55%
10Y*
15.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCY.DE vs. UBUT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UBUT.DE
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
11.13%4.89%28.17%31.45%-19.44%39.51%10.45%41.33%0.89%9.85%

Correlation

The correlation between IBCY.DE and UBUT.DE is 0.53, 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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2015

0.89

Over the past year, the correlation between IBCY.DE and UBUT.DE has dropped to 0.53 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

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Return for Risk

IBCY.DE vs. UBUT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBCY.DE
IBCY.DE Risk / Return Rank: 7272
Overall Rank
IBCY.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBCY.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCY.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IBCY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IBCY.DE Martin Ratio Rank: 8989
Martin Ratio Rank

UBUT.DE
UBUT.DE Risk / Return Rank: 5959
Overall Rank
UBUT.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UBUT.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
UBUT.DE Omega Ratio Rank: 5959
Omega Ratio Rank
UBUT.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
UBUT.DE Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBCY.DE vs. UBUT.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 UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.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.DEUBUT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.56

1.36

+0.21

Calmar ratioReturn relative to maximum drawdown

4.08

2.85

+1.23

Martin ratioReturn relative to average drawdown

19.99

10.00

+9.99

IBCY.DE vs. UBUT.DE - Sharpe Ratio Comparison

The current IBCY.DE Sharpe Ratio is 1.70, which is comparable to the UBUT.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IBCY.DE and UBUT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBCY.DEUBUT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.98

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.86

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.94

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.90

-0.26

Drawdowns

IBCY.DE vs. UBUT.DE - Drawdown Comparison

The maximum IBCY.DE drawdown since its inception was -35.54%, which is greater than UBUT.DE's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and UBUT.DE.


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Drawdown Indicators


IBCY.DEUBUT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-30.47%

-5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-9.23%

+5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-22.91%

-24.78%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-24.78%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

-30.47%

-5.07%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.95%

-5.04%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

2.63%

-1.96%

Volatility

IBCY.DE vs. UBUT.DE - Volatility Comparison

The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) has a volatility of 3.48%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky than UBUT.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.DEUBUT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.48%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

9.10%

-9.10%

Volatility (1Y)

Calculated over the trailing 1-year period

7.99%

13.25%

-5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

16.79%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

16.94%

-0.82%

IBCY.DE vs. UBUT.DE - Expense Ratio Comparison

IBCY.DE has a 0.35% expense ratio, which is higher than UBUT.DE's 0.25% expense ratio.


Dividends

IBCY.DE vs. UBUT.DE - Dividend Comparison

IBCY.DE has not paid dividends to shareholders, while UBUT.DE's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM2025202420232022202120202019201820172016
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%
UBUT.DE
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
0.35%0.42%0.60%0.78%0.78%0.62%0.88%0.66%1.07%0.85%0.96%

Frequently Asked Questions


IBCY.DE and UBUT.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBUT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBUT.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for IBCY.DE.

IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while UBUT.DE tracks MSCI USA Quality. They also come from different issuers: iShares and UBS. Their fees differ too: 0.35% for IBCY.DE and 0.25% for UBUT.DE.

Portfolio Optimizer

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