IBCY.DE vs. V3YA.DE
IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) and V3YA.DE (Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating) are both Large Cap Blend Equities funds - IBCY.DE tracks the MSCI USA Diversified Multiple-Factor while V3YA.DE tracks the FTSE North America All Cap Choice Index. Both are passively managed. Over the past 3 years, IBCY.DE returned 13.97%/yr vs 18.75%/yr for V3YA.DE. Their correlation of 0.85 suggests significant overlap in exposure. IBCY.DE charges 0.35%/yr vs 0.12%/yr for V3YA.DE.
Performance
IBCY.DE vs. V3YA.DE - Performance Comparison
Loading charts...
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%
V3YA.DE
- 1D
- 0.08%
- 1M
- 5.07%
- YTD
- 10.95%
- 6M
- 10.62%
- 1Y
- 25.33%
- 3Y*
- 18.75%
- 5Y*
- —
- 10Y*
- —
IBCY.DE vs. V3YA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 13.73% | -12.92% |
V3YA.DE Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating | 10.95% | 4.20% | 31.35% | 26.80% | -17.33% |
Correlation
The correlation between IBCY.DE and V3YA.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2022 | 0.85 |
Over the past year, the correlation between IBCY.DE and V3YA.DE has dropped to 0.54 - well below their long-term average of 0.85, 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. V3YA.DE — Risk / Return Rank
IBCY.DE
V3YA.DE
IBCY.DE vs. V3YA.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 Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.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 | V3YA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.36 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.66 | +1.43 |
| Martin ratioReturn relative to average drawdown | 19.99 | 9.58 | +10.41 |
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 | V3YA.DE | Difference | |
|---|---|---|---|
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 | — | — |
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 | 0.83 | -0.20 |
Drawdowns
IBCY.DE vs. V3YA.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.54%, which is greater than V3YA.DE's maximum drawdown of -24.84%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and V3YA.DE.
Loading charts...
Drawdown Indicators
| IBCY.DE | V3YA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -24.84% | -10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -9.60% | +6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -22.91% | -24.84% | +1.93% |
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% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.31% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.67% | -2.00% |
Volatility
IBCY.DE vs. V3YA.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) is 0.00%, while Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) has a volatility of 3.17%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky than V3YA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBCY.DE | V3YA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.17% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.80% | -8.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | 12.86% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 15.58% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 15.58% | +0.54% |
IBCY.DE vs. V3YA.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is higher than V3YA.DE's 0.12% expense ratio.
Dividends
IBCY.DE vs. V3YA.DE - Dividend Comparison
Neither IBCY.DE nor V3YA.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCY.DE and V3YA.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, V3YA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V3YA.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for IBCY.DE.
IBCY.DE tracks MSCI USA Diversified Multiple-Factor, while V3YA.DE tracks FTSE North America All Cap Choice Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for IBCY.DE and 0.12% for V3YA.DE.
Find the right allocation for IBCY.DE and V3YA.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