IBCY.DE vs. V3YL.DE
IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) and V3YL.DE (Vanguard ESG North America All Cap UCITS ETF (USD) Distributing) are both Large Cap Blend Equities funds - IBCY.DE tracks the MSCI USA Diversified Multiple-Factor while V3YL.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 18.67%/yr for V3YL.DE. Their correlation of 0.85 suggests significant overlap in exposure. IBCY.DE charges 0.35%/yr vs 0.12%/yr for V3YL.DE.
Performance
IBCY.DE vs. V3YL.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%
V3YL.DE
- 1D
- 0.09%
- 1M
- 6.24%
- YTD
- 11.04%
- 6M
- 11.23%
- 1Y
- 25.49%
- 3Y*
- 18.67%
- 5Y*
- —
- 10Y*
- —
IBCY.DE vs. V3YL.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% |
V3YL.DE Vanguard ESG North America All Cap UCITS ETF (USD) Distributing | 11.04% | 4.17% | 31.45% | 26.32% | -17.36% |
Correlation
The correlation between IBCY.DE and V3YL.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 | 0.83 |
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 V3YL.DE has dropped to 0.53 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
IBCY.DE vs. V3YL.DE — Risk / Return Rank
IBCY.DE
V3YL.DE
IBCY.DE vs. V3YL.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) Distributing (V3YL.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 | V3YL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.36 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.64 | +1.44 |
| Martin ratioReturn relative to average drawdown | 19.99 | 9.53 | +10.45 |
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 | V3YL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.97 | -0.27 |
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 | 0.82 | -0.19 |
Drawdowns
IBCY.DE vs. V3YL.DE - Drawdown Comparison
The maximum IBCY.DE drawdown since its inception was -35.54%, which is greater than V3YL.DE's maximum drawdown of -24.77%. Use the drawdown chart below to compare losses from any high point for IBCY.DE and V3YL.DE.
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Drawdown Indicators
| IBCY.DE | V3YL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -24.77% | -10.77% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -9.61% | +6.35% |
Max Drawdown (3Y)Largest decline over 3 years | -22.91% | -24.77% | +1.86% |
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% | -0.50% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -5.30% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 2.67% | -2.00% |
Volatility
IBCY.DE vs. V3YL.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) Distributing (V3YL.DE) has a volatility of 3.16%. This indicates that IBCY.DE experiences smaller price fluctuations and is considered to be less risky than V3YL.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 | V3YL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.16% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 8.81% | -8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | 12.85% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 15.57% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 15.57% | +0.55% |
IBCY.DE vs. V3YL.DE - Expense Ratio Comparison
IBCY.DE has a 0.35% expense ratio, which is higher than V3YL.DE's 0.12% expense ratio.
Dividends
IBCY.DE vs. V3YL.DE - Dividend Comparison
IBCY.DE has not paid dividends to shareholders, while V3YL.DE's dividend yield for the trailing twelve months is around 0.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V3YL.DE Vanguard ESG North America All Cap UCITS ETF (USD) Distributing | 0.63% | 0.71% | 0.78% | 0.99% | 0.40% |
Frequently Asked Questions
IBCY.DE and V3YL.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, V3YL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V3YL.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 V3YL.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 V3YL.DE.
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