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IBCZ.DE vs. AVHNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCZ.DE vs. AVHNY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and Ackermans & Van Haaren NV ADR (AVHNY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBCZ.DE is traded in EUR, while AVHNY is traded in USD. To make them comparable, the AVHNY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBCZ.DE achieves a 13.04% return, which is significantly higher than AVHNY's 3.24% return.


IBCZ.DE

1D
-0.16%
1M
5.84%
YTD
13.04%
6M
13.70%
1Y
27.80%
3Y*
18.64%
5Y*
12.00%
10Y*
11.45%

AVHNY

1D
-0.14%
1M
2.76%
YTD
3.24%
6M
2.35%
1Y
65.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCZ.DE vs. AVHNY - Yearly Performance Comparison


2026 (YTD)20252024
IBCZ.DE
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)
13.04%12.05%3.51%
AVHNY
Ackermans & Van Haaren NV ADR
3.24%57.22%4.48%

Correlation

The correlation between IBCZ.DE and AVHNY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2024

0.09

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Return for Risk

IBCZ.DE vs. AVHNY — Risk / Return Rank

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

IBCZ.DE
IBCZ.DE Risk / Return Rank: 8282
Overall Rank
IBCZ.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IBCZ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IBCZ.DE Omega Ratio Rank: 7777
Omega Ratio Rank
IBCZ.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBCZ.DE Martin Ratio Rank: 9090
Martin Ratio Rank

AVHNY
AVHNY Risk / Return Rank: 9494
Overall Rank
AVHNY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVHNY Sortino Ratio Rank: 100100
Sortino Ratio Rank
AVHNY Omega Ratio Rank: 100100
Omega Ratio Rank
AVHNY Calmar Ratio Rank: 100100
Calmar Ratio Rank
AVHNY Martin Ratio Rank: 9999
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.

IBCZ.DE vs. AVHNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and Ackermans & Van Haaren NV ADR (AVHNY). 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.


IBCZ.DEAVHNYDifference
Sharpe ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

-10.67

Omega ratioGain probability vs. loss probability

1.45

2.70

-1.25

Calmar ratioReturn relative to maximum drawdown

5.23

10.32

-5.08

Martin ratioReturn relative to average drawdown

20.97

20.81

+0.16

IBCZ.DE vs. AVHNY - Sharpe Ratio Comparison

The current IBCZ.DE Sharpe Ratio is 2.42, which is higher than the AVHNY Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IBCZ.DE and AVHNY, 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


IBCZ.DEAVHNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.01

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.90

-0.21

Drawdowns

IBCZ.DE vs. AVHNY - Drawdown Comparison

The maximum IBCZ.DE drawdown since its inception was -33.99%, which is greater than AVHNY's maximum drawdown of -9.45%. Use the drawdown chart below to compare losses from any high point for IBCZ.DE and AVHNY.


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Drawdown Indicators


IBCZ.DEAVHNYDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-9.45%

-24.54%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-6.49%

+1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-19.98%

Max Drawdown (5Y)

Largest decline over 5 years

-19.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-0.60%

-0.14%

-0.46%

Average Drawdown

Average peak-to-trough decline

-4.52%

-4.06%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

3.19%

-1.87%

Volatility

IBCZ.DE vs. AVHNY - Volatility Comparison

iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) has a higher volatility of 3.05% compared to Ackermans & Van Haaren NV ADR (AVHNY) at 2.35%. This indicates that IBCZ.DE's price experiences larger fluctuations and is considered to be riskier than AVHNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCZ.DEAVHNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

2.35%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

50.49%

-42.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

66.15%

-54.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

59.50%

-45.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

59.50%

-44.37%

Dividends

IBCZ.DE vs. AVHNY - Dividend Comparison

IBCZ.DE has not paid dividends to shareholders, while AVHNY's dividend yield for the trailing twelve months is around 3.68%.


Frequently Asked Questions


IBCZ.DE and AVHNY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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