IBCZ.DE vs. F50A.DE
IBCZ.DE (iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - IBCZ.DE tracks the MSCI World Diversified Multiple-Factor while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past 5 years, IBCZ.DE returned 12.00%/yr vs 12.94%/yr for F50A.DE. Their correlation of 0.87 suggests significant overlap in exposure. IBCZ.DE charges 0.50%/yr vs 0.05%/yr for F50A.DE.
Performance
IBCZ.DE vs. F50A.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBCZ.DE achieves a 13.04% return, which is significantly higher than F50A.DE's 10.81% 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%
F50A.DE
- 1D
- -0.04%
- 1M
- 4.86%
- YTD
- 10.81%
- 6M
- 11.34%
- 1Y
- 24.34%
- 3Y*
- 17.70%
- 5Y*
- 12.94%
- 10Y*
- —
IBCZ.DE vs. F50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBCZ.DE iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 13.04% | 12.05% | 24.09% | 11.45% | -10.83% | 31.27% | -4.53% |
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 10.81% | 8.58% | 25.85% | 19.91% | -13.61% | 32.73% | -0.41% |
Correlation
The correlation between IBCZ.DE and F50A.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2020 | 0.87 |
The correlation between IBCZ.DE and F50A.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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
IBCZ.DE vs. F50A.DE — Risk / Return Rank
IBCZ.DE
F50A.DE
IBCZ.DE vs. F50A.DE - 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 Amundi Prime Global UCITS ETF Accumulating (F50A.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.
| IBCZ.DE | F50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.40 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 3.66 | +1.57 |
| Martin ratioReturn relative to average drawdown | 20.97 | 14.61 | +6.36 |
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
| IBCZ.DE | F50A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.17 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.88 | -0.04 |
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 | 0.71 | -0.03 |
Drawdowns
IBCZ.DE vs. F50A.DE - Drawdown Comparison
The maximum IBCZ.DE drawdown since its inception was -33.99%, roughly equal to the maximum F50A.DE drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for IBCZ.DE and F50A.DE.
Loading charts...
Drawdown Indicators
| IBCZ.DE | F50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -32.88% | -1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -5.29% | -6.62% | +1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -19.98% | -21.49% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.98% | -21.49% | +1.51% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | — | — |
Current DrawdownCurrent decline from peak | -0.60% | -0.39% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -4.72% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 1.66% | -0.34% |
Volatility
IBCZ.DE vs. F50A.DE - Volatility Comparison
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) has a higher volatility of 3.05% compared to Amundi Prime Global UCITS ETF Accumulating (F50A.DE) at 2.63%. This indicates that IBCZ.DE's price experiences larger fluctuations and is considered to be riskier than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBCZ.DE | F50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 2.63% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 7.95% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 11.18% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 14.60% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 17.70% | -2.57% |
IBCZ.DE vs. F50A.DE - Expense Ratio Comparison
IBCZ.DE has a 0.50% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.
Dividends
IBCZ.DE vs. F50A.DE - Dividend Comparison
Neither IBCZ.DE nor F50A.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, IBCZ.DE and F50A.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.50% for IBCZ.DE.
IBCZ.DE tracks MSCI World Diversified Multiple-Factor, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for IBCZ.DE and 0.05% for F50A.DE.
Find the right allocation for IBCZ.DE and F50A.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