IBCZ.DE vs. VFMF
Compare and contrast key facts about iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and Vanguard U.S. Multifactor ETF (VFMF).
IBCZ.DE and VFMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBCZ.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Diversified Multiple-Factor. It was launched on Sep 4, 2015. VFMF is managed by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBCZ.DE or VFMF.
Correlation
The correlation between IBCZ.DE and VFMF is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IBCZ.DE vs. VFMF - Performance Comparison
Key characteristics
IBCZ.DE:
1.97
VFMF:
1.20
IBCZ.DE:
2.70
VFMF:
1.75
IBCZ.DE:
1.39
VFMF:
1.22
IBCZ.DE:
2.82
VFMF:
2.10
IBCZ.DE:
12.64
VFMF:
5.33
IBCZ.DE:
1.86%
VFMF:
3.41%
IBCZ.DE:
11.94%
VFMF:
15.15%
IBCZ.DE:
-33.99%
VFMF:
-41.34%
IBCZ.DE:
-0.05%
VFMF:
-2.51%
Returns By Period
In the year-to-date period, IBCZ.DE achieves a 5.73% return, which is significantly higher than VFMF's 5.09% return.
IBCZ.DE
5.73%
1.89%
15.71%
23.15%
10.33%
N/A
VFMF
5.09%
1.81%
9.66%
17.39%
13.23%
N/A
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IBCZ.DE vs. VFMF - Expense Ratio Comparison
IBCZ.DE has a 0.50% expense ratio, which is higher than VFMF's 0.18% expense ratio.
Risk-Adjusted Performance
IBCZ.DE vs. VFMF — Risk-Adjusted Performance Rank
IBCZ.DE
VFMF
IBCZ.DE vs. VFMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and Vanguard U.S. Multifactor ETF (VFMF). 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.
Dividends
IBCZ.DE vs. VFMF - Dividend Comparison
IBCZ.DE has not paid dividends to shareholders, while VFMF's dividend yield for the trailing twelve months is around 1.53%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
IBCZ.DE iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMF Vanguard U.S. Multifactor ETF | 1.53% | 1.61% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% |
Drawdowns
IBCZ.DE vs. VFMF - Drawdown Comparison
The maximum IBCZ.DE drawdown since its inception was -33.99%, smaller than the maximum VFMF drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for IBCZ.DE and VFMF. For additional features, visit the drawdowns tool.
Volatility
IBCZ.DE vs. VFMF - Volatility Comparison
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and Vanguard U.S. Multifactor ETF (VFMF) have volatilities of 2.96% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.