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.
Performance
IBCZ.DE vs. VFMF - Performance Comparison
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IBCZ.DE vs. VFMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBCZ.DE iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | -0.63% | 12.05% | 24.09% | 11.45% | -10.83% | 31.27% | 0.44% | 24.79% | -4.85% |
VFMF Vanguard U.S. Multifactor ETF | 5.77% | 3.45% | 23.23% | 14.97% | 0.15% | 39.78% | -3.66% | 25.11% | -3.22% |
Different Trading Currencies
IBCZ.DE is traded in EUR, while VFMF is traded in USD. To make them comparable, the VFMF 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 -0.63% return, which is significantly lower than VFMF's 5.77% return.
IBCZ.DE
- 1D
- 2.06%
- 1M
- -2.39%
- YTD
- -0.63%
- 6M
- 3.30%
- 1Y
- 14.64%
- 3Y*
- 14.35%
- 5Y*
- 9.60%
- 10Y*
- 10.25%
VFMF
- 1D
- 0.72%
- 1M
- -2.37%
- YTD
- 5.77%
- 6M
- 10.87%
- 1Y
- 16.98%
- 3Y*
- 15.92%
- 5Y*
- 12.24%
- 10Y*
- —
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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.
Return for Risk
IBCZ.DE vs. VFMF — Risk / Return Rank
IBCZ.DE
VFMF
IBCZ.DE vs. VFMF - 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 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.
| IBCZ.DE | VFMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.81 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.19 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.17 | +0.67 |
Martin ratioReturn relative to average drawdown | 8.66 | 4.72 | +3.94 |
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
| IBCZ.DE | VFMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.81 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.68 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.56 | +0.05 |
Correlation
The correlation between IBCZ.DE and VFMF is 0.58, 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.
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 1.52%.
| TTM | 2025 | 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% | 0.00% |
VFMF Vanguard U.S. Multifactor ETF | 1.52% | 1.54% | 1.60% | 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 -40.07%. Use the drawdown chart below to compare losses from any high point for IBCZ.DE and VFMF.
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Drawdown Indicators
| IBCZ.DE | VFMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -41.34% | +7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -13.32% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -19.98% | -20.57% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | — | — |
Current DrawdownCurrent decline from peak | -2.56% | -4.21% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -5.85% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 2.90% | -1.19% |
Volatility
IBCZ.DE vs. VFMF - Volatility Comparison
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) has a higher volatility of 4.55% compared to Vanguard U.S. Multifactor ETF (VFMF) at 3.88%. This indicates that IBCZ.DE's price experiences larger fluctuations and is considered to be riskier than VFMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBCZ.DE | VFMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 3.88% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 10.43% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 21.06% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 18.12% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 21.60% | -6.43% |