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

Performance

IBCZ.DE vs. VFMF - 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 Vanguard U.S. Multifactor ETF (VFMF). The values are adjusted to include any dividend payments, if applicable.

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IBCZ.DE vs. VFMF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IBCZ.DE
IBCZ.DE Risk / Return Rank: 5757
Overall Rank
IBCZ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IBCZ.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
IBCZ.DE Omega Ratio Rank: 4949
Omega Ratio Rank
IBCZ.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
IBCZ.DE Martin Ratio Rank: 7575
Martin Ratio Rank

VFMF
VFMF Risk / Return Rank: 7575
Overall Rank
VFMF Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VFMF Sortino Ratio Rank: 7474
Sortino Ratio Rank
VFMF Omega Ratio Rank: 7474
Omega Ratio Rank
VFMF Calmar Ratio Rank: 7272
Calmar Ratio Rank
VFMF Martin Ratio Rank: 7979
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. 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.DEVFMFDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.81

+0.11

Sortino ratio

Return per unit of downside risk

1.32

1.19

+0.13

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.84

1.17

+0.67

Martin ratio

Return relative to average drawdown

8.66

4.72

+3.94

IBCZ.DE vs. VFMF - Sharpe Ratio Comparison

The current IBCZ.DE Sharpe Ratio is 0.92, which is comparable to the VFMF Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IBCZ.DE and VFMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBCZ.DEVFMFDifference

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%.


TTM20252024202320222021202020192018
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.DEVFMFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.56%

-4.21%

+1.65%

Average Drawdown

Average peak-to-trough decline

-4.59%

-5.85%

+1.26%

Ulcer Index

Depth 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.DEVFMFDifference

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%