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

Performance

IBCZ.DE vs. WEBN.DE - 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 Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBCZ.DE achieves a 13.04% return, which is significantly higher than WEBN.DE's 12.37% 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%

WEBN.DE

1D
-0.24%
1M
3.95%
YTD
12.37%
6M
13.19%
1Y
26.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCZ.DE vs. WEBN.DE - Yearly Performance Comparison


Correlation

The correlation between IBCZ.DE and WEBN.DE is 0.87, 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

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.88

The correlation between IBCZ.DE and WEBN.DE has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

IBCZ.DE vs. WEBN.DE — 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

WEBN.DE
WEBN.DE Risk / Return Rank: 7575
Overall Rank
WEBN.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
WEBN.DE Martin Ratio Rank: 8383
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. WEBN.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 All Country World UCITS ETF Acc EUR (WEBN.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.DEWEBN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.45

1.41

+0.03

Calmar ratioReturn relative to maximum drawdown

5.23

4.03

+1.20

Martin ratioReturn relative to average drawdown

20.97

16.67

+4.30

IBCZ.DE vs. WEBN.DE - Sharpe Ratio Comparison

The current IBCZ.DE Sharpe Ratio is 2.42, which is comparable to the WEBN.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of IBCZ.DE and WEBN.DE, 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.DEWEBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.28

+0.15

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

1.08

-0.39

Drawdowns

IBCZ.DE vs. WEBN.DE - Drawdown Comparison

The maximum IBCZ.DE drawdown since its inception was -33.99%, which is greater than WEBN.DE's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for IBCZ.DE and WEBN.DE.


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Drawdown Indicators


IBCZ.DEWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-21.22%

-12.77%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-6.63%

+1.34%

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%

-0.65%

+0.05%

Average Drawdown

Average peak-to-trough decline

-4.52%

-3.11%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

1.61%

-0.29%

Volatility

IBCZ.DE vs. WEBN.DE - Volatility Comparison

iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) have volatilities of 3.05% and 3.05%, 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.


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Volatility by Period


IBCZ.DEWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

3.05%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

8.43%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

11.74%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

14.90%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

14.90%

+0.23%

IBCZ.DE vs. WEBN.DE - Expense Ratio Comparison

IBCZ.DE has a 0.50% expense ratio, which is higher than WEBN.DE's 0.07% expense ratio.


Dividends

IBCZ.DE vs. WEBN.DE - Dividend Comparison

Neither IBCZ.DE nor WEBN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBCZ.DE and WEBN.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBN.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBN.DE is cheaper with a 0.07% expense ratio, compared with 0.50% for IBCZ.DE.

IBCZ.DE tracks MSCI World Diversified Multiple-Factor, while WEBN.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for IBCZ.DE and 0.07% for WEBN.DE.

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