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OP7E.DE vs. IBCY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OP7E.DE vs. IBCY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Bloomberg USA PAB UCITS ETF (EUR) (OP7E.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


OP7E.DE

1D
-0.19%
1M
6.76%
YTD
9.44%
6M
9.62%
1Y
18.97%
3Y*
16.14%
5Y*
10Y*

IBCY.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
13.35%
3Y*
13.97%
5Y*
10.27%
10Y*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OP7E.DE vs. IBCY.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
OP7E.DE
Ossiam Bloomberg USA PAB UCITS ETF (EUR)
9.44%1.18%29.02%22.72%-14.67%
IBCY.DE
iShares Edge MSCI USA Multifactor UCITS ETF
0.00%6.35%29.21%13.73%-12.24%

Correlation

The correlation between OP7E.DE and IBCY.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2022

0.85

Over the past year, the correlation between OP7E.DE and IBCY.DE has dropped to 0.52 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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Return for Risk

OP7E.DE vs. IBCY.DE — Risk / Return Rank

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

OP7E.DE
OP7E.DE Risk / Return Rank: 4545
Overall Rank
OP7E.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
OP7E.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
OP7E.DE Omega Ratio Rank: 4646
Omega Ratio Rank
OP7E.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
OP7E.DE Martin Ratio Rank: 4343
Martin Ratio Rank

IBCY.DE
IBCY.DE Risk / Return Rank: 7272
Overall Rank
IBCY.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBCY.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCY.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IBCY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IBCY.DE Martin Ratio Rank: 8989
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.

OP7E.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Bloomberg USA PAB UCITS ETF (EUR) (OP7E.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.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.


OP7E.DEIBCY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.29

1.56

-0.28

Calmar ratioReturn relative to maximum drawdown

2.11

4.08

-1.97

Martin ratioReturn relative to average drawdown

6.82

19.99

-13.16

OP7E.DE vs. IBCY.DE - Sharpe Ratio Comparison

The current OP7E.DE Sharpe Ratio is 1.56, which is comparable to the IBCY.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of OP7E.DE and IBCY.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


OP7E.DEIBCY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.70

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.63

+0.12

Drawdowns

OP7E.DE vs. IBCY.DE - Drawdown Comparison

The maximum OP7E.DE drawdown since its inception was -23.71%, smaller than the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for OP7E.DE and IBCY.DE.


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Drawdown Indicators


OP7E.DEIBCY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.71%

-35.54%

+11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-3.26%

-5.68%

Max Drawdown (3Y)

Largest decline over 3 years

-23.71%

-22.91%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

Current Drawdown

Current decline from peak

-0.50%

0.00%

-0.50%

Average Drawdown

Average peak-to-trough decline

-4.90%

-4.95%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

0.67%

+2.10%

Volatility

OP7E.DE vs. IBCY.DE - Volatility Comparison

Ossiam Bloomberg USA PAB UCITS ETF (EUR) (OP7E.DE) has a higher volatility of 3.07% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that OP7E.DE's price experiences larger fluctuations and is considered to be riskier than IBCY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OP7E.DEIBCY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

0.00%

+3.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

0.00%

+8.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

7.99%

+4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

14.77%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

16.12%

-1.34%

OP7E.DE vs. IBCY.DE - Expense Ratio Comparison

OP7E.DE has a 0.12% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.


Dividends

OP7E.DE vs. IBCY.DE - Dividend Comparison

Neither OP7E.DE nor IBCY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OP7E.DE and IBCY.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OP7E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OP7E.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for IBCY.DE.

OP7E.DE tracks Bloomberg PAB US Large & Mid Cap, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.12% for OP7E.DE and 0.35% for IBCY.DE.

Portfolio Optimizer

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