SGAS.DE vs. IBCY.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) are both Large Cap Blend Equities funds from iShares - SGAS.DE tracks the MSCI USA ESG Screened while IBCY.DE tracks the MSCI USA Diversified Multiple-Factor. Both are passively managed. Over the past 5 years, SGAS.DE returned 15.10%/yr vs 10.27%/yr for IBCY.DE. Their correlation of 0.91 suggests significant overlap in exposure. SGAS.DE charges 0.07%/yr vs 0.35%/yr for IBCY.DE.
Performance
SGAS.DE vs. IBCY.DE - Performance Comparison
Loading charts...
Returns By Period
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 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%
SGAS.DE vs. IBCY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 13.73% | -11.70% | 36.60% | 0.17% | 28.63% | -8.26% |
Correlation
The correlation between SGAS.DE and IBCY.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.91 |
Over the past year, the correlation between SGAS.DE and IBCY.DE has dropped to 0.55 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SGAS.DE vs. IBCY.DE — Risk / Return Rank
SGAS.DE
IBCY.DE
SGAS.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | IBCY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.56 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 4.08 | -1.00 |
| Martin ratioReturn relative to average drawdown | 10.78 | 19.99 | -9.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SGAS.DE | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.70 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.69 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.63 | +0.29 |
Drawdowns
SGAS.DE vs. IBCY.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, smaller than the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and IBCY.DE.
Loading charts...
Drawdown Indicators
| SGAS.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -35.54% | +1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -3.26% | -5.25% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -22.91% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -22.91% | -1.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.54% | — |
Current DrawdownCurrent decline from peak | -0.42% | 0.00% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.95% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 0.67% | +1.77% |
Volatility
SGAS.DE vs. IBCY.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.03% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that SGAS.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.
Loading charts...
Volatility by Period
| SGAS.DE | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 0.00% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 0.00% | +8.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 7.99% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 14.77% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 16.12% | +1.49% |
SGAS.DE vs. IBCY.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.
Dividends
SGAS.DE vs. IBCY.DE - Dividend Comparison
Neither SGAS.DE nor IBCY.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and IBCY.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for IBCY.DE.
SGAS.DE tracks MSCI USA ESG Screened, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. Their fees differ too: 0.07% for SGAS.DE and 0.35% for IBCY.DE.
Find the right allocation for SGAS.DE and IBCY.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer