SXRU.DE vs. IBCY.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) are both Large Cap Blend Equities funds from iShares - SXRU.DE tracks the Dow Jones Industrial Average while IBCY.DE tracks the MSCI USA Diversified Multiple-Factor. Both are passively managed. Over the past 10 years, SXRU.DE returned 12.56%/yr vs 11.22%/yr for IBCY.DE. Their correlation of 0.87 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.35%/yr for IBCY.DE.
Performance
SXRU.DE vs. IBCY.DE - Performance Comparison
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Returns By Period
Over the past 10 years, SXRU.DE has outperformed IBCY.DE with an annualized return of 12.56%, while IBCY.DE has yielded a comparatively lower 11.22% annualized return.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
IBCY.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 13.22%
- 3Y*
- 13.97%
- 5Y*
- 10.27%
- 10Y*
- 11.22%
SXRU.DE vs. IBCY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 12.04% |
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% | -6.73% | 6.21% |
Correlation
The correlation between SXRU.DE and IBCY.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2015 | 0.87 |
Over the past year, the correlation between SXRU.DE and IBCY.DE has dropped to 0.43 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
SXRU.DE vs. IBCY.DE — Risk / Return Rank
SXRU.DE
IBCY.DE
SXRU.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.
| SXRU.DE | IBCY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.56 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 4.08 | -1.29 |
| Martin ratioReturn relative to average drawdown | 9.23 | 19.99 | -10.75 |
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
| SXRU.DE | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.70 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.69 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.69 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.63 | +0.03 |
Drawdowns
SXRU.DE vs. IBCY.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, roughly equal to the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and IBCY.DE.
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Drawdown Indicators
| SXRU.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -35.54% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -3.26% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -22.91% | +1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -22.91% | +1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | -35.54% | -0.55% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -4.95% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 0.67% | +1.54% |
Volatility
SXRU.DE vs. IBCY.DE - Volatility Comparison
iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) has a higher volatility of 2.91% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that SXRU.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
| SXRU.DE | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 0.00% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 0.00% | +8.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 7.99% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 14.77% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 16.12% | -0.11% |
SXRU.DE vs. IBCY.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.
Dividends
SXRU.DE vs. IBCY.DE - Dividend Comparison
Neither SXRU.DE nor IBCY.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and IBCY.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRU.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRU.DE is cheaper with a 0.33% expense ratio, compared with 0.35% for IBCY.DE.
SXRU.DE tracks Dow Jones Industrial Average, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. Their fees differ too: 0.33% for SXRU.DE and 0.35% for IBCY.DE.
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