USCP.DE vs. IBCY.DE
USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) and IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) are both Large Cap Blend Equities funds - USCP.DE tracks the Shiller Barclays CAPE® US Sector Value while IBCY.DE tracks the MSCI USA Diversified Multiple-Factor. Both are passively managed. Over the past 10 years, USCP.DE returned 13.23%/yr vs 11.22%/yr for IBCY.DE. Their correlation of 0.87 suggests significant overlap in exposure. USCP.DE charges 0.65%/yr vs 0.35%/yr for IBCY.DE.
Performance
USCP.DE vs. IBCY.DE - Performance Comparison
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Returns By Period
Over the past 10 years, USCP.DE has outperformed IBCY.DE with an annualized return of 13.23%, while IBCY.DE has yielded a comparatively lower 11.22% annualized return.
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
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%
USCP.DE vs. IBCY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 25.56% | -10.80% | 38.73% | 7.54% | 33.98% | 0.41% | 5.39% |
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 USCP.DE and IBCY.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2015 | 0.87 |
Over the past year, the correlation between USCP.DE and IBCY.DE has dropped to 0.30 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
USCP.DE vs. IBCY.DE — Risk / Return Rank
USCP.DE
IBCY.DE
USCP.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.
| USCP.DE | IBCY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.56 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 4.08 | -3.36 |
| Martin ratioReturn relative to average drawdown | 2.18 | 19.99 | -17.81 |
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
| USCP.DE | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.70 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.69 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.69 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.63 | +0.11 |
Drawdowns
USCP.DE vs. IBCY.DE - Drawdown Comparison
The maximum USCP.DE drawdown since its inception was -34.80%, roughly equal to the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for USCP.DE and IBCY.DE.
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Drawdown Indicators
| USCP.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.80% | -35.54% | +0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -3.26% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -22.91% | +3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -22.91% | +3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | -35.54% | +0.74% |
Current DrawdownCurrent decline from peak | -7.42% | 0.00% | -7.42% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.95% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 0.67% | +1.67% |
Volatility
USCP.DE vs. IBCY.DE - Volatility Comparison
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a higher volatility of 3.16% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that USCP.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
| USCP.DE | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 0.00% | +3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.23% | 0.00% | +7.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.00% | 7.99% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 14.77% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 16.12% | -0.01% |
USCP.DE vs. IBCY.DE - Expense Ratio Comparison
USCP.DE has a 0.65% expense ratio, which is higher than IBCY.DE's 0.35% expense ratio.
Dividends
USCP.DE vs. IBCY.DE - Dividend Comparison
Neither USCP.DE nor IBCY.DE has paid dividends to shareholders.
Frequently Asked Questions
USCP.DE and IBCY.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBCY.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBCY.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for USCP.DE.
USCP.DE tracks Shiller Barclays CAPE® US Sector Value, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. They also come from different issuers: Natixis and iShares. Their fees differ too: 0.65% for USCP.DE and 0.35% for IBCY.DE.
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