VFMF vs. IBCZ.DE
Compare and contrast key facts about Vanguard U.S. Multifactor ETF (VFMF) and iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE).
VFMF and IBCZ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFMF is managed by Vanguard. It was launched on Feb 13, 2018. IBCZ.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Diversified Multiple-Factor. It was launched on Sep 4, 2015.
Performance
VFMF vs. IBCZ.DE - Performance Comparison
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VFMF vs. IBCZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 4.17% | 17.38% | 15.60% | 18.52% | -5.70% | 30.05% | 4.99% | 22.34% | -11.29% |
IBCZ.DE iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | -1.92% | 26.50% | 16.99% | 14.97% | -15.74% | 20.92% | 10.25% | 22.15% | -12.96% |
Different Trading Currencies
VFMF is traded in USD, while IBCZ.DE is traded in EUR. To make them comparable, the IBCZ.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VFMF achieves a 4.17% return, which is significantly higher than IBCZ.DE's -1.92% return.
VFMF
- 1D
- 0.82%
- 1M
- -3.38%
- YTD
- 4.17%
- 6M
- 9.32%
- 1Y
- 25.37%
- 3Y*
- 18.45%
- 5Y*
- 11.84%
- 10Y*
- —
IBCZ.DE
- 1D
- 2.43%
- 1M
- -3.18%
- YTD
- -1.92%
- 6M
- 2.11%
- 1Y
- 23.17%
- 3Y*
- 16.94%
- 5Y*
- 9.26%
- 10Y*
- 10.45%
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VFMF vs. IBCZ.DE - Expense Ratio Comparison
VFMF has a 0.18% expense ratio, which is lower than IBCZ.DE's 0.50% expense ratio.
Return for Risk
VFMF vs. IBCZ.DE — Risk / Return Rank
VFMF
IBCZ.DE
VFMF vs. IBCZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor ETF (VFMF) and iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.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.
| VFMF | IBCZ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.41 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.94 | 2.00 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.29 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 2.54 | -0.60 |
Martin ratioReturn relative to average drawdown | 8.92 | 11.07 | -2.15 |
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
| VFMF | IBCZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.41 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.59 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.61 | -0.09 |
Correlation
The correlation between VFMF and IBCZ.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VFMF vs. IBCZ.DE - Dividend Comparison
VFMF's dividend yield for the trailing twelve months is around 1.52%, while IBCZ.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 1.52% | 1.54% | 1.60% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% |
IBCZ.DE iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFMF vs. IBCZ.DE - Drawdown Comparison
The maximum VFMF drawdown since its inception was -41.34%, which is greater than IBCZ.DE's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for VFMF and IBCZ.DE.
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Drawdown Indicators
| VFMF | IBCZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -33.99% | -7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -12.48% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -19.98% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -4.21% | -2.56% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -4.59% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.71% | +1.19% |
Volatility
VFMF vs. IBCZ.DE - Volatility Comparison
The current volatility for Vanguard U.S. Multifactor ETF (VFMF) is 4.65%, while iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) has a volatility of 4.98%. This indicates that VFMF experiences smaller price fluctuations and is considered to be less risky than IBCZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFMF | IBCZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.98% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 9.06% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 16.36% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 15.45% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.31% | 15.87% | +5.44% |