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VFMF vs. IBCZ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFMF vs. IBCZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Multifactor ETF (VFMF) and iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE). The values are adjusted to include any dividend payments, if applicable.

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VFMF vs. IBCZ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

VFMF
VFMF Risk / Return Rank: 7575
Overall Rank
VFMF Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VFMF Sortino Ratio Rank: 7474
Sortino Ratio Rank
VFMF Omega Ratio Rank: 7474
Omega Ratio Rank
VFMF Calmar Ratio Rank: 7272
Calmar Ratio Rank
VFMF Martin Ratio Rank: 7979
Martin Ratio Rank

IBCZ.DE
IBCZ.DE Risk / Return Rank: 5757
Overall Rank
IBCZ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IBCZ.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
IBCZ.DE Omega Ratio Rank: 4949
Omega Ratio Rank
IBCZ.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
IBCZ.DE Martin Ratio Rank: 7575
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.

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.


VFMFIBCZ.DEDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.41

-0.06

Sortino ratio

Return per unit of downside risk

1.94

2.00

-0.07

Omega ratio

Gain probability vs. loss probability

1.29

1.29

0.00

Calmar ratio

Return relative to maximum drawdown

1.94

2.54

-0.60

Martin ratio

Return relative to average drawdown

8.92

11.07

-2.15

VFMF vs. IBCZ.DE - Sharpe Ratio Comparison

The current VFMF Sharpe Ratio is 1.36, which is comparable to the IBCZ.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of VFMF and IBCZ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VFMFIBCZ.DEDifference

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.


TTM20252024202320222021202020192018
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


VFMFIBCZ.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.21%

-2.56%

-1.65%

Average Drawdown

Average peak-to-trough decline

-5.85%

-4.59%

-1.26%

Ulcer Index

Depth 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


VFMFIBCZ.DEDifference

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%