VOOM.DE vs. IBCZ.DE
VOOM.DE (Lyxor Global Gender Equality (DR) UCITS ETF - Acc) and IBCZ.DE (iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)) are both Global Equities funds - VOOM.DE tracks the Solactive Equileap Global Gender Equality while IBCZ.DE tracks the MSCI World Diversified Multiple-Factor. Both are passively managed. Over the past 5 years, VOOM.DE returned 7.08%/yr vs 12.00%/yr for IBCZ.DE. Their correlation of 0.83 suggests significant overlap in exposure. VOOM.DE charges 0.20%/yr vs 0.50%/yr for IBCZ.DE.
Performance
VOOM.DE vs. IBCZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VOOM.DE achieves a 4.22% return, which is significantly lower than IBCZ.DE's 13.04% return.
VOOM.DE
- 1D
- -0.16%
- 1M
- -0.12%
- YTD
- 4.22%
- 6M
- 5.06%
- 1Y
- 11.74%
- 3Y*
- 11.60%
- 5Y*
- 7.08%
- 10Y*
- —
IBCZ.DE
- 1D
- -0.16%
- 1M
- 5.09%
- YTD
- 13.04%
- 6M
- 13.32%
- 1Y
- 27.58%
- 3Y*
- 18.64%
- 5Y*
- 12.00%
- 10Y*
- 11.45%
VOOM.DE vs. IBCZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VOOM.DE Lyxor Global Gender Equality (DR) UCITS ETF - Acc | 4.22% | 9.47% | 13.86% | 13.15% | -10.99% | 25.76% | 0.40% | 15.14% |
IBCZ.DE iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 13.04% | 12.05% | 24.09% | 11.45% | -10.83% | 31.27% | 0.44% | 11.57% |
Correlation
The correlation between VOOM.DE and IBCZ.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2019 | 0.83 |
Over the past year, the correlation between VOOM.DE and IBCZ.DE has dropped to 0.59 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
VOOM.DE vs. IBCZ.DE — Risk / Return Rank
VOOM.DE
IBCZ.DE
VOOM.DE vs. IBCZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) 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.
| VOOM.DE | IBCZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.45 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 5.23 | -3.35 |
| Martin ratioReturn relative to average drawdown | 6.21 | 20.97 | -14.76 |
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
| VOOM.DE | IBCZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.42 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.84 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.69 | -0.11 |
Drawdowns
VOOM.DE vs. IBCZ.DE - Drawdown Comparison
The maximum VOOM.DE drawdown since its inception was -36.78%, which is greater than IBCZ.DE's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VOOM.DE and IBCZ.DE.
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Drawdown Indicators
| VOOM.DE | IBCZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.78% | -33.99% | -2.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -5.29% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -19.98% | +1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -19.98% | +1.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -1.45% | -0.60% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -4.52% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.32% | +0.67% |
Volatility
VOOM.DE vs. IBCZ.DE - Volatility Comparison
The current volatility for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) is 2.54%, while iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) has a volatility of 3.05%. This indicates that VOOM.DE 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
| VOOM.DE | IBCZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 3.05% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.34% | 8.16% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 11.42% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 14.11% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 15.13% | +0.91% |
VOOM.DE vs. IBCZ.DE - Expense Ratio Comparison
VOOM.DE has a 0.20% expense ratio, which is lower than IBCZ.DE's 0.50% expense ratio.
Dividends
VOOM.DE vs. IBCZ.DE - Dividend Comparison
Neither VOOM.DE nor IBCZ.DE has paid dividends to shareholders.
Frequently Asked Questions
VOOM.DE and IBCZ.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOOM.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOOM.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for IBCZ.DE.
VOOM.DE tracks Solactive Equileap Global Gender Equality, while IBCZ.DE tracks MSCI World Diversified Multiple-Factor. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for VOOM.DE and 0.50% for IBCZ.DE.
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