XD9U.DE vs. IBCY.DE
XD9U.DE (Xtrackers MSCI USA UCITS ETF 1C) and IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) are both Large Cap Blend Equities funds - XD9U.DE tracks the MSCI USA while IBCY.DE tracks the MSCI USA Diversified Multiple-Factor. Both are passively managed. Over the past 10 years, XD9U.DE returned 14.92%/yr vs 11.22%/yr for IBCY.DE. Their correlation of 0.93 suggests significant overlap in exposure. XD9U.DE charges 0.07%/yr vs 0.35%/yr for IBCY.DE.
Performance
XD9U.DE vs. IBCY.DE - Performance Comparison
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Returns By Period
Over the past 10 years, XD9U.DE has outperformed IBCY.DE with an annualized return of 14.92%, while IBCY.DE has yielded a comparatively lower 11.22% annualized return.
XD9U.DE
- 1D
- -0.07%
- 1M
- 4.48%
- YTD
- 11.32%
- 6M
- 10.63%
- 1Y
- 25.16%
- 3Y*
- 19.02%
- 5Y*
- 14.38%
- 10Y*
- 14.92%
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%
XD9U.DE vs. IBCY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD9U.DE Xtrackers MSCI USA UCITS ETF 1C | 11.32% | 4.60% | 32.32% | 23.38% | -15.69% | 38.71% | 9.43% | 34.69% | -1.30% | 6.77% |
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 XD9U.DE and IBCY.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2015 | 0.93 |
Over the past year, the correlation between XD9U.DE and IBCY.DE has dropped to 0.55 - well below their long-term average of 0.93, suggesting their price drivers have been diverging.
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Return for Risk
XD9U.DE vs. IBCY.DE — Risk / Return Rank
XD9U.DE
IBCY.DE
XD9U.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XD9U.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.
| XD9U.DE | IBCY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.56 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 4.08 | -0.65 |
| Martin ratioReturn relative to average drawdown | 11.92 | 19.99 | -8.07 |
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
| XD9U.DE | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.70 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.69 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.69 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.63 | +0.27 |
Drawdowns
XD9U.DE vs. IBCY.DE - Drawdown Comparison
The maximum XD9U.DE drawdown since its inception was -34.11%, roughly equal to the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for XD9U.DE and IBCY.DE.
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Drawdown Indicators
| XD9U.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.11% | -35.54% | +1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -3.26% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -22.91% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -22.91% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.11% | -35.54% | +1.43% |
Current DrawdownCurrent decline from peak | -0.38% | 0.00% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -4.95% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 0.67% | +1.44% |
Volatility
XD9U.DE vs. IBCY.DE - Volatility Comparison
Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) has a higher volatility of 2.71% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that XD9U.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
| XD9U.DE | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 0.00% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 0.00% | +7.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 7.99% | +3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 14.77% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 16.12% | +0.11% |
XD9U.DE vs. IBCY.DE - Expense Ratio Comparison
XD9U.DE has a 0.07% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.
Dividends
XD9U.DE vs. IBCY.DE - Dividend Comparison
Neither XD9U.DE nor IBCY.DE has paid dividends to shareholders.
Frequently Asked Questions
XD9U.DE and IBCY.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD9U.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD9U.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for IBCY.DE.
XD9U.DE tracks MSCI USA, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XD9U.DE and 0.35% for IBCY.DE.
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