XRSM.DE vs. IBCY.DE
XRSM.DE (Xtrackers MSCI USA ESG Screened UCITS ETF 1C) and IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) are both Large Cap Blend Equities funds - XRSM.DE tracks the MSCI USA Select ESG Screened while IBCY.DE tracks the MSCI USA Diversified Multiple-Factor. Both are passively managed. Over the past 10 years, XRSM.DE returned 13.75%/yr vs 12.77%/yr for IBCY.DE. Their correlation of 0.91 suggests significant overlap in exposure. XRSM.DE charges 0.07%/yr vs 0.35%/yr for IBCY.DE.
Performance
XRSM.DE vs. IBCY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XRSM.DE achieves a 10.32% return, which is significantly lower than IBCY.DE's 12.61% return. Over the past 10 years, XRSM.DE has outperformed IBCY.DE with an annualized return of 13.75%, while IBCY.DE has yielded a comparatively lower 12.77% annualized return.
XRSM.DE
- 1D
- -1.09%
- 1M
- 0.21%
- YTD
- 10.32%
- 6M
- 10.25%
- 1Y
- 24.87%
- 3Y*
- 19.47%
- 5Y*
- 13.21%
- 10Y*
- 13.75%
IBCY.DE
- 1D
- 0.40%
- 1M
- 2.67%
- YTD
- 12.61%
- 6M
- 12.61%
- 1Y
- 27.73%
- 3Y*
- 18.57%
- 5Y*
- 12.60%
- 10Y*
- 12.77%
XRSM.DE vs. IBCY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRSM.DE Xtrackers MSCI USA ESG Screened UCITS ETF 1C | 10.32% | 4.95% | 33.21% | 25.49% | -17.04% | 39.25% | 5.31% | 33.46% | -6.52% | 3.51% |
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 12.61% | 6.35% | 29.27% | 13.63% | -11.63% | 36.60% | 0.14% | 28.70% | -6.81% | 6.15% |
Correlation
The correlation between XRSM.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 | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2015 | 0.91 |
Over the past year, the correlation between XRSM.DE and IBCY.DE has dropped to 0.55 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
XRSM.DE vs. IBCY.DE — Risk / Return Rank
XRSM.DE
IBCY.DE
XRSM.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XRSM.DE | IBCY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.50 | +1.41 |
| Martin ratioReturn relative to average drawdown | 10.10 | 2.65 | +7.45 |
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Drawdowns
XRSM.DE vs. IBCY.DE - Drawdown Comparison
The maximum XRSM.DE drawdown since its inception was -40.30%, which is greater than IBCY.DE's maximum drawdown of -35.57%. Use the drawdown chart below to compare losses from any high point for XRSM.DE and IBCY.DE.
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Drawdown Indicators
| XRSM.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.30% | -35.57% | -4.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -18.44% | +9.92% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -22.93% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -22.93% | -1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -40.30% | -35.57% | -4.73% |
Current DrawdownCurrent decline from peak | -1.28% | -2.79% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -6.57% | -0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 10.45% | -7.99% |
Volatility
XRSM.DE vs. IBCY.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) is 3.75%, while iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) has a volatility of 4.31%. This indicates that XRSM.DE experiences smaller price fluctuations and is considered to be less risky 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
| XRSM.DE | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.31% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 10.34% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 24.49% | -11.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 18.03% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 20.22% | -2.06% |
XRSM.DE vs. IBCY.DE - Expense Ratio Comparison
XRSM.DE has a 0.07% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.
Dividends
XRSM.DE vs. IBCY.DE - Dividend Comparison
Neither XRSM.DE nor IBCY.DE has paid dividends to shareholders.
Frequently Asked Questions
XRSM.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, XRSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XRSM.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for IBCY.DE.
XRSM.DE tracks MSCI USA Select ESG Screened, 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 XRSM.DE and 0.35% for IBCY.DE.
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