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XRSM.DE vs. IBCY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRSM.DE vs. IBCY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSM.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE). The values are adjusted to include any dividend payments, if applicable.

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

XRSM.DE vs. IBCY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

XRSM.DE
XRSM.DE Risk / Return Rank: 6565
Overall Rank
XRSM.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XRSM.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XRSM.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XRSM.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
XRSM.DE Martin Ratio Rank: 6464
Martin Ratio Rank

IBCY.DE
IBCY.DE Risk / Return Rank: 4040
Overall Rank
IBCY.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IBCY.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
IBCY.DE Omega Ratio Rank: 7777
Omega Ratio Rank
IBCY.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
IBCY.DE Martin Ratio Rank: 2222
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.

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.DEIBCY.DEDifference
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

XRSM.DE vs. IBCY.DE - Sharpe Ratio Comparison

The current XRSM.DE Sharpe Ratio is 1.93, which is higher than the IBCY.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XRSM.DE and IBCY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DEIBCY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.28%

-2.79%

+1.51%

Average Drawdown

Average peak-to-trough decline

-7.05%

-6.57%

-0.48%

Ulcer Index

Depth 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.DEIBCY.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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