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ISIN
IE00B42Z5J44
Issuer
iShares
Inception Date
Sep 30, 2010
Leveraged
1x (No leverage)
Index Tracked
MSCI Japan Index (EUR Hedged)
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

IBCG.DE Performance Chart

iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.DE) is up 21.3% since the beginning of the year. IBCG.DE is currently trading at €144 per share. Investors who bought €1,000 worth of IBCG.DE shares 5 years ago would now be looking at an investment worth €2,444.


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S&P 500 Index

Returns By Period

iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.DE) has returned 21.27% so far this year and 48.23% over the past 12 months. Looking at the last ten years, IBCG.DE has achieved an annualized return of 14.99%, outperforming the S&P 500 Index benchmark, which averaged 13.23% per year.


iShares MSCI Japan EUR Hedged UCITS ETF (Acc)

1D
1.23%
1M
1.98%
6M
20.86%
YTD
21.27%
1Y
48.23%
3Y*
25.91%
5Y*
19.57%
10Y*
14.99%

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCG.DE Monthly Returns History

Based on dividend-adjusted daily data since Mar 16, 2011, IBCG.DE's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2013 with a return of +11.8%, while the worst month was May 2012 at -11.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, IBCG.DE closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 12, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.62%9.36%-9.36%5.83%6.74%2.67%0.83%21.27%
20251.08%-3.33%-1.08%0.20%4.68%2.27%2.90%3.67%3.00%8.66%0.87%1.66%26.94%
20247.35%6.18%4.77%-0.94%1.56%3.21%-2.94%-1.54%-1.90%0.95%1.23%3.34%22.76%
20235.68%0.65%2.24%2.51%3.83%9.11%1.34%-0.53%1.09%-0.88%4.11%0.04%32.85%
2022-5.66%0.02%3.26%-1.17%-0.82%-2.71%4.27%0.39%-4.60%4.19%3.42%-5.88%-5.89%
20210.68%3.81%3.99%-2.80%1.36%0.57%-1.42%2.14%4.19%-0.91%-4.45%4.78%12.06%

Benchmark Metrics

iShares MSCI Japan EUR Hedged UCITS ETF (Acc) has an annualized alpha of 5.16%, beta of 0.53, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since March 16, 2011.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.23%) than losses (62.01%) - typical of diversified or defensive assets.
  • Beta of 0.53 may look defensive, but with R2 of 0.22 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.22 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.16%
Beta
0.53
0.22
Upside Capture
66.23%
Downside Capture
62.01%

Expense Ratio

IBCG.DE has an expense ratio of 0.64%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IBCG.DE ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IBCG.DE Risk / Return Rank: 8989
Overall Rank
IBCG.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IBCG.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
IBCG.DE Omega Ratio Rank: 8888
Omega Ratio Rank
IBCG.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IBCG.DE Martin Ratio Rank: 9090
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.DE) and compare them to S&P 500 Index.

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.


IBCG.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.44

1.35

+0.09

Calmar ratioReturn relative to maximum drawdown

4.83

3.18

+1.65

Martin ratioReturn relative to average drawdown

16.49

11.76

+4.72

Dividends

Dividend History


iShares MSCI Japan EUR Hedged UCITS ETF (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Japan EUR Hedged UCITS ETF (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Japan EUR Hedged UCITS ETF (Acc) was 34.79%, occurring on Mar 12, 2020. Recovery took 207 trading sessions.

The current iShares MSCI Japan EUR Hedged UCITS ETF (Acc) drawdown is 2.74%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.79%Mar 2020
2y 1mo10mo 1d
2y 11moJan 2018 - Jan 2021
2016 bear market2016
-30.84%Jun 2016
10mo 21d1y 3mo
2y 2moAug 2015 - Oct 2017
2012 bear market2012
-22.14%Jun 2012
10mo 29d7mo 14d
1y 6moJul 2011 - Jan 2013
2024 bear market2024
-21.63%Aug 2024
25d11mo 22d
1y 12dJul 2024 - Jul 2025
2013 correction2013
-19.00%Jun 2013
22d6mo 19d
7mo 11dMay 2013 - Dec 2013

Drawdown Indicators


IBCG.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.79%

-51.62%

+16.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-7.57%

-2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-21.63%

-23.99%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-23.99%

+2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

-33.42%

-1.37%

Current Drawdown

Current decline from peak

-2.74%

-0.43%

-2.31%

Average Drawdown

Average peak-to-trough decline

-8.32%

-9.08%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.04%

+0.88%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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