AMEQ.DE vs. IBCJ.DE
AMEQ.DE (Amundi MSCI Europe Quality Factor UCITS ETF EUR) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds - AMEQ.DE tracks the MSCI Europe Quality while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 5 years, AMEQ.DE returned 5.17%/yr vs 14.80%/yr for IBCJ.DE. At a 0.49 correlation, their price movements are largely independent. AMEQ.DE charges 0.23%/yr vs 0.74%/yr for IBCJ.DE.
Performance
AMEQ.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMEQ.DE achieves a 3.29% return, which is significantly lower than IBCJ.DE's 16.30% return.
AMEQ.DE
- 1D
- 1.20%
- 1M
- 2.34%
- YTD
- 3.29%
- 6M
- 4.79%
- 1Y
- 6.14%
- 3Y*
- 6.34%
- 5Y*
- 5.17%
- 10Y*
- —
IBCJ.DE
- 1D
- 0.17%
- 1M
- 5.66%
- YTD
- 16.30%
- 6M
- 25.77%
- 1Y
- 38.98%
- 3Y*
- 29.89%
- 5Y*
- 14.80%
- 10Y*
- 9.17%
AMEQ.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEQ.DE Amundi MSCI Europe Quality Factor UCITS ETF EUR | 3.29% | 9.08% | 2.74% | 14.61% | -14.34% | 27.69% | 5.23% | 36.05% | -8.02% | 10.55% |
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 16.30% | 53.66% | -0.42% | 43.86% | -21.74% | 14.34% | -18.69% | -3.73% | -9.07% | 35.59% |
Correlation
The correlation between AMEQ.DE and IBCJ.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2016 | 0.49 |
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Return for Risk
AMEQ.DE vs. IBCJ.DE — Risk / Return Rank
AMEQ.DE
IBCJ.DE
AMEQ.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) and iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.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.
| AMEQ.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.28 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 3.90 | -3.33 |
| Martin ratioReturn relative to average drawdown | 1.54 | 9.60 | -8.06 |
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
| AMEQ.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.65 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.55 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.15 | +0.39 |
Drawdowns
AMEQ.DE vs. IBCJ.DE - Drawdown Comparison
The maximum AMEQ.DE drawdown since its inception was -30.82%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for AMEQ.DE and IBCJ.DE.
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Drawdown Indicators
| AMEQ.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -56.11% | +25.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -9.96% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.48% | -18.47% | +1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | -47.31% | +25.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.11% | — |
Current DrawdownCurrent decline from peak | -3.37% | -1.16% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -19.38% | +14.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 4.05% | -0.07% |
Volatility
AMEQ.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) is 4.36%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that AMEQ.DE experiences smaller price fluctuations and is considered to be less risky than IBCJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEQ.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 7.13% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 17.61% | -6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 23.48% | -10.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 26.72% | -12.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 25.15% | -10.32% |
AMEQ.DE vs. IBCJ.DE - Expense Ratio Comparison
AMEQ.DE has a 0.23% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
AMEQ.DE vs. IBCJ.DE - Dividend Comparison
Neither AMEQ.DE nor IBCJ.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEQ.DE and IBCJ.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMEQ.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMEQ.DE is cheaper with a 0.23% expense ratio, compared with 0.74% for IBCJ.DE.
AMEQ.DE tracks MSCI Europe Quality, while IBCJ.DE tracks MSCI Poland. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.23% for AMEQ.DE and 0.74% for IBCJ.DE.
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