ASWA.DE vs. IBCJ.DE
ASWA.DE (HANetf European Green Deal UCITS ETF Acc) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds - ASWA.DE tracks the SGI European Green Deal ESG Screened while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past year, ASWA.DE returned 0.26% vs 38.98% for IBCJ.DE. At a 0.46 correlation, their price movements are largely independent. ASWA.DE charges 0.60%/yr vs 0.74%/yr for IBCJ.DE.
Performance
ASWA.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASWA.DE achieves a -10.58% return, which is significantly lower than IBCJ.DE's 16.30% return.
ASWA.DE
- 1D
- -0.09%
- 1M
- 0.41%
- YTD
- -10.58%
- 6M
- -9.71%
- 1Y
- 0.26%
- 3Y*
- —
- 5Y*
- —
- 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%
ASWA.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ASWA.DE HANetf European Green Deal UCITS ETF Acc | -10.58% | 26.07% | -11.37% | -2.40% |
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 16.30% | 53.66% | -0.42% | 13.95% |
Correlation
The correlation between ASWA.DE and IBCJ.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.46 |
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Return for Risk
ASWA.DE vs. IBCJ.DE — Risk / Return Rank
ASWA.DE
IBCJ.DE
ASWA.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf European Green Deal UCITS ETF Acc (ASWA.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.
| ASWA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.28 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 3.90 | -3.89 |
| Martin ratioReturn relative to average drawdown | 0.03 | 9.60 | -9.57 |
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
| ASWA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 1.65 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | 0.15 | -0.18 |
Drawdowns
ASWA.DE vs. IBCJ.DE - Drawdown Comparison
The maximum ASWA.DE drawdown since its inception was -30.36%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for ASWA.DE and IBCJ.DE.
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Drawdown Indicators
| ASWA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.36% | -56.11% | +25.75% |
Max Drawdown (1Y)Largest decline over 1 year | -30.36% | -9.96% | -20.40% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -47.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.11% | — |
Current DrawdownCurrent decline from peak | -23.85% | -1.16% | -22.69% |
Average DrawdownAverage peak-to-trough decline | -8.15% | -19.38% | +11.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.54% | 4.05% | +6.49% |
Volatility
ASWA.DE vs. IBCJ.DE - Volatility Comparison
HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a higher volatility of 7.52% compared to iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) at 7.13%. This indicates that ASWA.DE's price experiences larger fluctuations and is considered to be riskier 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
| ASWA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 7.13% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 37.06% | 17.61% | +19.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.68% | 23.48% | +10.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.72% | 26.72% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.72% | 25.15% | -0.43% |
ASWA.DE vs. IBCJ.DE - Expense Ratio Comparison
ASWA.DE has a 0.60% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
ASWA.DE vs. IBCJ.DE - Dividend Comparison
Neither ASWA.DE nor IBCJ.DE has paid dividends to shareholders.
Frequently Asked Questions
ASWA.DE and IBCJ.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ASWA.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ASWA.DE is cheaper with a 0.60% expense ratio, compared with 0.74% for IBCJ.DE.
ASWA.DE tracks SGI European Green Deal ESG Screened, while IBCJ.DE tracks MSCI Poland. They also come from different issuers: HANetf and iShares. Their fees differ too: 0.60% for ASWA.DE and 0.74% for IBCJ.DE.
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