DX2G.DE vs. IBCJ.DE
DX2G.DE (Xtrackers CAC 40 UCITS ETF) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds - DX2G.DE tracks the CAC 40® while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 10 years, DX2G.DE returned 9.43%/yr vs 9.17%/yr for IBCJ.DE. A 0.55 correlation means they provide meaningful diversification when combined. DX2G.DE charges 0.20%/yr vs 0.74%/yr for IBCJ.DE.
Performance
DX2G.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2G.DE achieves a 3.56% return, which is significantly lower than IBCJ.DE's 16.30% return. Both investments have delivered pretty close results over the past 10 years, with DX2G.DE having a 9.43% annualized return and IBCJ.DE not far behind at 9.17%.
DX2G.DE
- 1D
- 1.24%
- 1M
- 0.29%
- YTD
- 3.56%
- 6M
- 3.99%
- 1Y
- 9.17%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
IBCJ.DE
- 1D
- 0.17%
- 1M
- 1.95%
- YTD
- 16.30%
- 6M
- 26.50%
- 1Y
- 40.90%
- 3Y*
- 29.89%
- 5Y*
- 14.80%
- 10Y*
- 9.17%
DX2G.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | -4.99% | 32.76% | -9.63% | 13.19% |
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 DX2G.DE and IBCJ.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2011 | 0.55 |
The correlation between DX2G.DE and IBCJ.DE has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.
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Return for Risk
DX2G.DE vs. IBCJ.DE — Risk / Return Rank
DX2G.DE
IBCJ.DE
DX2G.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CAC 40 UCITS ETF (DX2G.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.
| DX2G.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 3.90 | -3.08 |
| Martin ratioReturn relative to average drawdown | 2.51 | 9.60 | -7.08 |
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
| DX2G.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.65 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.55 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.36 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.15 | +0.33 |
Drawdowns
DX2G.DE vs. IBCJ.DE - Drawdown Comparison
The maximum DX2G.DE drawdown since its inception was -38.70%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for DX2G.DE and IBCJ.DE.
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Drawdown Indicators
| DX2G.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -56.11% | +17.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -9.96% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -18.47% | +2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -47.31% | +26.42% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | -56.11% | +17.41% |
Current DrawdownCurrent decline from peak | -2.30% | -1.16% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -19.38% | +12.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 4.05% | -0.49% |
Volatility
DX2G.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for Xtrackers CAC 40 UCITS ETF (DX2G.DE) is 4.71%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that DX2G.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
| DX2G.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 7.13% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 17.61% | -6.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 23.48% | -9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 26.72% | -9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 25.15% | -7.20% |
DX2G.DE vs. IBCJ.DE - Expense Ratio Comparison
DX2G.DE has a 0.20% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
DX2G.DE vs. IBCJ.DE - Dividend Comparison
DX2G.DE's dividend yield for the trailing twelve months is around 2.97%, while IBCJ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DX2G.DE and IBCJ.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DX2G.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2G.DE is cheaper with a 0.20% expense ratio, compared with 0.74% for IBCJ.DE.
DX2G.DE tracks CAC 40®, while IBCJ.DE tracks MSCI Poland. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for DX2G.DE and 0.74% for IBCJ.DE.
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