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EEUX.DE vs. IBCJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEUX.DE vs. IBCJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) and iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.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, EEUX.DE achieves a 10.26% return, which is significantly lower than IBCJ.DE's 13.63% return. Over the past 10 years, EEUX.DE has outperformed IBCJ.DE with an annualized return of 10.13%, while IBCJ.DE has yielded a comparatively lower 9.50% annualized return.


EEUX.DE

1D
0.79%
1M
2.72%
YTD
10.26%
6M
10.98%
1Y
21.84%
3Y*
15.05%
5Y*
9.50%
10Y*
10.13%

IBCJ.DE

1D
0.82%
1M
-2.27%
YTD
13.63%
6M
14.28%
1Y
36.28%
3Y*
27.60%
5Y*
14.16%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEUX.DE vs. IBCJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEUX.DE
BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF
10.26%19.25%8.83%15.73%-11.68%24.98%-2.95%27.61%-94.76%1,777.97%
IBCJ.DE
iShares MSCI Poland UCITS ETF USD (Acc)
13.63%53.72%-0.44%43.89%-21.77%14.38%-18.70%-3.73%-9.08%35.59%

Correlation

The correlation between EEUX.DE and IBCJ.DE is 0.57, 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

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2011

0.57

The correlation between EEUX.DE and IBCJ.DE has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.

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Return for Risk

EEUX.DE vs. IBCJ.DE — Risk / Return Rank

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

EEUX.DE
EEUX.DE Risk / Return Rank: 5555
Overall Rank
EEUX.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EEUX.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
EEUX.DE Omega Ratio Rank: 5858
Omega Ratio Rank
EEUX.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
EEUX.DE Martin Ratio Rank: 5454
Martin Ratio Rank

IBCJ.DE
IBCJ.DE Risk / Return Rank: 5757
Overall Rank
IBCJ.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IBCJ.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
IBCJ.DE Omega Ratio Rank: 4545
Omega Ratio Rank
IBCJ.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
IBCJ.DE Martin Ratio Rank: 5757
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.

EEUX.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.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.

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.


EEUX.DEIBCJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.32

1.26

+0.06

Calmar ratioReturn relative to maximum drawdown

2.23

3.62

-1.39

Martin ratioReturn relative to average drawdown

8.51

8.87

-0.36

EEUX.DE vs. IBCJ.DE - Sharpe Ratio Comparison

The current EEUX.DE Sharpe Ratio is 1.68, which is comparable to the IBCJ.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of EEUX.DE and IBCJ.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

EEUX.DE vs. IBCJ.DE - Drawdown Comparison

The maximum EEUX.DE drawdown since its inception was -95.71%, which is greater than IBCJ.DE's maximum drawdown of -67.13%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and IBCJ.DE.


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Drawdown Indicators


EEUX.DEIBCJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-95.71%

-67.13%

-28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.74%

-9.98%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.45%

-18.52%

+2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-47.29%

+26.08%

Max Drawdown (10Y)

Largest decline over 10 years

-95.71%

-56.09%

-39.62%

Current Drawdown

Current decline from peak

-88.58%

-5.20%

-83.38%

Average Drawdown

Average peak-to-trough decline

-55.21%

-39.31%

-15.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

4.08%

-1.52%

Volatility

EEUX.DE vs. IBCJ.DE - Volatility Comparison

The current volatility for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) is 2.98%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 6.13%. This indicates that EEUX.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


EEUX.DEIBCJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

6.13%

-3.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

17.87%

-7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

23.26%

-10.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

26.77%

-12.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

714.84%

24.95%

+689.89%

EEUX.DE vs. IBCJ.DE - Expense Ratio Comparison

EEUX.DE has a 0.15% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.


Dividends

EEUX.DE vs. IBCJ.DE - Dividend Comparison

Neither EEUX.DE nor IBCJ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EEUX.DE and IBCJ.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEUX.DE is cheaper with a 0.15% expense ratio, compared with 0.74% for IBCJ.DE.

EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while IBCJ.DE tracks MSCI Poland. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.15% for EEUX.DE and 0.74% for IBCJ.DE.

Portfolio Optimizer

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