ES50.DE vs. IBCJ.DE
ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds from iShares - ES50.DE tracks the EURO STOXX 50 ESG Index while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past year, ES50.DE returned 19.03% vs 38.98% for IBCJ.DE. A 0.58 correlation means they provide meaningful diversification when combined. ES50.DE charges 0.10%/yr vs 0.74%/yr for IBCJ.DE.
Performance
ES50.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ES50.DE achieves a 8.46% return, which is significantly lower than IBCJ.DE's 16.30% return.
ES50.DE
- 1D
- 0.43%
- 1M
- 5.28%
- YTD
- 8.46%
- 6M
- 10.04%
- 1Y
- 19.03%
- 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%
ES50.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 8.46% | 25.72% | 13.20% | 6.66% |
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 16.30% | 53.66% | -0.42% | 13.46% |
Correlation
The correlation between ES50.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 (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.58 |
The correlation between ES50.DE and IBCJ.DE has been stable across timeframes, ranging from 0.57 to 0.58 - a consistent structural relationship.
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Return for Risk
ES50.DE vs. IBCJ.DE — Risk / Return Rank
ES50.DE
IBCJ.DE
ES50.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.
| ES50.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.90 | -2.28 |
| Martin ratioReturn relative to average drawdown | 5.62 | 9.60 | -3.98 |
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
| ES50.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.65 | -0.54 |
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 | 1.20 | 0.15 | +1.06 |
Drawdowns
ES50.DE vs. IBCJ.DE - Drawdown Comparison
The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for ES50.DE and IBCJ.DE.
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Drawdown Indicators
| ES50.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.53% | -56.11% | +40.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -9.96% | -1.74% |
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 | -0.44% | -1.16% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -19.38% | +17.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 4.05% | -0.67% |
Volatility
ES50.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) is 5.08%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that ES50.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
| ES50.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 7.13% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 17.61% | -3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 23.48% | -6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 26.72% | -10.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 25.15% | -9.39% |
ES50.DE vs. IBCJ.DE - Expense Ratio Comparison
ES50.DE has a 0.10% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
ES50.DE vs. IBCJ.DE - Dividend Comparison
Neither ES50.DE nor IBCJ.DE has paid dividends to shareholders.
Frequently Asked Questions
ES50.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, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.74% for IBCJ.DE.
ES50.DE tracks EURO STOXX 50 ESG Index, while IBCJ.DE tracks MSCI Poland. Their fees differ too: 0.10% for ES50.DE and 0.74% for IBCJ.DE.
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