EUPA.DE vs. IBCJ.DE
EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds - EUPA.DE tracks the Shiller Barclays CAPE® Global Sector while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 3 years, EUPA.DE returned 17.95%/yr vs 29.89%/yr for IBCJ.DE. At a 0.49 correlation, their price movements are largely independent. EUPA.DE charges 0.65%/yr vs 0.74%/yr for IBCJ.DE.
Performance
EUPA.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUPA.DE achieves a 8.36% return, which is significantly lower than IBCJ.DE's 16.30% return.
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 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%
EUPA.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 16.30% | 53.66% | -0.42% | 43.68% |
Correlation
The correlation between EUPA.DE and IBCJ.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.49 |
The correlation between EUPA.DE and IBCJ.DE has been stable across timeframes, ranging from 0.49 to 0.51 - a consistent structural relationship.
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Return for Risk
EUPA.DE vs. IBCJ.DE — Risk / Return Rank
EUPA.DE
IBCJ.DE
EUPA.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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.
| EUPA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.90 | -1.88 |
| Martin ratioReturn relative to average drawdown | 7.49 | 9.60 | -2.11 |
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
| EUPA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.65 | -0.08 |
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 | 1.30 | 0.15 | +1.16 |
Drawdowns
EUPA.DE vs. IBCJ.DE - Drawdown Comparison
The maximum EUPA.DE drawdown since its inception was -10.28%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for EUPA.DE and IBCJ.DE.
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Drawdown Indicators
| EUPA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.28% | -56.11% | +45.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -9.96% | +1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -10.28% | -18.47% | +8.19% |
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 | -2.77% | -1.16% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -19.38% | +17.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 4.05% | -1.77% |
Volatility
EUPA.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) is 3.63%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that EUPA.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
| EUPA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 7.13% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 17.61% | -8.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 23.48% | -12.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 26.72% | -14.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 25.15% | -12.75% |
EUPA.DE vs. IBCJ.DE - Expense Ratio Comparison
EUPA.DE has a 0.65% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
EUPA.DE vs. IBCJ.DE - Dividend Comparison
Neither EUPA.DE nor IBCJ.DE has paid dividends to shareholders.
Frequently Asked Questions
EUPA.DE and IBCJ.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUPA.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUPA.DE is cheaper with a 0.65% expense ratio, compared with 0.74% for IBCJ.DE.
EUPA.DE tracks Shiller Barclays CAPE® Global Sector, while IBCJ.DE tracks MSCI Poland. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.65% for EUPA.DE and 0.74% for IBCJ.DE.
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