EXIA.DE vs. IBCJ.DE
EXIA.DE (iShares DAX ESG UCITS ETF (DE)) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds from iShares - EXIA.DE tracks the DAX® ESG Target while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 5 years, EXIA.DE returned 8.95%/yr vs 14.80%/yr for IBCJ.DE. A 0.56 correlation means they provide meaningful diversification when combined. EXIA.DE charges 0.12%/yr vs 0.74%/yr for IBCJ.DE.
Performance
EXIA.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXIA.DE achieves a 4.30% return, which is significantly lower than IBCJ.DE's 16.30% return.
EXIA.DE
- 1D
- 0.37%
- 1M
- 3.23%
- YTD
- 4.30%
- 6M
- 7.19%
- 1Y
- 3.51%
- 3Y*
- 15.53%
- 5Y*
- 8.95%
- 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%
EXIA.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EXIA.DE iShares DAX ESG UCITS ETF (DE) | 4.30% | 17.20% | 18.59% | 21.57% | -14.54% | 4.16% |
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 16.30% | 53.66% | -0.42% | 43.86% | -21.74% | 5.38% |
Correlation
The correlation between EXIA.DE and IBCJ.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 21, 2021 | 0.56 |
The correlation between EXIA.DE and IBCJ.DE has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.
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Return for Risk
EXIA.DE vs. IBCJ.DE — Risk / Return Rank
EXIA.DE
IBCJ.DE
EXIA.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares DAX ESG UCITS ETF (DE) (EXIA.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.
| EXIA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.28 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 3.90 | -3.59 |
| Martin ratioReturn relative to average drawdown | 0.86 | 9.60 | -8.74 |
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
| EXIA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 1.65 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.55 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.15 | +0.40 |
Drawdowns
EXIA.DE vs. IBCJ.DE - Drawdown Comparison
The maximum EXIA.DE drawdown since its inception was -28.15%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for EXIA.DE and IBCJ.DE.
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Drawdown Indicators
| EXIA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.15% | -56.11% | +27.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -9.96% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -18.47% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -47.31% | +19.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.11% | — |
Current DrawdownCurrent decline from peak | -1.70% | -1.16% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -19.38% | +13.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 4.05% | +0.03% |
Volatility
EXIA.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for iShares DAX ESG UCITS ETF (DE) (EXIA.DE) is 4.76%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that EXIA.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
| EXIA.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 7.13% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 17.61% | -4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 23.48% | -7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 26.72% | -9.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 25.15% | -8.23% |
EXIA.DE vs. IBCJ.DE - Expense Ratio Comparison
EXIA.DE has a 0.12% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
EXIA.DE vs. IBCJ.DE - Dividend Comparison
Neither EXIA.DE nor IBCJ.DE has paid dividends to shareholders.
Frequently Asked Questions
EXIA.DE and IBCJ.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXIA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXIA.DE is cheaper with a 0.12% expense ratio, compared with 0.74% for IBCJ.DE.
EXIA.DE tracks DAX® ESG Target, while IBCJ.DE tracks MSCI Poland. Their fees differ too: 0.12% for EXIA.DE and 0.74% for IBCJ.DE.
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