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IBC6.DE vs. ENZL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBC6.DE vs. ENZL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Australia UCITS ETF (IBC6.DE) and iShares MSCI New Zealand ETF (ENZL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBC6.DE is traded in EUR, while ENZL is traded in USD. To make them comparable, the ENZL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBC6.DE achieves a 10.86% return, which is significantly higher than ENZL's 1.32% return. Over the past 10 years, IBC6.DE has outperformed ENZL with an annualized return of 8.07%, while ENZL has yielded a comparatively lower 3.21% annualized return.


IBC6.DE

1D
-0.63%
1M
0.32%
YTD
10.86%
6M
12.67%
1Y
12.09%
3Y*
9.64%
5Y*
6.48%
10Y*
8.07%

ENZL

1D
0.65%
1M
2.23%
YTD
1.32%
6M
0.10%
1Y
0.77%
3Y*
-2.44%
5Y*
-3.20%
10Y*
3.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC6.DE vs. ENZL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBC6.DE
iShares MSCI Australia UCITS ETF
10.86%1.01%8.47%10.05%-0.95%18.21%-1.41%25.74%-7.69%5.50%
ENZL
iShares MSCI New Zealand ETF
1.32%-9.69%1.42%-0.14%-10.98%-4.76%10.15%33.03%5.06%8.79%

Correlation

The correlation between IBC6.DE and ENZL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

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

0.42

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

0.45

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

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2014

0.44

The correlation between IBC6.DE and ENZL shifts across timeframes, from 0.34 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBC6.DE vs. ENZL — Risk / Return Rank

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

IBC6.DE
IBC6.DE Risk / Return Rank: 2828
Overall Rank
IBC6.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IBC6.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBC6.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IBC6.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
IBC6.DE Martin Ratio Rank: 2929
Martin Ratio Rank

ENZL
ENZL Risk / Return Rank: 1111
Overall Rank
ENZL Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ENZL Sortino Ratio Rank: 1111
Sortino Ratio Rank
ENZL Omega Ratio Rank: 1111
Omega Ratio Rank
ENZL Calmar Ratio Rank: 1111
Calmar Ratio Rank
ENZL Martin Ratio Rank: 1212
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.

IBC6.DE vs. ENZL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (IBC6.DE) and iShares MSCI New Zealand ETF (ENZL). 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.


IBC6.DEENZLDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.16

1.02

+0.14

Calmar ratioReturn relative to maximum drawdown

1.61

0.08

+1.53

Martin ratioReturn relative to average drawdown

4.12

0.21

+3.91

IBC6.DE vs. ENZL - Sharpe Ratio Comparison

The current IBC6.DE Sharpe Ratio is 0.89, which is higher than the ENZL Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of IBC6.DE and ENZL, 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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Sharpe Ratios by Period


IBC6.DEENZLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.05

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

-0.20

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.17

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.43

-0.12

Drawdowns

IBC6.DE vs. ENZL - Drawdown Comparison

The maximum IBC6.DE drawdown since its inception was -43.64%, which is greater than ENZL's maximum drawdown of -34.93%. Use the drawdown chart below to compare losses from any high point for IBC6.DE and ENZL.


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Drawdown Indicators


IBC6.DEENZLDifference

Max Drawdown

Largest peak-to-trough decline

-43.64%

-34.93%

-8.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-9.62%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-23.12%

-21.19%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.12%

-29.30%

+6.18%

Max Drawdown (10Y)

Largest decline over 10 years

-43.64%

-34.93%

-8.71%

Current Drawdown

Current decline from peak

-2.69%

-25.10%

+22.41%

Average Drawdown

Average peak-to-trough decline

-7.84%

-9.78%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.67%

-0.75%

Volatility

IBC6.DE vs. ENZL - Volatility Comparison

The current volatility for iShares MSCI Australia UCITS ETF (IBC6.DE) is 3.71%, while iShares MSCI New Zealand ETF (ENZL) has a volatility of 5.30%. This indicates that IBC6.DE experiences smaller price fluctuations and is considered to be less risky than ENZL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBC6.DEENZLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

5.30%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

11.53%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.47%

14.47%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

16.43%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

19.38%

-0.07%

IBC6.DE vs. ENZL - Expense Ratio Comparison

Both IBC6.DE and ENZL have an expense ratio of 0.50%.


Dividends

IBC6.DE vs. ENZL - Dividend Comparison

IBC6.DE has not paid dividends to shareholders, while ENZL's dividend yield for the trailing twelve months is around 2.23%.


PositionTTM20252024202320222021202020192018201720162015
ENZL
iShares MSCI New Zealand ETF
2.23%2.23%2.13%3.00%1.62%2.46%1.66%3.35%3.60%3.69%4.79%4.29%
IBC6.DE
iShares MSCI Australia UCITS ETF
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


IBC6.DE and ENZL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBC6.DE and ENZL have the same expense ratio: 0.50% per year.

IBC6.DE tracks MSCI Australia, while ENZL tracks MSCI New Zealand Investable Market Index.

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