IBCJ.DE vs. EDEU.DE
IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) and EDEU.DE (BNP Paribas Easy ESG Dividend Europe UCITS ETF) are both Europe Equities funds - IBCJ.DE tracks the MSCI Poland while EDEU.DE tracks the BNP Paribas High Dividend Europe ESG. Both are passively managed. Over the past 5 years, IBCJ.DE returned 14.80%/yr vs 10.51%/yr for EDEU.DE. A 0.52 correlation means they provide meaningful diversification when combined. IBCJ.DE charges 0.74%/yr vs 0.31%/yr for EDEU.DE.
Performance
IBCJ.DE vs. EDEU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCJ.DE achieves a 16.30% return, which is significantly higher than EDEU.DE's 9.32% return.
IBCJ.DE
- 1D
- 0.17%
- 1M
- 1.95%
- YTD
- 16.30%
- 6M
- 26.50%
- 1Y
- 40.90%
- 3Y*
- 29.89%
- 5Y*
- 14.80%
- 10Y*
- 9.17%
EDEU.DE
- 1D
- 0.63%
- 1M
- -0.06%
- YTD
- 9.32%
- 6M
- 11.94%
- 1Y
- 19.73%
- 3Y*
- 19.59%
- 5Y*
- 10.51%
- 10Y*
- —
IBCJ.DE vs. EDEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 16.30% | 53.66% | -0.42% | 43.86% | -21.74% | 14.34% | -18.69% | -3.73% | -9.07% | 4.37% |
EDEU.DE BNP Paribas Easy ESG Dividend Europe UCITS ETF | 9.32% | 28.12% | 11.83% | 16.84% | -12.98% | 27.34% | -14.08% | 23.54% | -20.58% | 3.83% |
Correlation
The correlation between IBCJ.DE and EDEU.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2017 | 0.52 |
The correlation between IBCJ.DE and EDEU.DE has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
IBCJ.DE vs. EDEU.DE — Risk / Return Rank
IBCJ.DE
EDEU.DE
IBCJ.DE vs. EDEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) and BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.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.
| IBCJ.DE | EDEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 2.90 | +0.99 |
| Martin ratioReturn relative to average drawdown | 9.60 | 9.77 | -0.17 |
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
| IBCJ.DE | EDEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.81 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.71 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.37 | -0.22 |
Drawdowns
IBCJ.DE vs. EDEU.DE - Drawdown Comparison
The maximum IBCJ.DE drawdown since its inception was -56.11%, which is greater than EDEU.DE's maximum drawdown of -47.82%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and EDEU.DE.
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Drawdown Indicators
| IBCJ.DE | EDEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.11% | -47.82% | -8.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -7.09% | -2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -14.57% | -3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -47.31% | -24.98% | -22.33% |
Max Drawdown (10Y)Largest decline over 10 years | -56.11% | — | — |
Current DrawdownCurrent decline from peak | -1.16% | -2.41% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -19.38% | -9.17% | -10.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 2.11% | +1.94% |
Volatility
IBCJ.DE vs. EDEU.DE - Volatility Comparison
iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 7.13% compared to BNP Paribas Easy ESG Dividend Europe UCITS ETF (EDEU.DE) at 3.38%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than EDEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBCJ.DE | EDEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 3.38% | +3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 8.74% | +8.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 11.35% | +12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.72% | 14.59% | +12.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.15% | 18.44% | +6.71% |
IBCJ.DE vs. EDEU.DE - Expense Ratio Comparison
IBCJ.DE has a 0.74% expense ratio, which is higher than EDEU.DE's 0.31% expense ratio.
Dividends
IBCJ.DE vs. EDEU.DE - Dividend Comparison
Neither IBCJ.DE nor EDEU.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCJ.DE and EDEU.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDEU.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDEU.DE is cheaper with a 0.31% expense ratio, compared with 0.74% for IBCJ.DE.
IBCJ.DE tracks MSCI Poland, while EDEU.DE tracks BNP Paribas High Dividend Europe ESG. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.74% for IBCJ.DE and 0.31% for EDEU.DE.
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