IBCJ.DE vs. EDM6.DE
IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) and EDM6.DE (iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc) are both Europe Equities funds from iShares - IBCJ.DE tracks the MSCI Poland while EDM6.DE tracks the MSCI Europe ESG Enhanced Focus. Both are passively managed. Over the past 5 years, IBCJ.DE returned 14.80%/yr vs 8.72%/yr for EDM6.DE. A 0.58 correlation means they provide meaningful diversification when combined. IBCJ.DE charges 0.74%/yr vs 0.12%/yr for EDM6.DE.
Performance
IBCJ.DE vs. EDM6.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 EDM6.DE's 7.51% 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%
EDM6.DE
- 1D
- 0.53%
- 1M
- 1.24%
- YTD
- 7.51%
- 6M
- 10.13%
- 1Y
- 15.70%
- 3Y*
- 12.88%
- 5Y*
- 8.72%
- 10Y*
- —
IBCJ.DE vs. EDM6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 16.30% | 53.66% | -0.42% | 43.86% | -21.74% | 14.34% | -18.69% | -8.03% |
EDM6.DE iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc | 7.51% | 17.44% | 8.39% | 15.68% | -12.34% | 25.49% | -1.54% | 10.00% |
Correlation
The correlation between IBCJ.DE and EDM6.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.58 |
The correlation between IBCJ.DE and EDM6.DE has been stable across timeframes, ranging from 0.55 to 0.58 - a consistent structural relationship.
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Return for Risk
IBCJ.DE vs. EDM6.DE — Risk / Return Rank
IBCJ.DE
EDM6.DE
IBCJ.DE vs. EDM6.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 iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.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 | EDM6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 1.59 | +2.30 |
| Martin ratioReturn relative to average drawdown | 9.60 | 5.63 | +3.97 |
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 | EDM6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.20 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.05 |
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 | 0.56 | -0.41 |
Drawdowns
IBCJ.DE vs. EDM6.DE - Drawdown Comparison
The maximum IBCJ.DE drawdown since its inception was -56.11%, which is greater than EDM6.DE's maximum drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and EDM6.DE.
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Drawdown Indicators
| IBCJ.DE | EDM6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.11% | -34.98% | -21.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -10.01% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -16.46% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -47.31% | -21.81% | -25.50% |
Max Drawdown (10Y)Largest decline over 10 years | -56.11% | — | — |
Current DrawdownCurrent decline from peak | -1.16% | -1.56% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -19.38% | -5.25% | -14.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 2.84% | +1.21% |
Volatility
IBCJ.DE vs. EDM6.DE - Volatility Comparison
iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 7.13% compared to iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) at 4.40%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than EDM6.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 | EDM6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 4.40% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 10.81% | +6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 13.26% | +10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.72% | 14.47% | +12.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.15% | 16.49% | +8.66% |
IBCJ.DE vs. EDM6.DE - Expense Ratio Comparison
IBCJ.DE has a 0.74% expense ratio, which is higher than EDM6.DE's 0.12% expense ratio.
Dividends
IBCJ.DE vs. EDM6.DE - Dividend Comparison
Neither IBCJ.DE nor EDM6.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCJ.DE and EDM6.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDM6.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM6.DE is cheaper with a 0.12% expense ratio, compared with 0.74% for IBCJ.DE.
IBCJ.DE tracks MSCI Poland, while EDM6.DE tracks MSCI Europe ESG Enhanced Focus. Their fees differ too: 0.74% for IBCJ.DE and 0.12% for EDM6.DE.
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