PortfoliosLab logoPortfoliosLab logo
IBCJ.DE vs. ELFC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBCJ.DE vs. ELFC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IBCJ.DE vs. ELFC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCJ.DE
iShares MSCI Poland UCITS ETF USD (Acc)
5.45%53.66%-0.42%43.86%-21.74%14.34%-18.69%-3.73%-9.07%35.59%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
9.44%17.73%-0.16%15.69%1.54%21.96%-7.15%19.94%-4.03%6.11%

Returns By Period

In the year-to-date period, IBCJ.DE achieves a 5.45% return, which is significantly lower than ELFC.DE's 9.44% return. Over the past 10 years, IBCJ.DE has underperformed ELFC.DE with an annualized return of 6.80%, while ELFC.DE has yielded a comparatively higher 8.78% annualized return.


IBCJ.DE

1D
3.04%
1M
-0.65%
YTD
5.45%
6M
19.31%
1Y
26.74%
3Y*
33.87%
5Y*
16.47%
10Y*
6.80%

ELFC.DE

1D
0.78%
1M
-0.09%
YTD
9.44%
6M
15.86%
1Y
21.10%
3Y*
10.99%
5Y*
10.35%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IBCJ.DE vs. ELFC.DE - Expense Ratio Comparison

IBCJ.DE has a 0.74% expense ratio, which is higher than ELFC.DE's 0.30% expense ratio.


Return for Risk

IBCJ.DE vs. ELFC.DE — Risk / Return Rank

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

IBCJ.DE
IBCJ.DE Risk / Return Rank: 5959
Overall Rank
IBCJ.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IBCJ.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBCJ.DE Omega Ratio Rank: 4747
Omega Ratio Rank
IBCJ.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
IBCJ.DE Martin Ratio Rank: 5656
Martin Ratio Rank

ELFC.DE
ELFC.DE Risk / Return Rank: 7272
Overall Rank
ELFC.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 7676
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 6464
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.

IBCJ.DE vs. ELFC.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 Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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.DEELFC.DEDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.58

-0.55

Sortino ratio

Return per unit of downside risk

1.51

2.05

-0.54

Omega ratio

Gain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratio

Return relative to maximum drawdown

2.58

1.83

+0.76

Martin ratio

Return relative to average drawdown

6.00

7.20

-1.20

IBCJ.DE vs. ELFC.DE - Sharpe Ratio Comparison

The current IBCJ.DE Sharpe Ratio is 1.03, which is lower than the ELFC.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IBCJ.DE and ELFC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IBCJ.DEELFC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.58

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.74

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.55

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.54

-0.42

Correlation

The correlation between IBCJ.DE and ELFC.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBCJ.DE vs. ELFC.DE - Dividend Comparison

IBCJ.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.20%.


TTM2025202420232022202120202019201820172016
IBCJ.DE
iShares MSCI Poland UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ELFC.DE
Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF
4.20%4.45%4.66%4.66%4.91%3.85%2.83%3.64%4.20%3.53%3.57%

Drawdowns

IBCJ.DE vs. ELFC.DE - Drawdown Comparison

The maximum IBCJ.DE drawdown since its inception was -56.11%, which is greater than ELFC.DE's maximum drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and ELFC.DE.


Loading graphics...

Drawdown Indicators


IBCJ.DEELFC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.11%

-37.68%

-18.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-11.55%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-47.31%

-16.85%

-30.46%

Max Drawdown (10Y)

Largest decline over 10 years

-56.11%

-37.68%

-18.43%

Current Drawdown

Current decline from peak

-3.52%

-1.16%

-2.36%

Average Drawdown

Average peak-to-trough decline

-19.57%

-4.77%

-14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

2.93%

+1.36%

Volatility

IBCJ.DE vs. ELFC.DE - Volatility Comparison

iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 8.54% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 4.01%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IBCJ.DEELFC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

4.01%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

8.11%

+8.31%

Volatility (1Y)

Calculated over the trailing 1-year period

25.82%

13.34%

+12.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.57%

13.80%

+12.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.10%

16.59%

+8.51%