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IBCJ.DE vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCJ.DE vs. EPOL - 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 iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with IBCJ.DE having a 16.30% return and EPOL slightly lower at 16.00%. Over the past 10 years, IBCJ.DE has underperformed EPOL with an annualized return of 9.17%, while EPOL has yielded a comparatively higher 11.19% annualized return.


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%

EPOL

1D
0.84%
1M
4.61%
YTD
16.00%
6M
24.76%
1Y
38.10%
3Y*
32.54%
5Y*
17.08%
10Y*
11.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCJ.DE vs. EPOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%35.59%
EPOL
iShares MSCI Poland ETF
16.00%56.29%3.82%46.18%-19.95%20.60%-15.93%-4.01%-9.71%33.70%

Correlation

The correlation between IBCJ.DE and EPOL is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.85

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

0.85

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2011

0.80

The correlation between IBCJ.DE and EPOL has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

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Return for Risk

IBCJ.DE vs. EPOL — 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: 5555
Overall Rank
IBCJ.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IBCJ.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IBCJ.DE Omega Ratio Rank: 4444
Omega Ratio Rank
IBCJ.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IBCJ.DE Martin Ratio Rank: 5656
Martin Ratio Rank

EPOL
EPOL Risk / Return Rank: 5757
Overall Rank
EPOL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 5252
Sortino Ratio Rank
EPOL Omega Ratio Rank: 4848
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7474
Calmar Ratio Rank
EPOL Martin Ratio Rank: 5858
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. EPOL - 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 Poland ETF (EPOL). 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.DEEPOLDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

3.90

4.22

-0.32

Martin ratioReturn relative to average drawdown

9.60

10.90

-1.30

IBCJ.DE vs. EPOL - Sharpe Ratio Comparison

The current IBCJ.DE Sharpe Ratio is 1.65, which is comparable to the EPOL Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of IBCJ.DE and EPOL, 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


IBCJ.DEEPOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.81

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.66

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.44

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.25

-0.11

Drawdowns

IBCJ.DE vs. EPOL - Drawdown Comparison

The maximum IBCJ.DE drawdown since its inception was -56.11%, which is greater than EPOL's maximum drawdown of -52.18%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and EPOL.


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Drawdown Indicators


IBCJ.DEEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-56.11%

-52.18%

-3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-9.08%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.47%

-17.83%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-47.31%

-45.52%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-56.11%

-52.18%

-3.93%

Current Drawdown

Current decline from peak

-1.16%

-0.28%

-0.88%

Average Drawdown

Average peak-to-trough decline

-19.38%

-16.63%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

3.51%

+0.54%

Volatility

IBCJ.DE vs. EPOL - Volatility Comparison

iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) and iShares MSCI Poland ETF (EPOL) have volatilities of 7.13% and 6.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCJ.DEEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

6.84%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.61%

15.45%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

23.48%

21.20%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.72%

26.07%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.15%

25.34%

-0.19%

IBCJ.DE vs. EPOL - Expense Ratio Comparison

IBCJ.DE has a 0.74% expense ratio, which is higher than EPOL's 0.61% expense ratio.


Dividends

IBCJ.DE vs. EPOL - Dividend Comparison

IBCJ.DE has not paid dividends to shareholders, while EPOL's dividend yield for the trailing twelve months is around 4.17%.


PositionTTM20252024202320222021202020192018201720162015
EPOL
iShares MSCI Poland ETF
4.17%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
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%0.00%

Frequently Asked Questions


IBCJ.DE and EPOL have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EPOL is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EPOL is cheaper with a 0.61% expense ratio, compared with 0.74% for IBCJ.DE.

IBCJ.DE tracks MSCI Poland, while EPOL tracks MSCI Poland Investable Market Index. Their fees differ too: 0.74% for IBCJ.DE and 0.61% for EPOL.

Portfolio Optimizer

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