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IBCJ.DE vs. EXS2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCJ.DE vs. EXS2.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 iShares TecDAX UCITS ETF (DE) (EXS2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IBCJ.DE having a 16.30% return and EXS2.DE slightly lower at 15.70%. Both investments have delivered pretty close results over the past 10 years, with IBCJ.DE having a 9.17% annualized return and EXS2.DE not far behind at 9.01%.


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%

EXS2.DE

1D
0.52%
1M
10.51%
YTD
15.70%
6M
16.91%
1Y
6.46%
3Y*
8.54%
5Y*
3.72%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCJ.DE vs. EXS2.DE - 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%
EXS2.DE
iShares TecDAX UCITS ETF (DE)
15.70%5.33%1.63%13.54%-26.00%21.07%6.12%22.25%-3.77%39.90%

Correlation

The correlation between IBCJ.DE and EXS2.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.45

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

0.48

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

0.49

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

0.49

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Return for Risk

IBCJ.DE vs. EXS2.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: 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

EXS2.DE
EXS2.DE Risk / Return Rank: 1414
Overall Rank
EXS2.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXS2.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXS2.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXS2.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS2.DE Martin Ratio Rank: 1313
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. EXS2.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 TecDAX UCITS ETF (DE) (EXS2.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.DEEXS2.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.28

1.07

+0.20

Calmar ratioReturn relative to maximum drawdown

3.90

0.40

+3.50

Martin ratioReturn relative to average drawdown

9.60

0.80

+8.80

IBCJ.DE vs. EXS2.DE - Sharpe Ratio Comparison

The current IBCJ.DE Sharpe Ratio is 1.65, which is higher than the EXS2.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IBCJ.DE and EXS2.DE, 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.DEEXS2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.36

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.20

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.46

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.14

+0.01

Drawdowns

IBCJ.DE vs. EXS2.DE - Drawdown Comparison

The maximum IBCJ.DE drawdown since its inception was -56.11%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and EXS2.DE.


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Drawdown Indicators


IBCJ.DEEXS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.11%

-84.49%

+28.38%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-16.12%

+6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-18.47%

-17.93%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-47.31%

-34.97%

-12.34%

Max Drawdown (10Y)

Largest decline over 10 years

-56.11%

-34.97%

-21.14%

Current Drawdown

Current decline from peak

-1.16%

-0.81%

-0.35%

Average Drawdown

Average peak-to-trough decline

-19.38%

-39.46%

+20.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

8.07%

-4.02%

Volatility

IBCJ.DE vs. EXS2.DE - Volatility Comparison

iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 7.13% compared to iShares TecDAX UCITS ETF (DE) (EXS2.DE) at 5.29%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than EXS2.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.DEEXS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

5.29%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

17.61%

14.25%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.48%

17.83%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.72%

18.80%

+7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.15%

19.47%

+5.68%

IBCJ.DE vs. EXS2.DE - Expense Ratio Comparison

IBCJ.DE has a 0.74% expense ratio, which is higher than EXS2.DE's 0.51% expense ratio.


Dividends

IBCJ.DE vs. EXS2.DE - Dividend Comparison

Neither IBCJ.DE nor EXS2.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXS2.DE
iShares TecDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.15%0.25%0.36%
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 EXS2.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXS2.DE is cheaper at 0.51% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXS2.DE is cheaper with a 0.51% expense ratio, compared with 0.74% for IBCJ.DE.

IBCJ.DE tracks MSCI Poland, while EXS2.DE tracks TecDAX®. Their fees differ too: 0.74% for IBCJ.DE and 0.51% for EXS2.DE.

Portfolio Optimizer

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