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IBCJ.DE vs. EXW1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCJ.DE vs. EXW1.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 EURO STOXX 50 UCITS ETF (DE) (EXW1.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EXW1.DE's 7.31% return. Over the past 10 years, IBCJ.DE has underperformed EXW1.DE with an annualized return of 9.17%, while EXW1.DE has yielded a comparatively higher 10.49% annualized 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%

EXW1.DE

1D
0.74%
1M
1.91%
YTD
7.31%
6M
8.62%
1Y
15.73%
3Y*
15.60%
5Y*
11.50%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCJ.DE vs. EXW1.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%
EXW1.DE
iShares EURO STOXX 50 UCITS ETF (DE)
7.31%22.07%11.03%22.41%-8.72%23.47%-3.08%30.12%-12.05%10.04%

Correlation

The correlation between IBCJ.DE and EXW1.DE is 0.57, 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

0.57

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

0.57

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

0.59

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

0.58

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

0.58

The correlation between IBCJ.DE and EXW1.DE has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.

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Return for Risk

IBCJ.DE vs. EXW1.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

EXW1.DE
EXW1.DE Risk / Return Rank: 3030
Overall Rank
EXW1.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EXW1.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
EXW1.DE Omega Ratio Rank: 2828
Omega Ratio Rank
EXW1.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
EXW1.DE Martin Ratio Rank: 3434
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. EXW1.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 EURO STOXX 50 UCITS ETF (DE) (EXW1.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.DEEXW1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratioReturn relative to maximum drawdown

3.90

1.46

+2.43

Martin ratioReturn relative to average drawdown

9.60

4.97

+4.63

IBCJ.DE vs. EXW1.DE - Sharpe Ratio Comparison

The current IBCJ.DE Sharpe Ratio is 1.65, which is higher than the EXW1.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of IBCJ.DE and EXW1.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.DEEXW1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.00

+0.65

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

0.57

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.21

-0.07

Drawdowns

IBCJ.DE vs. EXW1.DE - Drawdown Comparison

The maximum IBCJ.DE drawdown since its inception was -56.11%, roughly equal to the maximum EXW1.DE drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and EXW1.DE.


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Drawdown Indicators


IBCJ.DEEXW1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.11%

-57.82%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.96%

-10.76%

+0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-18.47%

-16.59%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-47.31%

-23.32%

-23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-56.11%

-38.49%

-17.62%

Current Drawdown

Current decline from peak

-1.16%

-0.54%

-0.62%

Average Drawdown

Average peak-to-trough decline

-19.38%

-15.74%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

3.18%

+0.87%

Volatility

IBCJ.DE vs. EXW1.DE - Volatility Comparison

iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 7.13% compared to iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) at 4.90%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than EXW1.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.DEEXW1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

4.90%

+2.23%

Volatility (6M)

Calculated over the trailing 6-month period

17.61%

12.72%

+4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.48%

15.68%

+7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.72%

17.35%

+9.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.15%

18.20%

+6.95%

IBCJ.DE vs. EXW1.DE - Expense Ratio Comparison

IBCJ.DE has a 0.74% expense ratio, which is higher than EXW1.DE's 0.10% expense ratio.


Dividends

IBCJ.DE vs. EXW1.DE - Dividend Comparison

IBCJ.DE has not paid dividends to shareholders, while EXW1.DE's dividend yield for the trailing twelve months is around 2.30%.


PositionTTM20252024202320222021202020192018201720162015
EXW1.DE
iShares EURO STOXX 50 UCITS ETF (DE)
2.30%2.42%2.85%2.83%2.73%2.50%1.97%2.82%3.18%3.92%3.29%3.48%
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 EXW1.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXW1.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXW1.DE is cheaper with a 0.10% expense ratio, compared with 0.74% for IBCJ.DE.

IBCJ.DE tracks MSCI Poland, while EXW1.DE tracks EURO STOXX® 50. Their fees differ too: 0.74% for IBCJ.DE and 0.10% for EXW1.DE.

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