IBCJ.DE vs. LYY7.DE
IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) and LYY7.DE (Amundi Dax III UCITS ETF Acc) are both Europe Equities funds - IBCJ.DE tracks the MSCI Poland while LYY7.DE tracks the DAX®. Both are passively managed. Over the past 10 years, IBCJ.DE returned 9.17%/yr vs 8.86%/yr for LYY7.DE. A 0.57 correlation means they provide meaningful diversification when combined. IBCJ.DE charges 0.74%/yr vs 0.15%/yr for LYY7.DE.
Performance
IBCJ.DE vs. LYY7.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 LYY7.DE's 1.32% return. Both investments have delivered pretty close results over the past 10 years, with IBCJ.DE having a 9.17% annualized return and LYY7.DE not far behind at 8.86%.
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%
LYY7.DE
- 1D
- 0.49%
- 1M
- -0.07%
- YTD
- 1.32%
- 6M
- 3.35%
- 1Y
- 1.98%
- 3Y*
- 15.46%
- 5Y*
- 9.09%
- 10Y*
- 8.86%
IBCJ.DE vs. LYY7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LYY7.DE Amundi Dax III UCITS ETF Acc | 1.32% | 22.58% | 18.16% | 19.56% | -12.88% | 15.21% | 3.01% | 24.70% | -18.55% | 12.11% |
Correlation
The correlation between IBCJ.DE and LYY7.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2011 | 0.57 |
The correlation between IBCJ.DE and LYY7.DE has been stable across timeframes, ranging from 0.54 to 0.57 - a consistent structural relationship.
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Return for Risk
IBCJ.DE vs. LYY7.DE — Risk / Return Rank
IBCJ.DE
LYY7.DE
IBCJ.DE vs. LYY7.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 Amundi Dax III UCITS ETF Acc (LYY7.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 | LYY7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.04 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 0.18 | +3.72 |
| Martin ratioReturn relative to average drawdown | 9.60 | 0.56 | +9.04 |
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 | LYY7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.14 | +1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.52 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.48 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.35 | -0.20 |
Drawdowns
IBCJ.DE vs. LYY7.DE - Drawdown Comparison
The maximum IBCJ.DE drawdown since its inception was -56.11%, roughly equal to the maximum LYY7.DE drawdown of -55.24%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and LYY7.DE.
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Drawdown Indicators
| IBCJ.DE | LYY7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.11% | -55.24% | -0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -12.31% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -15.92% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -47.31% | -26.71% | -20.60% |
Max Drawdown (10Y)Largest decline over 10 years | -56.11% | -38.74% | -17.37% |
Current DrawdownCurrent decline from peak | -1.16% | -2.28% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -19.38% | -11.37% | -8.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 3.99% | +0.06% |
Volatility
IBCJ.DE vs. LYY7.DE - Volatility Comparison
iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 7.13% compared to Amundi Dax III UCITS ETF Acc (LYY7.DE) at 5.09%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than LYY7.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 | LYY7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 5.09% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 12.96% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 16.09% | +7.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.72% | 17.18% | +9.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.15% | 18.35% | +6.80% |
IBCJ.DE vs. LYY7.DE - Expense Ratio Comparison
IBCJ.DE has a 0.74% expense ratio, which is higher than LYY7.DE's 0.15% expense ratio.
Dividends
IBCJ.DE vs. LYY7.DE - Dividend Comparison
Neither IBCJ.DE nor LYY7.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCJ.DE and LYY7.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYY7.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYY7.DE is cheaper with a 0.15% expense ratio, compared with 0.74% for IBCJ.DE.
IBCJ.DE tracks MSCI Poland, while LYY7.DE tracks DAX®. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.74% for IBCJ.DE and 0.15% for LYY7.DE.
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