IBCJ.DE vs. SC0D.DE
IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - IBCJ.DE tracks the MSCI Poland while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, IBCJ.DE returned 9.17%/yr vs 10.37%/yr for SC0D.DE. A 0.58 correlation means they provide meaningful diversification when combined. IBCJ.DE charges 0.74%/yr vs 0.05%/yr for SC0D.DE.
Performance
IBCJ.DE vs. SC0D.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 SC0D.DE's 7.29% return. Over the past 10 years, IBCJ.DE has underperformed SC0D.DE with an annualized return of 9.17%, while SC0D.DE has yielded a comparatively higher 10.37% 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%
SC0D.DE
- 1D
- 0.74%
- 1M
- 1.96%
- YTD
- 7.29%
- 6M
- 8.66%
- 1Y
- 15.55%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
IBCJ.DE vs. SC0D.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% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | 10.07% |
Correlation
The correlation between IBCJ.DE and SC0D.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 SC0D.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. SC0D.DE — Risk / Return Rank
IBCJ.DE
SC0D.DE
IBCJ.DE vs. SC0D.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 Invesco EURO STOXX 50 UCITS ETF (SC0D.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 | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 1.43 | +2.47 |
| Martin ratioReturn relative to average drawdown | 9.60 | 4.87 | +4.73 |
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 | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.98 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.64 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.56 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.46 | -0.32 |
Drawdowns
IBCJ.DE vs. SC0D.DE - Drawdown Comparison
The maximum IBCJ.DE drawdown since its inception was -56.11%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and SC0D.DE.
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Drawdown Indicators
| IBCJ.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.11% | -38.50% | -17.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -10.93% | +0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -16.54% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -47.31% | -23.38% | -23.93% |
Max Drawdown (10Y)Largest decline over 10 years | -56.11% | -38.50% | -17.61% |
Current DrawdownCurrent decline from peak | -1.16% | -0.53% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -19.38% | -7.22% | -12.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 3.21% | +0.84% |
Volatility
IBCJ.DE vs. SC0D.DE - Volatility Comparison
iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 7.13% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 4.94%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than SC0D.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 | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 4.94% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 12.94% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 15.95% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.72% | 17.53% | +9.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.15% | 18.27% | +6.88% |
IBCJ.DE vs. SC0D.DE - Expense Ratio Comparison
IBCJ.DE has a 0.74% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
IBCJ.DE vs. SC0D.DE - Dividend Comparison
Neither IBCJ.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCJ.DE and SC0D.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, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.74% for IBCJ.DE.
IBCJ.DE tracks MSCI Poland, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.74% for IBCJ.DE and 0.05% for SC0D.DE.
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