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IBCJ.DE vs. SPOL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBCJ.DE vs. SPOL.L - 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 UCITS ETF USD (Acc) (SPOL.L). The values are adjusted to include any dividend payments, if applicable.

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IBCJ.DE vs. SPOL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCJ.DE
iShares MSCI Poland UCITS ETF USD (Acc)
5.45%53.66%-0.42%43.86%-21.74%14.34%-18.69%-3.73%-9.07%35.59%
SPOL.L
iShares MSCI Poland UCITS ETF USD (Acc)
5.69%52.85%-0.39%44.52%-22.19%15.34%-18.85%-3.93%-8.83%34.92%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with IBCJ.DE having a 5.45% return and SPOL.L slightly higher at 5.69%. Both investments have delivered pretty close results over the past 10 years, with IBCJ.DE having a 6.80% annualized return and SPOL.L not far ahead at 6.83%.


IBCJ.DE

1D
3.04%
1M
-0.65%
YTD
5.45%
6M
19.31%
1Y
26.74%
3Y*
33.87%
5Y*
16.47%
10Y*
6.80%

SPOL.L

1D
3.42%
1M
0.12%
YTD
5.69%
6M
19.45%
1Y
26.97%
3Y*
34.00%
5Y*
16.57%
10Y*
6.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBCJ.DE vs. SPOL.L - Expense Ratio Comparison

Both IBCJ.DE and SPOL.L have an expense ratio of 0.74%.


Return for Risk

IBCJ.DE vs. SPOL.L — 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: 5959
Overall Rank
IBCJ.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IBCJ.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBCJ.DE Omega Ratio Rank: 4747
Omega Ratio Rank
IBCJ.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
IBCJ.DE Martin Ratio Rank: 5656
Martin Ratio Rank

SPOL.L
SPOL.L Risk / Return Rank: 7070
Overall Rank
SPOL.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPOL.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
SPOL.L Omega Ratio Rank: 5656
Omega Ratio Rank
SPOL.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
SPOL.L Martin Ratio Rank: 6868
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. SPOL.L - 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 UCITS ETF USD (Acc) (SPOL.L). 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.DESPOL.LDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.05

-0.01

Sortino ratio

Return per unit of downside risk

1.51

1.51

0.00

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

2.58

2.40

+0.18

Martin ratio

Return relative to average drawdown

6.00

6.15

-0.15

IBCJ.DE vs. SPOL.L - Sharpe Ratio Comparison

The current IBCJ.DE Sharpe Ratio is 1.03, which is comparable to the SPOL.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IBCJ.DE and SPOL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBCJ.DESPOL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.05

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.62

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.27

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.13

-0.01

Correlation

The correlation between IBCJ.DE and SPOL.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IBCJ.DE vs. SPOL.L - Dividend Comparison

Neither IBCJ.DE nor SPOL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IBCJ.DE vs. SPOL.L - Drawdown Comparison

The maximum IBCJ.DE drawdown since its inception was -56.11%, roughly equal to the maximum SPOL.L drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and SPOL.L.


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Drawdown Indicators


IBCJ.DESPOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.11%

-56.64%

+0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.11%

-13.61%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-47.31%

-46.27%

-1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-56.11%

-56.64%

+0.53%

Current Drawdown

Current decline from peak

-3.52%

-3.53%

+0.01%

Average Drawdown

Average peak-to-trough decline

-19.57%

-22.01%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

4.00%

+0.29%

Volatility

IBCJ.DE vs. SPOL.L - Volatility Comparison

iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 8.54% compared to iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.L) at 8.12%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than SPOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCJ.DESPOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

8.12%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

16.16%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

25.82%

25.78%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.57%

26.81%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.10%

25.53%

-0.43%