IBCJ.DE vs. SXRV.DE
IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IBCJ.DE is a Europe Equities fund tracking the MSCI Poland, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IBCJ.DE returned 9.17%/yr vs 21.24%/yr for SXRV.DE. At a 0.38 correlation, their price movements are largely independent. IBCJ.DE charges 0.74%/yr vs 0.36%/yr for SXRV.DE.
Performance
IBCJ.DE vs. SXRV.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 lower than SXRV.DE's 20.57% return. Over the past 10 years, IBCJ.DE has underperformed SXRV.DE with an annualized return of 9.17%, while SXRV.DE has yielded a comparatively higher 21.24% 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
IBCJ.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between IBCJ.DE and SXRV.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2011 | 0.38 |
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Return for Risk
IBCJ.DE vs. SXRV.DE — Risk / Return Rank
IBCJ.DE
SXRV.DE
IBCJ.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.42 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 3.75 | +0.14 |
| Martin ratioReturn relative to average drawdown | 9.60 | 11.16 | -1.56 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.40 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.93 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 1.07 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.91 | -0.76 |
Drawdowns
IBCJ.DE vs. SXRV.DE - Drawdown Comparison
The maximum IBCJ.DE drawdown since its inception was -56.11%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and SXRV.DE.
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Drawdown Indicators
| IBCJ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.11% | -32.80% | -23.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -10.03% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -26.69% | +8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -47.31% | -31.33% | -15.98% |
Max Drawdown (10Y)Largest decline over 10 years | -56.11% | -31.33% | -24.78% |
Current DrawdownCurrent decline from peak | -1.16% | -0.83% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -19.38% | -6.56% | -12.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 3.38% | +0.67% |
Volatility
IBCJ.DE vs. SXRV.DE - Volatility Comparison
iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 7.13% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 4.26% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 10.98% | +6.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 15.67% | +7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.72% | 19.84% | +6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.15% | 19.65% | +5.50% |
IBCJ.DE vs. SXRV.DE - Expense Ratio Comparison
IBCJ.DE has a 0.74% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
IBCJ.DE vs. SXRV.DE - Dividend Comparison
Neither IBCJ.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCJ.DE and SXRV.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.74% for IBCJ.DE.
IBCJ.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. IBCJ.DE tracks MSCI Poland, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.74% for IBCJ.DE and 0.36% for SXRV.DE.
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