IBCJ.DE vs. VUAA.DE
IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - IBCJ.DE is a Europe Equities fund tracking the MSCI Poland, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IBCJ.DE returned 14.80%/yr vs 14.77%/yr for VUAA.DE. At a 0.43 correlation, their price movements are largely independent. IBCJ.DE charges 0.74%/yr vs 0.07%/yr for VUAA.DE.
Performance
IBCJ.DE vs. VUAA.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 VUAA.DE's 11.41% 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%
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
IBCJ.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 16.30% | 53.66% | -0.42% | 43.86% | -21.74% | 14.34% | -16.80% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between IBCJ.DE and VUAA.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.43 |
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Return for Risk
IBCJ.DE vs. VUAA.DE — Risk / Return Rank
IBCJ.DE
VUAA.DE
IBCJ.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 3.56 | +0.33 |
| Martin ratioReturn relative to average drawdown | 9.60 | 12.74 | -3.14 |
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 | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.20 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.97 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.81 | -0.67 |
Drawdowns
IBCJ.DE vs. VUAA.DE - Drawdown Comparison
The maximum IBCJ.DE drawdown since its inception was -56.11%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and VUAA.DE.
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Drawdown Indicators
| IBCJ.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.11% | -33.67% | -22.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -7.16% | -2.80% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -23.33% | +4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -47.31% | -23.33% | -23.98% |
Max Drawdown (10Y)Largest decline over 10 years | -56.11% | — | — |
Current DrawdownCurrent decline from peak | -1.16% | -0.45% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -19.38% | -5.07% | -14.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 2.01% | +2.04% |
Volatility
IBCJ.DE vs. VUAA.DE - Volatility Comparison
iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 7.13% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 2.65% | +4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 7.61% | +10.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 11.58% | +11.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.72% | 15.12% | +11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.15% | 17.59% | +7.56% |
IBCJ.DE vs. VUAA.DE - Expense Ratio Comparison
IBCJ.DE has a 0.74% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.
Dividends
IBCJ.DE vs. VUAA.DE - Dividend Comparison
Neither IBCJ.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCJ.DE and VUAA.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.74% for IBCJ.DE.
IBCJ.DE is categorized as Europe Equities, while VUAA.DE is S&P 500. IBCJ.DE tracks MSCI Poland, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.74% for IBCJ.DE and 0.07% for VUAA.DE.
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