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IBCJ.DE vs. XESP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCJ.DE vs. XESP.DE - 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 Xtrackers Spanish Equity UCITS ETF (XESP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBCJ.DE achieves a 12.56% return, which is significantly lower than XESP.DE's 14.35% return. Over the past 10 years, IBCJ.DE has underperformed XESP.DE with an annualized return of 9.25%, while XESP.DE has yielded a comparatively higher 13.68% annualized return.


IBCJ.DE

1D
-0.94%
1M
-3.12%
YTD
12.56%
6M
13.21%
1Y
31.57%
3Y*
27.81%
5Y*
13.94%
10Y*
9.25%

XESP.DE

1D
-0.45%
1M
6.12%
YTD
14.35%
6M
15.38%
1Y
47.18%
3Y*
31.64%
5Y*
20.27%
10Y*
13.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCJ.DE vs. XESP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCJ.DE
iShares MSCI Poland UCITS ETF USD (Acc)
12.56%53.72%-0.44%43.89%-21.77%14.38%-18.70%-3.73%-9.08%35.59%
XESP.DE
Xtrackers Spanish Equity UCITS ETF
14.35%58.64%14.63%26.81%-1.62%10.85%-10.20%15.89%-12.41%12.92%

Correlation

The correlation between IBCJ.DE and XESP.DE is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2011

0.53

The correlation between IBCJ.DE and XESP.DE has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.

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Return for Risk

IBCJ.DE vs. XESP.DE — 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: 4949
Overall Rank
IBCJ.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IBCJ.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
IBCJ.DE Omega Ratio Rank: 3838
Omega Ratio Rank
IBCJ.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
IBCJ.DE Martin Ratio Rank: 5151
Martin Ratio Rank

XESP.DE
XESP.DE Risk / Return Rank: 9090
Overall Rank
XESP.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 8888
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. XESP.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 Xtrackers Spanish Equity UCITS ETF (XESP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBCJ.DEXESP.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.23

1.49

-0.26

Calmar ratioReturn relative to maximum drawdown

3.15

4.62

-1.47

Martin ratioReturn relative to average drawdown

7.68

16.41

-8.73

IBCJ.DE vs. XESP.DE - Sharpe Ratio Comparison

The current IBCJ.DE Sharpe Ratio is 1.36, which is lower than the XESP.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of IBCJ.DE and XESP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBCJ.DE vs. XESP.DE - Drawdown Comparison

The maximum IBCJ.DE drawdown since its inception was -67.13%, which is greater than XESP.DE's maximum drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for IBCJ.DE and XESP.DE.


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Drawdown Indicators


IBCJ.DEXESP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.13%

-40.70%

-26.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-10.17%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.52%

-12.92%

-5.60%

Max Drawdown (5Y)

Largest decline over 5 years

-47.29%

-18.56%

-28.73%

Max Drawdown (10Y)

Largest decline over 10 years

-56.09%

-39.03%

-17.06%

Current Drawdown

Current decline from peak

-6.09%

-0.54%

-5.55%

Average Drawdown

Average peak-to-trough decline

-39.30%

-10.06%

-29.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

2.87%

+1.23%

Volatility

IBCJ.DE vs. XESP.DE - Volatility Comparison

iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a higher volatility of 6.18% compared to Xtrackers Spanish Equity UCITS ETF (XESP.DE) at 4.24%. This indicates that IBCJ.DE's price experiences larger fluctuations and is considered to be riskier than XESP.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.DEXESP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

4.24%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

17.90%

14.45%

+3.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.27%

16.90%

+6.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.77%

16.73%

+10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.95%

18.43%

+6.52%

IBCJ.DE vs. XESP.DE - Expense Ratio Comparison

IBCJ.DE has a 0.74% expense ratio, which is higher than XESP.DE's 0.30% expense ratio.


Dividends

IBCJ.DE vs. XESP.DE - Dividend Comparison

Neither IBCJ.DE nor XESP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBCJ.DE and XESP.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XESP.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XESP.DE is cheaper with a 0.30% expense ratio, compared with 0.74% for IBCJ.DE.

IBCJ.DE tracks MSCI Poland, while XESP.DE tracks Solactive Spain 40. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.74% for IBCJ.DE and 0.30% for XESP.DE.

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