IUSK.DE vs. IBCJ.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds from iShares - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 9.17%/yr for IBCJ.DE. A 0.54 correlation means they provide meaningful diversification when combined. IUSK.DE charges 0.20%/yr vs 0.74%/yr for IBCJ.DE.
Performance
IUSK.DE vs. IBCJ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly lower than IBCJ.DE's 16.30% return. Over the past 10 years, IUSK.DE has underperformed IBCJ.DE with an annualized return of 7.86%, while IBCJ.DE has yielded a comparatively higher 9.17% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 3.57%
- YTD
- 6.53%
- 6M
- 8.39%
- 1Y
- 5.38%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
IBCJ.DE
- 1D
- 0.17%
- 1M
- 5.66%
- YTD
- 16.30%
- 6M
- 25.77%
- 1Y
- 38.98%
- 3Y*
- 29.89%
- 5Y*
- 14.80%
- 10Y*
- 9.17%
IUSK.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 11.41% |
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% |
Correlation
The correlation between IUSK.DE and IBCJ.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2011 | 0.54 |
The correlation between IUSK.DE and IBCJ.DE has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSK.DE vs. IBCJ.DE — Risk / Return Rank
IUSK.DE
IBCJ.DE
IUSK.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) and iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.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.
| IUSK.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.28 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 3.90 | -3.37 |
| Martin ratioReturn relative to average drawdown | 1.40 | 9.60 | -8.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSK.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.65 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.55 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.36 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.15 | +0.35 |
Drawdowns
IUSK.DE vs. IBCJ.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and IBCJ.DE.
Loading charts...
Drawdown Indicators
| IUSK.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -56.11% | +22.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -9.96% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -18.47% | +2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -47.31% | +23.81% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -56.11% | +22.55% |
Current DrawdownCurrent decline from peak | -0.86% | -1.16% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -19.38% | +13.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 4.05% | -0.22% |
Volatility
IUSK.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 4.24%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that IUSK.DE experiences smaller price fluctuations and is considered to be less risky than IBCJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSK.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 7.13% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 17.61% | -6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 23.48% | -9.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 26.72% | -12.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 25.15% | -9.65% |
IUSK.DE vs. IBCJ.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
IUSK.DE vs. IBCJ.DE - Dividend Comparison
Neither IUSK.DE nor IBCJ.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and IBCJ.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.74% for IBCJ.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while IBCJ.DE tracks MSCI Poland. Their fees differ too: 0.20% for IUSK.DE and 0.74% for IBCJ.DE.
Find the right allocation for IUSK.DE and IBCJ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer