IUSZ.DE vs. IBCJ.DE
IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds from iShares - IUSZ.DE tracks the FTSE 100 while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 14.80%/yr for IBCJ.DE. At a 0.50 correlation, their price movements are largely independent. IUSZ.DE charges 0.07%/yr vs 0.74%/yr for IBCJ.DE.
Performance
IUSZ.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than IBCJ.DE's 16.30% return.
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 10Y*
- —
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%
IUSZ.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 24.82% | -15.69% | 25.38% | -10.49% | 8.10% |
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 IUSZ.DE and IBCJ.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2016 | 0.50 |
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Return for Risk
IUSZ.DE vs. IBCJ.DE — Risk / Return Rank
IUSZ.DE
IBCJ.DE
IUSZ.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.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.
| IUSZ.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.90 | -2.16 |
| Martin ratioReturn relative to average drawdown | 5.71 | 9.60 | -3.89 |
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
| IUSZ.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.65 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.55 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.15 | +0.30 |
Drawdowns
IUSZ.DE vs. IBCJ.DE - Drawdown Comparison
The maximum IUSZ.DE drawdown since its inception was -40.31%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for IUSZ.DE and IBCJ.DE.
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Drawdown Indicators
| IUSZ.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -56.11% | +15.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -9.96% | +1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -18.47% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -47.31% | +30.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.11% | — |
Current DrawdownCurrent decline from peak | -2.94% | -1.16% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -19.38% | +14.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 4.05% | -1.54% |
Volatility
IUSZ.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) is 4.16%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that IUSZ.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.
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Volatility by Period
| IUSZ.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 7.13% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 17.61% | -7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 23.48% | -11.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 26.72% | -12.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 25.15% | -8.83% |
IUSZ.DE vs. IBCJ.DE - Expense Ratio Comparison
IUSZ.DE has a 0.07% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
IUSZ.DE vs. IBCJ.DE - Dividend Comparison
Neither IUSZ.DE nor IBCJ.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBCJ.DE iShares MSCI Poland UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
Frequently Asked Questions
IUSZ.DE and IBCJ.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.74% for IBCJ.DE.
IUSZ.DE tracks FTSE 100, while IBCJ.DE tracks MSCI Poland. Their fees differ too: 0.07% for IUSZ.DE and 0.74% for IBCJ.DE.
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