SXRT.DE vs. IBCJ.DE
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds from iShares - SXRT.DE tracks the EURO STOXX® 50 while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 10 years, SXRT.DE returned 10.49%/yr vs 9.17%/yr for IBCJ.DE. A 0.58 correlation means they provide meaningful diversification when combined. SXRT.DE charges 0.10%/yr vs 0.74%/yr for IBCJ.DE.
Performance
SXRT.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRT.DE achieves a 7.19% return, which is significantly lower than IBCJ.DE's 16.30% return. Over the past 10 years, SXRT.DE has outperformed IBCJ.DE with an annualized return of 10.49%, while IBCJ.DE has yielded a comparatively lower 9.17% annualized return.
SXRT.DE
- 1D
- 0.76%
- 1M
- 4.63%
- YTD
- 7.19%
- 6M
- 8.59%
- 1Y
- 15.71%
- 3Y*
- 15.64%
- 5Y*
- 11.51%
- 10Y*
- 10.49%
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%
SXRT.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
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 SXRT.DE and IBCJ.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2011 | 0.58 |
The correlation between SXRT.DE and IBCJ.DE has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.
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Return for Risk
SXRT.DE vs. IBCJ.DE — Risk / Return Rank
SXRT.DE
IBCJ.DE
SXRT.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.
| SXRT.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.90 | -2.46 |
| Martin ratioReturn relative to average drawdown | 4.85 | 9.60 | -4.75 |
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
| SXRT.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.65 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.55 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.36 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.15 | +0.26 |
Drawdowns
SXRT.DE vs. IBCJ.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and IBCJ.DE.
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Drawdown Indicators
| SXRT.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -56.11% | +17.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -9.96% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -18.47% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -47.31% | +23.95% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -56.11% | +17.70% |
Current DrawdownCurrent decline from peak | -0.50% | -1.16% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -19.38% | +12.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 4.05% | -0.82% |
Volatility
SXRT.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) is 4.91%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that SXRT.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
| SXRT.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 7.13% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 17.61% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 23.48% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 26.72% | -9.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 25.15% | -6.93% |
SXRT.DE vs. IBCJ.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
SXRT.DE vs. IBCJ.DE - Dividend Comparison
Neither SXRT.DE nor IBCJ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRT.DE and IBCJ.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.74% for IBCJ.DE.
SXRT.DE tracks EURO STOXX® 50, while IBCJ.DE tracks MSCI Poland. Their fees differ too: 0.10% for SXRT.DE and 0.74% for IBCJ.DE.
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