SXRW.DE vs. IBCJ.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds from iShares - SXRW.DE tracks the FTSE 100 while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.04%/yr vs 9.17%/yr for IBCJ.DE. A 0.50 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.74%/yr for IBCJ.DE.
Performance
SXRW.DE vs. IBCJ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly lower than IBCJ.DE's 16.30% return. Over the past 10 years, SXRW.DE has underperformed IBCJ.DE with an annualized return of 8.04%, while IBCJ.DE has yielded a comparatively higher 9.17% annualized return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
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%
SXRW.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
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 SXRW.DE and IBCJ.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2011 | 0.50 |
The correlation between SXRW.DE and IBCJ.DE has been stable across timeframes, ranging from 0.46 to 0.51 - 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
SXRW.DE vs. IBCJ.DE — Risk / Return Rank
SXRW.DE
IBCJ.DE
SXRW.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 GBP (Acc) (SXRW.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.
| SXRW.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.90 | -1.60 |
| Martin ratioReturn relative to average drawdown | 8.40 | 9.60 | -1.20 |
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
| SXRW.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.65 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.55 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.36 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.15 | +0.36 |
Drawdowns
SXRW.DE vs. IBCJ.DE - Drawdown Comparison
The maximum SXRW.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 SXRW.DE and IBCJ.DE.
Loading charts...
Drawdown Indicators
| SXRW.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -56.11% | +15.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -9.96% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -18.47% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -47.31% | +30.45% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -56.11% | +15.80% |
Current DrawdownCurrent decline from peak | -2.75% | -1.16% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -19.38% | +13.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 4.05% | -1.88% |
Volatility
SXRW.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 4.45%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that SXRW.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
| SXRW.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 7.13% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 17.61% | -7.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 23.48% | -11.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 26.72% | -12.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 25.15% | -8.22% |
SXRW.DE vs. IBCJ.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
SXRW.DE vs. IBCJ.DE - Dividend Comparison
Neither SXRW.DE nor IBCJ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and IBCJ.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.74% for IBCJ.DE.
SXRW.DE tracks FTSE 100, while IBCJ.DE tracks MSCI Poland. Their fees differ too: 0.07% for SXRW.DE and 0.74% for IBCJ.DE.
Find the right allocation for SXRW.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