SXRY.DE vs. IBCJ.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds from iShares - SXRY.DE tracks the FTSE MIB while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 9.17%/yr for IBCJ.DE. A 0.53 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.74%/yr for IBCJ.DE.
Performance
SXRY.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly lower than IBCJ.DE's 16.30% return. Over the past 10 years, SXRY.DE has outperformed IBCJ.DE with an annualized return of 15.00%, while IBCJ.DE has yielded a comparatively lower 9.17% annualized return.
SXRY.DE
- 1D
- 0.28%
- 1M
- 2.66%
- YTD
- 14.40%
- 6M
- 18.51%
- 1Y
- 29.82%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
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%
SXRY.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 14.40% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
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 SXRY.DE and IBCJ.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2011 | 0.53 |
The correlation between SXRY.DE and IBCJ.DE has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.
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Return for Risk
SXRY.DE vs. IBCJ.DE — Risk / Return Rank
SXRY.DE
IBCJ.DE
SXRY.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.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.
| SXRY.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.28 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.90 | -0.73 |
| Martin ratioReturn relative to average drawdown | 11.35 | 9.60 | +1.75 |
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
| SXRY.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 1.65 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.55 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.36 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.15 | +0.23 |
Drawdowns
SXRY.DE vs. IBCJ.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and IBCJ.DE.
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Drawdown Indicators
| SXRY.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -56.11% | +12.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -9.96% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -18.47% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -47.31% | +22.31% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -56.11% | +15.30% |
Current DrawdownCurrent decline from peak | -0.76% | -1.16% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -19.38% | +7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 4.05% | -1.35% |
Volatility
SXRY.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) is 4.82%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that SXRY.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
| SXRY.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 7.13% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 17.61% | -5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 23.48% | -7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 26.72% | -8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 25.15% | -4.97% |
SXRY.DE vs. IBCJ.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
SXRY.DE vs. IBCJ.DE - Dividend Comparison
Neither SXRY.DE nor IBCJ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and IBCJ.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRY.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRY.DE is cheaper with a 0.33% expense ratio, compared with 0.74% for IBCJ.DE.
SXRY.DE tracks FTSE MIB, while IBCJ.DE tracks MSCI Poland. Their fees differ too: 0.33% for SXRY.DE and 0.74% for IBCJ.DE.
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