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VUAA.DE vs. IBCJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUAA.DE vs. IBCJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUAA.DE achieves a 9.96% return, which is significantly lower than IBCJ.DE's 17.51% return.


VUAA.DE

1D
1.54%
1M
0.58%
YTD
9.96%
6M
10.78%
1Y
24.90%
3Y*
18.05%
5Y*
14.30%
10Y*

IBCJ.DE

1D
2.67%
1M
5.23%
YTD
17.51%
6M
22.12%
1Y
43.44%
3Y*
30.32%
5Y*
15.41%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAA.DE vs. IBCJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
9.96%4.69%32.69%22.51%-14.29%40.75%5.89%
IBCJ.DE
iShares MSCI Poland UCITS ETF USD (Acc)
17.51%53.72%-0.44%43.89%-21.77%14.38%-14.66%

Correlation

The correlation between VUAA.DE and IBCJ.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2020

0.43

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Return for Risk

VUAA.DE vs. IBCJ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUAA.DE
VUAA.DE Risk / Return Rank: 7676
Overall Rank
VUAA.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7676
Martin Ratio Rank

IBCJ.DE
IBCJ.DE Risk / Return Rank: 6262
Overall Rank
IBCJ.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IBCJ.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
IBCJ.DE Omega Ratio Rank: 5151
Omega Ratio Rank
IBCJ.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IBCJ.DE Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUAA.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VUAA.DEIBCJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.39

1.28

+0.10

Calmar ratioReturn relative to maximum drawdown

3.48

3.98

-0.49

Martin ratioReturn relative to average drawdown

12.44

9.85

+2.59

VUAA.DE vs. IBCJ.DE - Sharpe Ratio Comparison

The current VUAA.DE Sharpe Ratio is 2.09, which is comparable to the IBCJ.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VUAA.DE and IBCJ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VUAA.DE vs. IBCJ.DE - Drawdown Comparison

The maximum VUAA.DE drawdown since its inception was -33.67%, smaller than the maximum IBCJ.DE drawdown of -67.13%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and IBCJ.DE.


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Drawdown Indicators


VUAA.DEIBCJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-67.13%

+33.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-9.98%

+2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-18.52%

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-47.29%

+23.96%

Max Drawdown (10Y)

Largest decline over 10 years

-56.09%

Current Drawdown

Current decline from peak

-1.74%

-0.12%

-1.62%

Average Drawdown

Average peak-to-trough decline

-4.88%

-39.39%

+34.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

4.03%

-2.07%

Volatility

VUAA.DE vs. IBCJ.DE - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 3.07%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.09%. This indicates that VUAA.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


VUAA.DEIBCJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

7.09%

-4.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

17.74%

-9.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

23.41%

-11.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

26.73%

-11.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

25.10%

-7.49%

VUAA.DE vs. IBCJ.DE - Expense Ratio Comparison

VUAA.DE has a 0.07% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.


Dividends

VUAA.DE vs. IBCJ.DE - Dividend Comparison

Neither VUAA.DE nor IBCJ.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
IBCJ.DE
iShares MSCI Poland UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
0.00%0.00%0.27%0.00%0.00%0.00%1.09%

Frequently Asked Questions


VUAA.DE and IBCJ.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.74% for IBCJ.DE.

VUAA.DE is categorized as S&P 500, while IBCJ.DE is Europe Equities. VUAA.DE tracks S&P 500 Index, while IBCJ.DE tracks MSCI Poland. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUAA.DE and 0.74% for IBCJ.DE.

Portfolio Optimizer

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