XD5E.DE vs. IBCJ.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and IBCJ.DE (iShares MSCI Poland UCITS ETF USD (Acc)) are both Europe Equities funds - XD5E.DE tracks the MSCI EMU NR EUR while IBCJ.DE tracks the MSCI Poland. Both are passively managed. Over the past 10 years, XD5E.DE returned 10.03%/yr vs 9.17%/yr for IBCJ.DE. A 0.57 correlation means they provide meaningful diversification when combined. XD5E.DE charges 0.12%/yr vs 0.74%/yr for IBCJ.DE.
Performance
XD5E.DE vs. IBCJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly lower than IBCJ.DE's 16.30% return. Over the past 10 years, XD5E.DE has outperformed IBCJ.DE with an annualized return of 10.03%, while IBCJ.DE has yielded a comparatively lower 9.17% annualized return.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
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%
XD5E.DE vs. IBCJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
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 XD5E.DE and IBCJ.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.57 |
The correlation between XD5E.DE and IBCJ.DE has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.
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Return for Risk
XD5E.DE vs. IBCJ.DE — Risk / Return Rank
XD5E.DE
IBCJ.DE
XD5E.DE vs. IBCJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.
| XD5E.DE | IBCJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.90 | -2.14 |
| Martin ratioReturn relative to average drawdown | 6.40 | 9.60 | -3.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XD5E.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.65 | -0.41 |
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 | 0.59 | 0.36 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.15 | +0.41 |
Drawdowns
XD5E.DE vs. IBCJ.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and IBCJ.DE.
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Drawdown Indicators
| XD5E.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -56.11% | +18.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -9.96% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -18.47% | +3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -47.31% | +22.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -56.11% | +18.07% |
Current DrawdownCurrent decline from peak | -0.44% | -1.16% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -19.38% | +13.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 4.05% | -1.23% |
Volatility
XD5E.DE vs. IBCJ.DE - Volatility Comparison
The current volatility for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) is 4.54%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that XD5E.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
| XD5E.DE | IBCJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 7.13% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 17.61% | -5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 23.48% | -8.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 26.72% | -10.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 25.15% | -8.12% |
XD5E.DE vs. IBCJ.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.
Dividends
XD5E.DE vs. IBCJ.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, while IBCJ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
XD5E.DE and IBCJ.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.74% for IBCJ.DE.
XD5E.DE tracks MSCI EMU NR EUR, while IBCJ.DE tracks MSCI Poland. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XD5E.DE and 0.74% for IBCJ.DE.
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