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

Performance

ZPRX.DE vs. IBCJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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, ZPRX.DE achieves a 7.81% return, which is significantly lower than IBCJ.DE's 16.30% return. Over the past 10 years, ZPRX.DE has underperformed IBCJ.DE with an annualized return of 8.15%, while IBCJ.DE has yielded a comparatively higher 9.17% annualized return.


ZPRX.DE

1D
0.33%
1M
3.14%
YTD
7.81%
6M
11.48%
1Y
17.16%
3Y*
15.09%
5Y*
7.77%
10Y*
8.15%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ZPRX.DE
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF
7.81%26.81%4.28%15.28%-13.52%27.58%-3.52%29.02%-19.20%12.89%
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 ZPRX.DE and IBCJ.DE is 0.58, 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

0.58

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

0.54

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

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2015

0.56

The correlation between ZPRX.DE and IBCJ.DE has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.

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Return for Risk

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

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

ZPRX.DE
ZPRX.DE Risk / Return Rank: 3434
Overall Rank
ZPRX.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ZPRX.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ZPRX.DE Omega Ratio Rank: 3434
Omega Ratio Rank
ZPRX.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
ZPRX.DE Martin Ratio Rank: 3636
Martin Ratio Rank

IBCJ.DE
IBCJ.DE Risk / Return Rank: 5555
Overall Rank
IBCJ.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IBCJ.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IBCJ.DE Omega Ratio Rank: 4444
Omega Ratio Rank
IBCJ.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IBCJ.DE Martin Ratio Rank: 5656
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.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.


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

-0.43

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratioReturn relative to maximum drawdown

1.47

3.90

-2.43

Martin ratioReturn relative to average drawdown

5.42

9.60

-4.17

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

The current ZPRX.DE Sharpe Ratio is 1.23, which is comparable to the IBCJ.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ZPRX.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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Sharpe Ratios by Period


ZPRX.DEIBCJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.65

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.55

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.36

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.15

+0.25

Drawdowns

ZPRX.DE vs. IBCJ.DE - Drawdown Comparison

The maximum ZPRX.DE drawdown since its inception was -43.93%, smaller than the maximum IBCJ.DE drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for ZPRX.DE and IBCJ.DE.


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Drawdown Indicators


ZPRX.DEIBCJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.93%

-56.11%

+12.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-9.96%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-18.47%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

-47.31%

+19.79%

Max Drawdown (10Y)

Largest decline over 10 years

-43.93%

-56.11%

+12.18%

Current Drawdown

Current decline from peak

-1.51%

-1.16%

-0.35%

Average Drawdown

Average peak-to-trough decline

-7.71%

-19.38%

+11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

4.05%

-0.89%

Volatility

ZPRX.DE vs. IBCJ.DE - Volatility Comparison

The current volatility for SPDR MSCI Europe Small Cap Value Weighted UCITS ETF (ZPRX.DE) is 4.17%, while iShares MSCI Poland UCITS ETF USD (Acc) (IBCJ.DE) has a volatility of 7.13%. This indicates that ZPRX.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


ZPRX.DEIBCJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

7.13%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

17.61%

-6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

23.48%

-9.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

26.72%

-10.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.14%

25.15%

-7.01%

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

ZPRX.DE has a 0.30% expense ratio, which is lower than IBCJ.DE's 0.74% expense ratio.


Dividends

ZPRX.DE vs. IBCJ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ZPRX.DE and IBCJ.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZPRX.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZPRX.DE is cheaper with a 0.30% expense ratio, compared with 0.74% for IBCJ.DE.

ZPRX.DE tracks MSCI Europe Small Cap Value Weighted, while IBCJ.DE tracks MSCI Poland. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for ZPRX.DE and 0.74% for IBCJ.DE.

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