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DJMC.AS vs. EXH9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DJMC.AS vs. EXH9.DE

Last updated Jun 5, 2026

DJMC.AS (iShares EURO STOXX Mid UCITS ETF) and EXH9.DE (iShares STOXX Europe 600 Utilities UCITS ETF (DE)) are both exchange-traded funds - DJMC.AS is a Europe Equities fund tracking the MSCI EMU SMID NR EUR, while EXH9.DE is a Utilities Equities fund tracking the STOXX® Europe 600 Utilities. Both are passively managed. Over the past 10 years, DJMC.AS returned 8.74%/yr vs 10.74%/yr for EXH9.DE. A 0.59 correlation means they provide meaningful diversification when combined. DJMC.AS charges 0.40%/yr vs 0.47%/yr for EXH9.DE.

Performance

DJMC.AS vs. EXH9.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Mid UCITS ETF (DJMC.AS) and iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.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, DJMC.AS achieves a 7.72% return, which is significantly lower than EXH9.DE's 12.41% return. Over the past 10 years, DJMC.AS has underperformed EXH9.DE with an annualized return of 8.74%, while EXH9.DE has yielded a comparatively higher 10.74% annualized return.

DJMC.AS

1D
0.36%
1M
2.25%
YTD
7.72%
6M
10.94%
1Y
15.09%
3Y*
14.15%
5Y*
7.11%
10Y*
8.74%

EXH9.DE

1D
-0.18%
1M
-3.20%
YTD
12.41%
6M
13.56%
1Y
25.76%
3Y*
16.47%
5Y*
11.76%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJMC.AS vs. EXH9.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DJMC.AS
iShares EURO STOXX Mid UCITS ETF		7.72%24.35%8.45%10.46%-14.94%16.39%2.11%23.40%-11.44%18.28%
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)		12.41%33.92%1.25%13.58%-7.50%8.84%10.88%31.91%1.47%9.93%

Correlation

The correlation between DJMC.AS and EXH9.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.37

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

0.42

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

0.49

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

0.54

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2005

0.59

Over the past year, the correlation between DJMC.AS and EXH9.DE has dropped to 0.37 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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iShares EURO STOXX Mid UCITS ETF

iShares STOXX Europe 600 Utilities UCITS ETF (DE)

Often compared with DJMC.AS:
DJMC.AS vs. IEFV.LDJMC.AS vs. TEET.ASDJMC.AS vs. IDJG.ASDJMC.AS vs. IAEX.ASDJMC.AS vs. IMEU.ASDJMC.AS vs. VEUR.ASDJMC.AS vs. ICHN.AS
Often compared with EXH9.DE:
EXH9.DE vs. LHTC.DEEXH9.DE vs. ^GSPCEXH9.DE vs. LUTI.DEEXH9.DE vs. ZPDU.DEEXH9.DE vs. AMEL.DEEXH9.DE vs. LUTL.DEEXH9.DE vs. EXSA.DE

Return for Risk

DJMC.AS vs. EXH9.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJMC.AS
DJMC.AS Risk / Return Rank: 3636
Overall Rank
DJMC.AS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DJMC.AS Sortino Ratio Rank: 3333
Sortino Ratio Rank
DJMC.AS Omega Ratio Rank: 3535
Omega Ratio Rank
DJMC.AS Calmar Ratio Rank: 3939
Calmar Ratio Rank
DJMC.AS Martin Ratio Rank: 3939
Martin Ratio Rank
EXH9.DE
EXH9.DE Risk / Return Rank: 5555
Overall Rank
EXH9.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXH9.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXH9.DE Omega Ratio Rank: 5252
Omega Ratio Rank
EXH9.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
EXH9.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.

DJMC.AS vs. EXH9.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Mid UCITS ETF (DJMC.AS) and iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.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.

DJMC.ASEXH9.DEDifference
Sharpe ratioReturn per unit of total volatility
1.24
1.74

-0.50

Sortino ratioReturn per unit of downside risk
1.74
2.30

-0.56

Omega ratioGain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratioReturn relative to maximum drawdown

1.85

3.44

-1.59

Martin ratioReturn relative to average drawdown

6.10

9.54

-3.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DJMC.AS vs. EXH9.DE - Sharpe Ratio Comparison

The current DJMC.AS Sharpe Ratio is 1.24, which is comparable to the EXH9.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of DJMC.AS and EXH9.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

DJMC.ASEXH9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.74

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.73

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.63

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.42

-0.03

Drawdowns

DJMC.AS vs. EXH9.DE - Drawdown Comparison

The maximum DJMC.AS drawdown since its inception was -59.52%, which is greater than EXH9.DE's maximum drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for DJMC.AS and EXH9.DE.

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Drawdown Indicators

DJMC.ASEXH9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-51.33%

-8.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-7.45%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-13.67%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

-22.71%

-4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

-33.21%

-5.84%

Current Drawdown

Current decline from peak

-1.50%

-5.32%

+3.82%

Average Drawdown

Average peak-to-trough decline

-13.20%

-16.67%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.69%

-0.23%

Volatility

DJMC.AS vs. EXH9.DE - Volatility Comparison

The current volatility for iShares EURO STOXX Mid UCITS ETF (DJMC.AS) is 3.00%, while iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) has a volatility of 5.89%. This indicates that DJMC.AS experiences smaller price fluctuations and is considered to be less risky than EXH9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DJMC.ASEXH9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

5.89%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

12.89%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

14.75%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

16.00%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

17.03%

-0.54%

DJMC.AS vs. EXH9.DE - Expense Ratio Comparison

DJMC.AS has a 0.40% expense ratio, which is lower than EXH9.DE's 0.47% expense ratio.

Dividends

DJMC.AS vs. EXH9.DE - Dividend Comparison

DJMC.AS's dividend yield for the trailing twelve months is around 2.94%, more than EXH9.DE's 2.61% yield.

PositionTTM20252024202320222021202020192018201720162015
DJMC.AS
iShares EURO STOXX Mid UCITS ETF		2.94%3.20%3.37%2.55%2.40%1.76%1.45%2.55%2.97%2.18%2.22%2.03%
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)		2.61%2.96%3.27%3.47%3.33%3.11%2.36%3.41%3.31%6.56%4.89%4.62%

Frequently Asked Questions

DJMC.AS and EXH9.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DJMC.AS is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJMC.AS is cheaper with a 0.40% expense ratio, compared with 0.47% for EXH9.DE.

DJMC.AS is categorized as Europe Equities, while EXH9.DE is Utilities Equities. DJMC.AS tracks MSCI EMU SMID NR EUR, while EXH9.DE tracks STOXX® Europe 600 Utilities. Their fees differ too: 0.40% for DJMC.AS and 0.47% for EXH9.DE.

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