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DJMC.AS vs. IDVY.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DJMC.AS vs. IDVY.AS

Last updated Apr 2, 2026

Compare and contrast key facts about iShares EURO STOXX Mid UCITS ETF (DJMC.AS) and iShares Euro Dividend UCITS ETF (IDVY.AS).

DJMC.AS and IDVY.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJMC.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU SMID NR EUR. It was launched on Oct 29, 2004. IDVY.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 28, 2005. Both DJMC.AS and IDVY.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DJMC.AS vs. IDVY.AS - 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 Euro Dividend UCITS ETF (IDVY.AS). The values are adjusted to include any dividend payments, if applicable.

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DJMC.AS vs. IDVY.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DJMC.AS
iShares EURO STOXX Mid UCITS ETF		3.08%24.35%8.45%10.46%-14.94%16.39%2.11%23.40%-11.44%18.28%
IDVY.AS
iShares Euro Dividend UCITS ETF		1.47%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%

Returns By Period

In the year-to-date period, DJMC.AS achieves a 3.08% return, which is significantly higher than IDVY.AS's 1.47% return. Over the past 10 years, DJMC.AS has outperformed IDVY.AS with an annualized return of 8.64%, while IDVY.AS has yielded a comparatively lower 7.09% annualized return.

DJMC.AS

1D
2.78%
1M
-2.55%
YTD
3.08%
6M
7.94%
1Y
19.09%
3Y*
12.75%
5Y*
6.90%
10Y*
8.64%

IDVY.AS

1D
2.51%
1M
-1.56%
YTD
1.47%
6M
7.04%
1Y
22.25%
3Y*
18.43%
5Y*
8.63%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares EURO STOXX Mid UCITS ETF

iShares Euro Dividend UCITS ETF

Often compared with DJMC.AS:
DJMC.AS vs. IEFV.LDJMC.AS vs. IMEU.ASDJMC.AS vs. IDJG.ASDJMC.AS vs. VEUR.ASDJMC.AS vs. IAEX.ASDJMC.AS vs. TEET.ASDJMC.AS vs. ICHN.AS
Often compared with IDVY.AS:
IDVY.AS vs. VHYL.ASIDVY.AS vs. DIVIDVY.AS vs. SPYW.DEIDVY.AS vs. SCHDIDVY.AS vs. HDVIDVY.AS vs. DECD.DEIDVY.AS vs. HPRD.L

DJMC.AS vs. IDVY.AS - Expense Ratio Comparison

Both DJMC.AS and IDVY.AS have an expense ratio of 0.40%.

DJMC.AS
iShares EURO STOXX Mid UCITS ETF
IDVY.AS
iShares Euro Dividend UCITS ETF

Return for Risk

DJMC.AS vs. IDVY.AS — 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: 7272
Overall Rank
DJMC.AS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DJMC.AS Sortino Ratio Rank: 6262
Sortino Ratio Rank
DJMC.AS Omega Ratio Rank: 6767
Omega Ratio Rank
DJMC.AS Calmar Ratio Rank: 8383
Calmar Ratio Rank
DJMC.AS Martin Ratio Rank: 7777
Martin Ratio Rank
IDVY.AS
IDVY.AS Risk / Return Rank: 8484
Overall Rank
IDVY.AS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 7979
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 9494
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 9090
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. IDVY.AS - 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 Euro Dividend UCITS ETF (IDVY.AS). 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.ASIDVY.ASDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.55

-0.27

Sortino ratio

Return per unit of downside risk

1.68

2.00

-0.32

Omega ratio

Gain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

2.68

3.89

-1.21

Martin ratio

Return relative to average drawdown

9.04

12.16

-3.12

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. IDVY.AS - Sharpe Ratio Comparison

The current DJMC.AS Sharpe Ratio is 1.28, which is comparable to the IDVY.AS Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of DJMC.AS and IDVY.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DJMC.ASIDVY.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.55

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.58

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.40

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.22

+0.17

Correlation

The correlation between DJMC.AS and IDVY.AS is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DJMC.AS vs. IDVY.AS - Dividend Comparison

DJMC.AS's dividend yield for the trailing twelve months is around 3.07%, less than IDVY.AS's 4.25% yield.

TTM20252024202320222021202020192018201720162015
DJMC.AS
iShares EURO STOXX Mid UCITS ETF		3.07%3.20%3.37%2.55%2.40%1.76%1.45%2.55%2.97%2.18%2.22%2.03%
IDVY.AS
iShares Euro Dividend UCITS ETF		4.25%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%4.00%

Drawdowns

DJMC.AS vs. IDVY.AS - Drawdown Comparison

The maximum DJMC.AS drawdown since its inception was -59.52%, smaller than the maximum IDVY.AS drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for DJMC.AS and IDVY.AS.

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Drawdown Indicators

DJMC.ASIDVY.ASDifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-71.33%

+11.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-11.13%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

-24.57%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

-42.34%

+3.29%

Current Drawdown

Current decline from peak

-3.88%

-3.39%

-0.49%

Average Drawdown

Average peak-to-trough decline

-13.30%

-22.72%

+9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.55%

-0.16%

Volatility

DJMC.AS vs. IDVY.AS - Volatility Comparison

iShares EURO STOXX Mid UCITS ETF (DJMC.AS) has a higher volatility of 5.76% compared to iShares Euro Dividend UCITS ETF (IDVY.AS) at 5.05%. This indicates that DJMC.AS's price experiences larger fluctuations and is considered to be riskier than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DJMC.ASIDVY.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

5.05%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

8.79%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.84%

14.21%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

14.72%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

17.28%

-0.79%