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

DJMC.AS vs. ISPA.DE

Last updated Jun 5, 2026

DJMC.AS (iShares EURO STOXX Mid UCITS ETF) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - DJMC.AS is a Europe Equities fund tracking the MSCI EMU SMID NR EUR, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 10 years, DJMC.AS returned 8.74%/yr vs 8.98%/yr for ISPA.DE. A 0.72 correlation means they provide meaningful diversification when combined. DJMC.AS charges 0.40%/yr vs 0.46%/yr for ISPA.DE.

Performance

DJMC.AS vs. ISPA.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 Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 ISPA.DE's 13.48% return. Both investments have delivered pretty close results over the past 10 years, with DJMC.AS having a 8.74% annualized return and ISPA.DE not far ahead at 8.98%.

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%

ISPA.DE

1D
0.49%
1M
2.52%
YTD
13.48%
6M
15.47%
1Y
29.54%
3Y*
18.65%
5Y*
11.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJMC.AS vs. ISPA.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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		13.48%19.72%12.97%4.80%0.43%22.39%-9.12%24.24%-7.51%2.97%

Correlation

The correlation between DJMC.AS and ISPA.DE is 0.69, 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

0.69

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

0.68

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

0.72

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

0.74

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2009

0.72

The correlation between DJMC.AS and ISPA.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

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 STOXX Global Select Dividend 100 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 ISPA.DE:
ISPA.DE vs. VDIV.DEISPA.DE vs. VGWD.DEISPA.DE vs. FUSD.LISPA.DE vs. SPYDISPA.DE vs. LYYA.DEISPA.DE vs. QQQYISPA.DE vs. SPY

Return for Risk

DJMC.AS vs. ISPA.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
ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
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. ISPA.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 Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.ASISPA.DEDifference
Sharpe ratioReturn per unit of total volatility
1.24
3.35

-2.12

Sortino ratioReturn per unit of downside risk
1.74
4.67

-2.93

Omega ratioGain probability vs. loss probability

1.23

1.62

-0.39

Calmar ratioReturn relative to maximum drawdown

1.85

8.10

-6.24

Martin ratioReturn relative to average drawdown

6.10

28.73

-22.63

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. ISPA.DE - Sharpe Ratio Comparison

The current DJMC.AS Sharpe Ratio is 1.24, which is lower than the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of DJMC.AS and ISPA.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.ASISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

3.35

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.91

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.60

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.68

-0.28

Drawdowns

DJMC.AS vs. ISPA.DE - Drawdown Comparison

The maximum DJMC.AS drawdown since its inception was -59.52%, which is greater than ISPA.DE's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for DJMC.AS and ISPA.DE.

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Drawdown Indicators

DJMC.ASISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-38.91%

-20.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-3.63%

-4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

-15.10%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

-15.10%

-12.31%

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

-38.91%

-0.14%

Current Drawdown

Current decline from peak

-1.50%

-1.09%

-0.41%

Average Drawdown

Average peak-to-trough decline

-13.20%

-4.46%

-8.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

1.03%

+1.43%

Volatility

DJMC.AS vs. ISPA.DE - Volatility Comparison

iShares EURO STOXX Mid UCITS ETF (DJMC.AS) has a higher volatility of 3.00% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that DJMC.AS's price experiences larger fluctuations and is considered to be riskier than ISPA.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.ASISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

2.62%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

6.51%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

8.77%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

12.00%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

14.79%

+1.70%

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

DJMC.AS has a 0.40% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.

Dividends

DJMC.AS vs. ISPA.DE - Dividend Comparison

DJMC.AS's dividend yield for the trailing twelve months is around 2.94%, less than ISPA.DE's 3.75% 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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		3.75%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%

Frequently Asked Questions

DJMC.AS and ISPA.DE have a correlation of 0.69, 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 0.46% for ISPA.DE.

DJMC.AS is categorized as Europe Equities, while ISPA.DE is Global Equities. DJMC.AS tracks MSCI EMU SMID NR EUR, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.40% for DJMC.AS and 0.46% for ISPA.DE.

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