DJMC.AS vs. IUSM.DE
DJMC.AS (iShares EURO STOXX Mid UCITS ETF) and IUSM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) are both exchange-traded funds - DJMC.AS is a Europe Equities fund tracking the MSCI EMU SMID NR EUR, while IUSM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year. Both are passively managed. Over the past 10 years, DJMC.AS returned 8.74%/yr vs 0.29%/yr for IUSM.DE. At a correlation of -0.23, they often move in opposite directions. DJMC.AS charges 0.40%/yr vs 0.07%/yr for IUSM.DE.
Performance
DJMC.AS vs. IUSM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJMC.AS achieves a 7.72% return, which is significantly higher than IUSM.DE's 0.22% return. Over the past 10 years, DJMC.AS has outperformed IUSM.DE with an annualized return of 8.74%, while IUSM.DE has yielded a comparatively lower 0.29% 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%
IUSM.DE
- 1D
- 0.13%
- 1M
- 0.34%
- YTD
- 0.22%
- 6M
- -0.62%
- 1Y
- 1.33%
- 3Y*
- -0.48%
- 5Y*
- -0.31%
- 10Y*
- 0.29%
DJMC.AS vs. IUSM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 0.22% | -4.06% | 5.00% | -0.24% | -9.67% | 4.92% | -0.18% | 11.27% | 4.84% | -10.05% |
Correlation
The correlation between DJMC.AS and IUSM.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2007 | -0.23 |
The correlation between DJMC.AS and IUSM.DE shifts across timeframes, from -0.23 (all time) to -0.05 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DJMC.AS vs. IUSM.DE — Risk / Return Rank
DJMC.AS
IUSM.DE
DJMC.AS vs. IUSM.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 USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.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.AS | IUSM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 0.30 | +1.56 |
| Martin ratioReturn relative to average drawdown | 6.10 | 0.74 | +5.36 |
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
| DJMC.AS | IUSM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.23 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | -0.03 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.03 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.27 | +0.13 |
Drawdowns
DJMC.AS vs. IUSM.DE - Drawdown Comparison
The maximum DJMC.AS drawdown since its inception was -59.52%, which is greater than IUSM.DE's maximum drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for DJMC.AS and IUSM.DE.
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Drawdown Indicators
| DJMC.AS | IUSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.52% | -21.40% | -38.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -4.45% | -3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -14.36% | -10.86% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -27.41% | -15.69% | -11.72% |
Max Drawdown (10Y)Largest decline over 10 years | -39.05% | -21.40% | -17.65% |
Current DrawdownCurrent decline from peak | -1.50% | -17.38% | +15.88% |
Average DrawdownAverage peak-to-trough decline | -13.20% | -10.30% | -2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.79% | +0.67% |
Volatility
DJMC.AS vs. IUSM.DE - Volatility Comparison
iShares EURO STOXX Mid UCITS ETF (DJMC.AS) has a higher volatility of 3.00% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) at 1.14%. This indicates that DJMC.AS's price experiences larger fluctuations and is considered to be riskier than IUSM.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.AS | IUSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 1.14% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 4.00% | +5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 5.78% | +6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 8.96% | +6.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 8.33% | +8.16% |
DJMC.AS vs. IUSM.DE - Expense Ratio Comparison
DJMC.AS has a 0.40% expense ratio, which is higher than IUSM.DE's 0.07% expense ratio.
Dividends
DJMC.AS vs. IUSM.DE - Dividend Comparison
DJMC.AS's dividend yield for the trailing twelve months is around 2.94%, less than IUSM.DE's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 3.72% | 3.73% | 3.65% | 2.91% | 1.93% | 0.96% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.84% |
Frequently Asked Questions
DJMC.AS and IUSM.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSM.DE is cheaper with a 0.07% expense ratio, compared with 0.40% for DJMC.AS.
DJMC.AS is categorized as Europe Equities, while IUSM.DE is Government Bonds. DJMC.AS tracks MSCI EMU SMID NR EUR, while IUSM.DE tracks ICE US Treasury 7-10 Year. Their fees differ too: 0.40% for DJMC.AS and 0.07% for IUSM.DE.
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