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

DJMC.AS vs. WINC.AS

Last updated Jun 5, 2026

DJMC.AS (iShares EURO STOXX Mid UCITS ETF) and WINC.AS (iShares World Equity High Income UCITS ETF USD Inc) are both exchange-traded funds - DJMC.AS is a Europe Equities fund tracking the MSCI EMU SMID NR EUR, while WINC.AS is a Global Equity Income fund actively managed by iShares. DJMC.AS is passively managed, while WINC.AS is actively managed. Over the past year, DJMC.AS returned 15.09% vs 21.76% for WINC.AS. At a 0.45 correlation, their price movements are largely independent. DJMC.AS charges 0.40%/yr vs 0.35%/yr for WINC.AS.

Performance

DJMC.AS vs. WINC.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 World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DJMC.AS is traded in EUR, while WINC.AS is traded in USD. To make them comparable, the WINC.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DJMC.AS achieves a 7.72% return, which is significantly lower than WINC.AS's 9.49% 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%

WINC.AS

1D
0.00%
1M
3.28%
YTD
9.49%
6M
10.18%
1Y
21.76%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
DJMC.AS
iShares EURO STOXX Mid UCITS ETF		7.72%24.35%3.32%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		10.12%7.70%12.74%

Correlation

The correlation between DJMC.AS and WINC.AS 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 (All Time)
Calculated using the full available price history since Apr 3, 2024

0.45

The correlation between DJMC.AS and WINC.AS shifts across timeframes, from 0.45 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares EURO STOXX Mid UCITS ETF

iShares World Equity High Income UCITS ETF USD Inc

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 WINC.AS:
WINC.AS vs. JEPQWINC.AS vs. JEPG.LWINC.AS vs. JEQP.LWINC.AS vs. VWRL.ASWINC.AS vs. SWDA.LWINC.AS vs. TDGB.LWINC.AS vs. QQQI

Return for Risk

DJMC.AS vs. WINC.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: 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
WINC.AS
WINC.AS Risk / Return Rank: 7575
Overall Rank
WINC.AS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7979
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7171
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7373
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 7979
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. WINC.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 World Equity High Income UCITS ETF USD Inc (WINC.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.ASWINC.ASDifference
Sharpe ratioReturn per unit of total volatility
1.24
1.99

-0.75

Sortino ratioReturn per unit of downside risk
1.74
2.83

-1.09

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.13

Calmar ratioReturn relative to maximum drawdown

1.85

5.09

-3.23

Martin ratioReturn relative to average drawdown

6.10

17.89

-11.79

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. WINC.AS - Sharpe Ratio Comparison

The current DJMC.AS Sharpe Ratio is 1.24, which is lower than the WINC.AS Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of DJMC.AS and WINC.AS, 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.ASWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.99

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.18

-0.79

Drawdowns

DJMC.AS vs. WINC.AS - Drawdown Comparison

The maximum DJMC.AS drawdown since its inception was -59.52%, which is greater than WINC.AS's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for DJMC.AS and WINC.AS.

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Drawdown Indicators

DJMC.ASWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-18.74%

-40.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-4.26%

-3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.36%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

—

—

Current Drawdown

Current decline from peak

-1.50%

-0.69%

-0.81%

Average Drawdown

Average peak-to-trough decline

-13.20%

-3.04%

-10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

1.21%

+1.25%

Volatility

DJMC.AS vs. WINC.AS - Volatility Comparison

iShares EURO STOXX Mid UCITS ETF (DJMC.AS) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) have volatilities of 3.00% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DJMC.ASWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

2.92%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

8.04%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

10.89%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

14.37%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

14.37%

+2.12%

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

DJMC.AS has a 0.40% expense ratio, which is higher than WINC.AS's 0.35% expense ratio.

Dividends

DJMC.AS vs. WINC.AS - Dividend Comparison

DJMC.AS's dividend yield for the trailing twelve months is around 2.94%, less than WINC.AS's 9.64% 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%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		9.64%9.38%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DJMC.AS and WINC.AS 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, WINC.AS is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WINC.AS is cheaper with a 0.35% expense ratio, compared with 0.40% for DJMC.AS.

DJMC.AS is categorized as Europe Equities, while WINC.AS is Global Equity Income. Their fees differ too: 0.40% for DJMC.AS and 0.35% for WINC.AS.

Portfolio Optimizer

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