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DJSC.AS vs. ^RTSI
Performance
Return for Risk
Drawdowns
Volatility

DJSC.AS vs. ^RTSI

Last updated Jun 4, 2026

DJSC.AS (iShares EURO STOXX Small UCITS ETF) is Europe Equities fund tracking the MSCI EMU SMID NR EUR, while ^RTSI (RTS Index) is an index. Over the past 10 years, DJSC.AS returned 8.71%/yr vs 1.95%/yr for ^RTSI. At a 0.39 correlation, their price movements are largely independent.

Performance

DJSC.AS vs. ^RTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Small UCITS ETF (DJSC.AS) and RTS Index (^RTSI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DJSC.AS achieves a 9.46% return, which is significantly higher than ^RTSI's 1.58% return. Over the past 10 years, DJSC.AS has outperformed ^RTSI with an annualized return of 8.71%, while ^RTSI has yielded a comparatively lower 1.95% annualized return.

DJSC.AS

1D
-0.48%
1M
4.65%
YTD
9.46%
6M
12.92%
1Y
19.20%
3Y*
10.86%
5Y*
5.18%
10Y*
8.71%

^RTSI

1D
-1.49%
1M
2.91%
YTD
1.58%
6M
4.93%
1Y
-3.19%
3Y*
-0.63%
5Y*
-6.58%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJSC.AS vs. ^RTSI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DJSC.AS
iShares EURO STOXX Small UCITS ETF		9.46%21.43%-2.89%12.25%-14.19%21.56%8.54%25.52%-12.83%22.19%
^RTSI
RTS Index		1.58%10.51%-12.58%8.28%-35.65%24.90%-18.44%48.44%-3.12%-12.13%

Correlation

The correlation between DJSC.AS and ^RTSI is -0.01, 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

-0.01

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

-0.01

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

0.08

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

0.27

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.39

The correlation between DJSC.AS and ^RTSI shifts across timeframes, from -0.01 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

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 Small UCITS ETF

RTS Index

Often compared with DJSC.AS:
DJSC.AS vs. TDT.ASDJSC.AS vs. TEET.ASDJSC.AS vs. IEUX.ASDJSC.AS vs. IDJG.ASDJSC.AS vs. VEUR.ASDJSC.AS vs. IMEU.ASDJSC.AS vs. IDVY.AS
Often compared with ^RTSI:
^RTSI vs. BTC-USD^RTSI vs. NASDX^RTSI vs. COTZX^RTSI vs. ^GSPC^RTSI vs. HFSAX^RTSI vs. INCO^RTSI vs. TITAN.NS

Return for Risk

DJSC.AS vs. ^RTSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJSC.AS
DJSC.AS Risk / Return Rank: 3838
Overall Rank
DJSC.AS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
DJSC.AS Sortino Ratio Rank: 3939
Sortino Ratio Rank
DJSC.AS Omega Ratio Rank: 3939
Omega Ratio Rank
DJSC.AS Calmar Ratio Rank: 3434
Calmar Ratio Rank
DJSC.AS Martin Ratio Rank: 4141
Martin Ratio Rank
^RTSI
^RTSI Risk / Return Rank: 1010
Overall Rank
^RTSI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
^RTSI Sortino Ratio Rank: 1010
Sortino Ratio Rank
^RTSI Omega Ratio Rank: 1010
Omega Ratio Rank
^RTSI Calmar Ratio Rank: 1111
Calmar Ratio Rank
^RTSI Martin Ratio Rank: 1111
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.

DJSC.AS vs. ^RTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS ETF (DJSC.AS) and RTS Index (^RTSI). 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.

DJSC.AS^RTSIDifference
Sharpe ratioReturn per unit of total volatility
1.37
-0.15

+1.51

Sortino ratioReturn per unit of downside risk
1.98
-0.06

+2.04

Omega ratioGain probability vs. loss probability

1.25

0.99

+0.26

Calmar ratioReturn relative to maximum drawdown

1.64

-0.19

+1.83

Martin ratioReturn relative to average drawdown

6.32

-0.39

+6.71

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

DJSC.AS vs. ^RTSI - Sharpe Ratio Comparison

The current DJSC.AS Sharpe Ratio is 1.37, which is higher than the ^RTSI Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of DJSC.AS and ^RTSI, 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

DJSC.AS^RTSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

-0.15

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.19

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.06

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-0.05

+0.42

Drawdowns

DJSC.AS vs. ^RTSI - Drawdown Comparison

The maximum DJSC.AS drawdown since its inception was -63.04%, smaller than the maximum ^RTSI drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for DJSC.AS and ^RTSI.

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Drawdown Indicators

DJSC.AS^RTSIDifference

Max Drawdown

Largest peak-to-trough decline

-63.04%

-76.06%

+13.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-16.98%

+5.42%

Max Drawdown (3Y)

Largest decline over 3 years

-16.05%

-38.31%

+22.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

-59.85%

+31.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

-59.85%

+23.95%

Current Drawdown

Current decline from peak

-1.09%

-41.72%

+40.63%

Average Drawdown

Average peak-to-trough decline

-13.33%

-35.73%

+22.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

7.91%

-4.90%

Volatility

DJSC.AS vs. ^RTSI - Volatility Comparison

The current volatility for iShares EURO STOXX Small UCITS ETF (DJSC.AS) is 4.38%, while RTS Index (^RTSI) has a volatility of 6.14%. This indicates that DJSC.AS experiences smaller price fluctuations and is considered to be less risky than ^RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DJSC.AS^RTSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

6.14%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

13.65%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

21.78%

-7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

35.38%

-19.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

30.78%

-14.43%

Frequently Asked Questions

DJSC.AS and ^RTSI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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