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DJSC.AS vs. INCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJSC.AS vs. INCO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Small UCITS ETF (DJSC.AS) and Columbia India Consumer ETF (INCO). 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 INCO is traded in USD. To make them comparable, the INCO 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 INCO's -11.22% return. Over the past 10 years, DJSC.AS has outperformed INCO with an annualized return of 8.71%, while INCO has yielded a comparatively lower 7.96% 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%

INCO

1D
-1.35%
1M
-1.64%
YTD
-11.22%
6M
-10.16%
1Y
-12.79%
3Y*
3.54%
5Y*
6.55%
10Y*
7.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJSC.AS vs. INCO - 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%
INCO
Columbia India Consumer ETF
-11.22%-11.35%20.14%30.59%-1.25%28.21%5.10%-2.05%-6.62%34.44%

Correlation

The correlation between DJSC.AS and INCO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

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

0.21

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

0.21

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

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2011

0.30

The correlation between DJSC.AS and INCO shifts across timeframes, from 0.21 (3 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DJSC.AS vs. INCO — 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

INCO
INCO Risk / Return Rank: 33
Overall Rank
INCO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INCO Sortino Ratio Rank: 33
Sortino Ratio Rank
INCO Omega Ratio Rank: 33
Omega Ratio Rank
INCO Calmar Ratio Rank: 44
Calmar Ratio Rank
INCO Martin Ratio Rank: 22
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. INCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS ETF (DJSC.AS) and Columbia India Consumer ETF (INCO). 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.ASINCODifference
Sharpe ratioReturn per unit of total volatility

+2.13

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

1.25

0.88

+0.37

Calmar ratioReturn relative to maximum drawdown

1.64

-0.63

+2.27

Martin ratioReturn relative to average drawdown

6.32

-1.47

+7.79

DJSC.AS vs. INCO - Sharpe Ratio Comparison

The current DJSC.AS Sharpe Ratio is 1.37, which is higher than the INCO Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of DJSC.AS and INCO, 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.ASINCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

-0.77

+2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.40

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.39

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.11

Drawdowns

DJSC.AS vs. INCO - Drawdown Comparison

The maximum DJSC.AS drawdown since its inception was -63.04%, which is greater than INCO's maximum drawdown of -41.59%. Use the drawdown chart below to compare losses from any high point for DJSC.AS and INCO.


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Drawdown Indicators


DJSC.ASINCODifference

Max Drawdown

Largest peak-to-trough decline

-63.04%

-41.59%

-21.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-20.33%

+8.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.05%

-32.12%

+16.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

-32.12%

+3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

-41.59%

+5.69%

Current Drawdown

Current decline from peak

-1.09%

-28.47%

+27.38%

Average Drawdown

Average peak-to-trough decline

-13.33%

-10.01%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

8.70%

-5.69%

Volatility

DJSC.AS vs. INCO - Volatility Comparison

The current volatility for iShares EURO STOXX Small UCITS ETF (DJSC.AS) is 4.38%, while Columbia India Consumer ETF (INCO) has a volatility of 5.42%. This indicates that DJSC.AS experiences smaller price fluctuations and is considered to be less risky than INCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DJSC.ASINCODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

5.42%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

14.02%

-2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

16.74%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

16.64%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

20.31%

-3.96%

DJSC.AS vs. INCO - Expense Ratio Comparison

DJSC.AS has a 0.40% expense ratio, which is lower than INCO's 0.75% expense ratio.


Dividends

DJSC.AS vs. INCO - Dividend Comparison

DJSC.AS's dividend yield for the trailing twelve months is around 2.40%, while INCO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DJSC.AS
iShares EURO STOXX Small UCITS ETF
2.40%3.00%2.66%2.24%2.22%1.48%1.20%2.01%2.48%1.81%2.10%2.12%
INCO
Columbia India Consumer ETF
0.00%0.00%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%

Frequently Asked Questions


DJSC.AS and INCO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DJSC.AS is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJSC.AS is cheaper with a 0.40% expense ratio, compared with 0.75% for INCO.

DJSC.AS is categorized as Europe Equities, while INCO is Asia Pacific Equities. DJSC.AS tracks MSCI EMU SMID NR EUR, while INCO tracks Indxx India Consumer Index. They also come from different issuers: iShares and Ameriprise Financial. Their fees differ too: 0.40% for DJSC.AS and 0.75% for INCO.

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