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DJSC.L vs. IWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DJSC.L vs. IWDA.L

Last updated Jun 5, 2026

DJSC.L (iShares EURO STOXX Small UCITS) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - DJSC.L is a Europe Equities fund tracking the MSCI EMU SMID NR EUR, while IWDA.L is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 10 years, DJSC.L returned 10.14%/yr vs 13.89%/yr for IWDA.L. A 0.64 correlation means they provide meaningful diversification when combined. DJSC.L charges 0.40%/yr vs 0.20%/yr for IWDA.L.

Performance

DJSC.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO STOXX Small UCITS (DJSC.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DJSC.L is traded in GBp, while IWDA.L is traded in USD. To make them comparable, the IWDA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DJSC.L achieves a 8.34% return, which is significantly lower than IWDA.L's 10.12% return. Over the past 10 years, DJSC.L has underperformed IWDA.L with an annualized return of 10.14%, while IWDA.L has yielded a comparatively higher 13.89% annualized return.

DJSC.L

1D
-0.04%
1M
3.49%
YTD
8.34%
6M
11.01%
1Y
21.98%
3Y*
11.46%
5Y*
5.78%
10Y*
10.14%

IWDA.L

1D
0.00%
1M
4.88%
YTD
10.12%
6M
10.06%
1Y
27.03%
3Y*
17.69%
5Y*
13.03%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJSC.L vs. IWDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DJSC.L
iShares EURO STOXX Small UCITS		8.34%28.55%-7.33%11.44%-9.45%13.70%14.78%19.90%-11.88%26.33%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		10.28%12.41%21.19%18.05%-8.38%23.34%12.65%22.29%-3.62%12.15%

Correlation

The correlation between DJSC.L and IWDA.L is 0.66, 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

0.66

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

0.61

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

0.65

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2010

0.64

The correlation between DJSC.L and IWDA.L has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.

DJSC.L vs. IWDA.L - Sectors Allocation Comparison

Sectors
DJSC.L
IWDA.L

Industrials

29.1%
9.7%

Financial Services

16.9%
14.9%

Consumer Cyclical

11.3%
8.8%

Basic Materials

10.7%
2.8%

Technology

8.0%
32.9%

Real Estate

5.2%
1.2%

Energy

4.7%
3.9%

Utilities

4.6%
2.4%

Consumer Defensive

4.3%
4.8%

Communication Services

3.0%
9.3%

Healthcare

2.1%
8.6%

Industrials

DJSC.L
29.1%
IWDA.L
9.7%

Financial Services

DJSC.L
16.9%
IWDA.L
14.9%

Consumer Cyclical

DJSC.L
11.3%
IWDA.L
8.8%

Basic Materials

DJSC.L
10.7%
IWDA.L
2.8%

Technology

DJSC.L
8.0%
IWDA.L
32.9%

Real Estate

DJSC.L
5.2%
IWDA.L
1.2%

Energy

DJSC.L
4.7%
IWDA.L
3.9%

Utilities

DJSC.L
4.6%
IWDA.L
2.4%

Consumer Defensive

DJSC.L
4.3%
IWDA.L
4.8%

Communication Services

DJSC.L
3.0%
IWDA.L
9.3%

Healthcare

DJSC.L
2.1%
IWDA.L
8.6%

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iShares EURO STOXX Small UCITS

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with DJSC.L:
DJSC.L vs. CES1.LDJSC.L vs. SCHGDJSC.L vs. VWRL.LDJSC.L vs. IMV.LDJSC.L vs. CS1.LDJSC.L vs. MVED.LDJSC.L vs. PRUK.L
Often compared with IWDA.L:
IWDA.L vs. VWCE.DEIWDA.L vs. SWDA.LIWDA.L vs. VWRP.LIWDA.L vs. VUAA.LIWDA.L vs. URTHIWDA.L vs. ACWI.LIWDA.L vs. SPY

Return for Risk

DJSC.L vs. IWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DJSC.L
DJSC.L Risk / Return Rank: 4444
Overall Rank
DJSC.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DJSC.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
DJSC.L Omega Ratio Rank: 4848
Omega Ratio Rank
DJSC.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
DJSC.L Martin Ratio Rank: 4343
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 6868
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
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.L vs. IWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS (DJSC.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). 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.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
1.62
2.32

-0.69

Sortino ratioReturn per unit of downside risk
2.25
3.22

-0.97

Omega ratioGain probability vs. loss probability

1.30

1.43

-0.14

Calmar ratioReturn relative to maximum drawdown

1.85

4.22

-2.38

Martin ratioReturn relative to average drawdown

6.90

15.90

-9.00

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.L vs. IWDA.L - Sharpe Ratio Comparison

The current DJSC.L Sharpe Ratio is 1.62, which is comparable to the IWDA.L Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DJSC.L and IWDA.L, 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.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

2.32

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.90

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.89

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.86

-0.39

Drawdowns

DJSC.L vs. IWDA.L - Drawdown Comparison

The maximum DJSC.L drawdown since its inception was -49.81%, which is greater than IWDA.L's maximum drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for DJSC.L and IWDA.L.

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Drawdown Indicators

DJSC.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.81%

-26.18%

-23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-6.37%

-5.60%

Max Drawdown (3Y)

Largest decline over 3 years

-14.96%

-18.91%

+3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-18.91%

-6.83%

Max Drawdown (10Y)

Largest decline over 10 years

-28.54%

-26.18%

-2.36%

Current Drawdown

Current decline from peak

-1.50%

-0.27%

-1.23%

Average Drawdown

Average peak-to-trough decline

-8.32%

-3.39%

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

1.70%

+1.49%

Volatility

DJSC.L vs. IWDA.L - Volatility Comparison

iShares EURO STOXX Small UCITS (DJSC.L) has a higher volatility of 4.08% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.47%. This indicates that DJSC.L's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DJSC.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.47%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

8.85%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

11.62%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.27%

14.49%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

15.51%

+0.77%

DJSC.L vs. IWDA.L - Expense Ratio Comparison

DJSC.L has a 0.40% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.

Dividends

DJSC.L vs. IWDA.L - Dividend Comparison

DJSC.L's dividend yield for the trailing twelve months is around 2.78%, while IWDA.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DJSC.L
iShares EURO STOXX Small UCITS		2.78%3.43%3.20%2.56%2.52%1.76%1.33%2.36%2.77%2.04%2.44%2.89%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DJSC.L and IWDA.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.40% for DJSC.L.

DJSC.L is categorized as Europe Equities, while IWDA.L is Global Equities. DJSC.L tracks MSCI EMU SMID NR EUR, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.40% for DJSC.L and 0.20% for IWDA.L.

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