DJSC.L vs. VWRL.L
Compare and contrast key facts about iShares EURO STOXX Small UCITS (DJSC.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L).
DJSC.L and VWRL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJSC.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU SMID NR EUR. It was launched on Oct 29, 2004. VWRL.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both DJSC.L and VWRL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DJSC.L or VWRL.L.
Key characteristics
| DJSC.L | VWRL.L | |
|---|---|---|
| YTD Return | -5.43% | 14.22% |
| 1Y Return | 5.31% | 21.64% |
| 3Y Return (Ann) | -2.98% | 6.87% |
| 5Y Return (Ann) | 4.75% | 11.11% |
| 10Y Return (Ann) | 8.36% | 11.94% |
| Sharpe Ratio | 0.39 | 2.33 |
| Sortino Ratio | 0.64 | 3.20 |
| Omega Ratio | 1.07 | 1.44 |
| Calmar Ratio | 0.39 | 3.58 |
| Martin Ratio | 0.98 | 16.22 |
| Ulcer Index | 5.44% | 1.35% |
| Daily Std Dev | 13.63% | 9.36% |
| Max Drawdown | -49.81% | -24.98% |
| Current Drawdown | -8.92% | -1.65% |
Correlation
The correlation between DJSC.L and VWRL.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DJSC.L vs. VWRL.L - Performance Comparison
In the year-to-date period, DJSC.L achieves a -5.43% return, which is significantly lower than VWRL.L's 14.22% return. Over the past 10 years, DJSC.L has underperformed VWRL.L with an annualized return of 8.36%, while VWRL.L has yielded a comparatively higher 11.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DJSC.L vs. VWRL.L - Expense Ratio Comparison
DJSC.L has a 0.40% expense ratio, which is higher than VWRL.L's 0.22% expense ratio.
Risk-Adjusted Performance
DJSC.L vs. VWRL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS (DJSC.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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.
Dividends
DJSC.L vs. VWRL.L - Dividend Comparison
DJSC.L's dividend yield for the trailing twelve months is around 3.18%, more than VWRL.L's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJSC.L iShares EURO STOXX Small UCITS | 3.18% | 2.56% | 2.52% | 1.76% | 1.33% | 2.36% | 2.77% | 2.04% | 2.44% | 2.89% | 3.61% | 2.44% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.17% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% | 1.95% |
Drawdowns
DJSC.L vs. VWRL.L - Drawdown Comparison
The maximum DJSC.L drawdown since its inception was -49.81%, which is greater than VWRL.L's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for DJSC.L and VWRL.L. For additional features, visit the drawdowns tool.
Volatility
DJSC.L vs. VWRL.L - Volatility Comparison
iShares EURO STOXX Small UCITS (DJSC.L) has a higher volatility of 2.80% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 2.15%. This indicates that DJSC.L's price experiences larger fluctuations and is considered to be riskier than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.