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

EUEA.AS vs. DJSC.AS

Last updated Jun 5, 2026

EUEA.AS (iShares EURO STOXX 50 UCITS ETF) and DJSC.AS (iShares EURO STOXX Small UCITS ETF) are both Europe Equities funds from iShares - EUEA.AS tracks the MSCI EMU NR EUR while DJSC.AS tracks the MSCI EMU SMID NR EUR. Both are passively managed. Over the past 10 years, EUEA.AS returned 10.53%/yr vs 8.67%/yr for DJSC.AS. Their correlation of 0.82 suggests significant overlap in exposure. EUEA.AS charges 0.10%/yr vs 0.40%/yr for DJSC.AS.

Performance

EUEA.AS vs. DJSC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and iShares EURO STOXX Small UCITS ETF (DJSC.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUEA.AS achieves a 7.45% return, which is significantly lower than DJSC.AS's 9.15% return. Over the past 10 years, EUEA.AS has outperformed DJSC.AS with an annualized return of 10.53%, while DJSC.AS has yielded a comparatively lower 8.67% annualized return.

EUEA.AS

1D
0.82%
1M
4.69%
YTD
7.45%
6M
8.63%
1Y
15.80%
3Y*
15.60%
5Y*
11.52%
10Y*
10.53%

DJSC.AS

1D
-0.28%
1M
3.09%
YTD
9.15%
6M
11.86%
1Y
18.07%
3Y*
10.59%
5Y*
5.12%
10Y*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUEA.AS vs. DJSC.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		7.45%21.70%11.49%23.09%-9.29%24.04%-2.55%27.75%-11.10%9.82%
DJSC.AS
iShares EURO STOXX Small UCITS ETF		9.15%21.43%-2.89%12.25%-14.19%21.56%8.54%25.52%-12.83%22.19%

Correlation

The correlation between EUEA.AS and DJSC.AS is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.82

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

0.84

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2005

0.82

The correlation between EUEA.AS and DJSC.AS has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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iShares EURO STOXX 50 UCITS ETF

iShares EURO STOXX Small UCITS ETF

Often compared with EUEA.AS:
EUEA.AS vs. IMAE.ASEUEA.AS vs. IESE.ASEUEA.AS vs. RWREUEA.AS vs. EGRW.LEUEA.AS vs. IDJG.ASEUEA.AS vs. FTAL.LEUEA.AS vs. EUNA.AS
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

Return for Risk

EUEA.AS vs. DJSC.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUEA.AS
EUEA.AS Risk / Return Rank: 3030
Overall Rank
EUEA.AS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EUEA.AS Sortino Ratio Rank: 2929
Sortino Ratio Rank
EUEA.AS Omega Ratio Rank: 2828
Omega Ratio Rank
EUEA.AS Calmar Ratio Rank: 3030
Calmar Ratio Rank
EUEA.AS Martin Ratio Rank: 3333
Martin Ratio Rank
DJSC.AS
DJSC.AS Risk / Return Rank: 3636
Overall Rank
DJSC.AS Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DJSC.AS Sortino Ratio Rank: 3737
Sortino Ratio Rank
DJSC.AS Omega Ratio Rank: 3737
Omega Ratio Rank
DJSC.AS Calmar Ratio Rank: 3232
Calmar Ratio Rank
DJSC.AS Martin Ratio Rank: 3838
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.

EUEA.AS vs. DJSC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and iShares EURO STOXX Small UCITS ETF (DJSC.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.

EUEA.ASDJSC.ASDifference
Sharpe ratioReturn per unit of total volatility
0.99
1.29

-0.30

Sortino ratioReturn per unit of downside risk
1.55
1.88

-0.33

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

1.43

1.54

-0.11

Martin ratioReturn relative to average drawdown

4.86

5.94

-1.08

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

EUEA.AS vs. DJSC.AS - Sharpe Ratio Comparison

The current EUEA.AS Sharpe Ratio is 0.99, which is comparable to the DJSC.AS Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of EUEA.AS and DJSC.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

EUEA.ASDJSC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.29

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.31

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.52

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.37

-0.25

Drawdowns

EUEA.AS vs. DJSC.AS - Drawdown Comparison

The maximum EUEA.AS drawdown since its inception was -62.53%, roughly equal to the maximum DJSC.AS drawdown of -63.04%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and DJSC.AS.

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Drawdown Indicators

EUEA.ASDJSC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-62.53%

-63.04%

+0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.91%

-11.56%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-16.32%

-16.05%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

-28.17%

+4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-38.22%

-35.90%

-2.32%

Current Drawdown

Current decline from peak

-0.49%

-1.37%

+0.88%

Average Drawdown

Average peak-to-trough decline

-24.30%

-13.33%

-10.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.01%

+0.21%

Volatility

EUEA.AS vs. DJSC.AS - Volatility Comparison

iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a higher volatility of 4.91% compared to iShares EURO STOXX Small UCITS ETF (DJSC.AS) at 3.86%. This indicates that EUEA.AS's price experiences larger fluctuations and is considered to be riskier than DJSC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUEA.ASDJSC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

3.86%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

11.74%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

13.87%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

16.21%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

16.35%

+1.76%

EUEA.AS vs. DJSC.AS - Expense Ratio Comparison

EUEA.AS has a 0.10% expense ratio, which is lower than DJSC.AS's 0.40% expense ratio.

Dividends

EUEA.AS vs. DJSC.AS - Dividend Comparison

EUEA.AS's dividend yield for the trailing twelve months is around 2.55%, more than DJSC.AS's 2.40% yield.

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%
EUEA.AS
iShares EURO STOXX 50 UCITS ETF		2.55%2.52%3.01%3.02%2.94%2.05%2.16%3.05%3.67%2.85%3.38%2.96%

Frequently Asked Questions

EUEA.AS and DJSC.AS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUEA.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUEA.AS is cheaper with a 0.10% expense ratio, compared with 0.40% for DJSC.AS.

EUEA.AS tracks MSCI EMU NR EUR, while DJSC.AS tracks MSCI EMU SMID NR EUR. Their fees differ too: 0.10% for EUEA.AS and 0.40% for DJSC.AS.

Portfolio Optimizer

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