EUEA.AS vs. IDJG.AS
Compare and contrast key facts about iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS).
EUEA.AS and IDJG.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUEA.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2000. IDJG.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Nov 4, 2005. Both EUEA.AS and IDJG.AS 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: EUEA.AS or IDJG.AS.
Key characteristics
| EUEA.AS | IDJG.AS | |
|---|---|---|
| YTD Return | 8.47% | 7.78% |
| 1Y Return | 14.76% | 15.66% |
| 3Y Return (Ann) | 7.57% | 2.92% |
| 5Y Return (Ann) | 8.90% | 8.91% |
| 10Y Return (Ann) | 7.10% | 8.37% |
| Sharpe Ratio | 1.25 | 1.11 |
| Daily Std Dev | 12.85% | 15.18% |
| Max Drawdown | -61.19% | -56.97% |
| Current Drawdown | -5.68% | -7.74% |
Correlation
The correlation between EUEA.AS and IDJG.AS is 0.78, 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
EUEA.AS vs. IDJG.AS - Performance Comparison
In the year-to-date period, EUEA.AS achieves a 8.47% return, which is significantly higher than IDJG.AS's 7.78% return. Over the past 10 years, EUEA.AS has underperformed IDJG.AS with an annualized return of 7.10%, while IDJG.AS has yielded a comparatively higher 8.37% 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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EUEA.AS vs. IDJG.AS - Expense Ratio Comparison
EUEA.AS has a 0.10% expense ratio, which is lower than IDJG.AS's 0.40% expense ratio.
Risk-Adjusted Performance
EUEA.AS vs. IDJG.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and iShares Euro Total Market Growth Large UCITS ETF (IDJG.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.
Dividends
EUEA.AS vs. IDJG.AS - Dividend Comparison
EUEA.AS's dividend yield for the trailing twelve months is around 1.71%, more than IDJG.AS's 1.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 1.71% | 3.03% | 2.94% | 2.06% | 2.17% | 3.09% | 3.66% | 2.84% | 3.39% | 2.96% | 2.86% | 2.51% |
IDJG.AS iShares Euro Total Market Growth Large UCITS ETF | 1.01% | 0.94% | 1.00% | 0.55% | 0.99% | 1.39% | 1.55% | 1.57% | 1.80% | 1.72% | 2.10% | 1.73% |
Drawdowns
EUEA.AS vs. IDJG.AS - Drawdown Comparison
The maximum EUEA.AS drawdown since its inception was -61.19%, which is greater than IDJG.AS's maximum drawdown of -56.97%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and IDJG.AS. For additional features, visit the drawdowns tool.
Volatility
EUEA.AS vs. IDJG.AS - Volatility Comparison
The current volatility for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) is 3.99%, while iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a volatility of 4.66%. This indicates that EUEA.AS experiences smaller price fluctuations and is considered to be less risky than IDJG.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.