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ICHN.AS vs. IDJG.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ICHN.AS vs. IDJG.AS

Last updated Jun 4, 2026

ICHN.AS (iShares MSCI China UCITS ETF) and IDJG.AS (iShares Euro Total Market Growth Large UCITS ETF) are both exchange-traded funds - ICHN.AS is a China Equities fund tracking the MSCI China NR USD, while IDJG.AS is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, ICHN.AS returned -5.12%/yr vs 7.61%/yr for IDJG.AS. At a 0.49 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.

Performance

ICHN.AS vs. IDJG.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China UCITS ETF (ICHN.AS) and iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ICHN.AS is traded in USD, while IDJG.AS is traded in EUR. To make them comparable, the IDJG.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ICHN.AS achieves a -6.77% return, which is significantly lower than IDJG.AS's 9.34% return.

ICHN.AS

1D
-2.47%
1M
-2.49%
YTD
-6.77%
6M
-7.98%
1Y
7.08%
3Y*
10.39%
5Y*
-5.12%
10Y*
—

IDJG.AS

1D
-0.69%
1M
8.47%
YTD
9.34%
6M
10.55%
1Y
17.36%
3Y*
13.86%
5Y*
7.61%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICHN.AS vs. IDJG.AS - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ICHN.AS
iShares MSCI China UCITS ETF		-6.77%31.69%18.56%-11.72%-22.52%-22.05%29.63%10.95%
IDJG.AS
iShares Euro Total Market Growth Large UCITS ETF		9.34%25.75%3.62%24.40%-22.28%18.25%15.43%6.96%

Correlation

The correlation between ICHN.AS and IDJG.AS is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.45

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

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2019

0.49

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI China UCITS ETF

iShares Euro Total Market Growth Large UCITS ETF

Often compared with ICHN.AS:
ICHN.AS vs. CNYAICHN.AS vs. IWRD.ASICHN.AS vs. VHYG.LICHN.AS vs. IJPN.LICHN.AS vs. SWRD.LICHN.AS vs. CHIQICHN.AS vs. FLXC.L
Often compared with IDJG.AS:
IDJG.AS vs. EUEA.ASIDJG.AS vs. VOOIDJG.AS vs. SPYIDJG.AS vs. VUAA.DEIDJG.AS vs. DJMC.ASIDJG.AS vs. DJSC.ASIDJG.AS vs. IAEX.AS

Return for Risk

ICHN.AS vs. IDJG.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ICHN.AS
ICHN.AS Risk / Return Rank: 1313
Overall Rank
ICHN.AS Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ICHN.AS Sortino Ratio Rank: 1414
Sortino Ratio Rank
ICHN.AS Omega Ratio Rank: 1313
Omega Ratio Rank
ICHN.AS Calmar Ratio Rank: 1414
Calmar Ratio Rank
ICHN.AS Martin Ratio Rank: 1313
Martin Ratio Rank
IDJG.AS
IDJG.AS Risk / Return Rank: 2525
Overall Rank
IDJG.AS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IDJG.AS Sortino Ratio Rank: 2525
Sortino Ratio Rank
IDJG.AS Omega Ratio Rank: 2424
Omega Ratio Rank
IDJG.AS Calmar Ratio Rank: 2525
Calmar Ratio Rank
IDJG.AS Martin Ratio Rank: 2828
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.

ICHN.AS vs. IDJG.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China UCITS ETF (ICHN.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.

ICHN.ASIDJG.ASDifference
Sharpe ratioReturn per unit of total volatility
0.35
0.85

-0.50

Sortino ratioReturn per unit of downside risk
0.64
1.40

-0.77

Omega ratioGain probability vs. loss probability

1.07

1.16

-0.09

Calmar ratioReturn relative to maximum drawdown

0.41

1.09

-0.68

Martin ratioReturn relative to average drawdown

0.86

3.75

-2.88

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

ICHN.AS vs. IDJG.AS - Sharpe Ratio Comparison

The current ICHN.AS Sharpe Ratio is 0.35, which is lower than the IDJG.AS Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of ICHN.AS and IDJG.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

ICHN.ASIDJG.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.85

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.34

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.49

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.24

-0.18

Drawdowns

ICHN.AS vs. IDJG.AS - Drawdown Comparison

The maximum ICHN.AS drawdown since its inception was -62.67%, roughly equal to the maximum IDJG.AS drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for ICHN.AS and IDJG.AS.

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Drawdown Indicators

ICHN.ASIDJG.ASDifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-63.00%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-16.99%

-15.69%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-25.22%

-19.14%

-6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-56.46%

-39.44%

-17.02%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.44%

—

Current Drawdown

Current decline from peak

-34.97%

-0.69%

-34.28%

Average Drawdown

Average peak-to-trough decline

-33.79%

-14.58%

-19.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

4.59%

+3.56%

Volatility

ICHN.AS vs. IDJG.AS - Volatility Comparison

iShares MSCI China UCITS ETF (ICHN.AS) and iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) have volatilities of 7.91% and 7.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ICHN.ASIDJG.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

7.65%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.75%

17.03%

-2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

20.04%

20.16%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.04%

22.47%

+6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.76%

20.96%

+7.80%

ICHN.AS vs. IDJG.AS - Expense Ratio Comparison

Both ICHN.AS and IDJG.AS have an expense ratio of 0.40%.

Dividends

ICHN.AS vs. IDJG.AS - Dividend Comparison

ICHN.AS has not paid dividends to shareholders, while IDJG.AS's dividend yield for the trailing twelve months is around 1.09%.

PositionTTM20252024202320222021202020192018201720162015
ICHN.AS
iShares MSCI China UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDJG.AS
iShares Euro Total Market Growth Large UCITS ETF		1.09%1.04%0.97%0.94%1.00%0.55%0.99%1.39%1.55%1.57%1.80%1.72%

Frequently Asked Questions

ICHN.AS and IDJG.AS have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ICHN.AS and IDJG.AS have the same expense ratio: 0.40% per year.

ICHN.AS is categorized as China Equities, while IDJG.AS is Europe Equities. ICHN.AS tracks MSCI China NR USD, while IDJG.AS tracks MSCI EMU NR EUR.

Portfolio Optimizer

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