IDJG.AS vs. CEMU.AS
IDJG.AS (iShares Euro Total Market Growth Large UCITS ETF) and CEMU.AS (iShares Core MSCI EMU UCITS ETF EUR (Acc)) are both Europe Equities funds from iShares tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, IDJG.AS returned 10.03%/yr vs 10.03%/yr for CEMU.AS. Their correlation of 0.91 suggests significant overlap in exposure. IDJG.AS charges 0.40%/yr vs 0.12%/yr for CEMU.AS.
Performance
IDJG.AS vs. CEMU.AS - Performance Comparison
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Returns By Period
In the year-to-date period, IDJG.AS achieves a 11.17% return, which is significantly higher than CEMU.AS's 8.68% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IDJG.AS at 10.03% and CEMU.AS at 10.03%.
IDJG.AS
- 1D
- 0.46%
- 1M
- 7.49%
- YTD
- 11.17%
- 6M
- 11.08%
- 1Y
- 14.41%
- 3Y*
- 11.32%
- 5Y*
- 8.73%
- 10Y*
- 10.03%
CEMU.AS
- 1D
- 0.60%
- 1M
- 4.75%
- YTD
- 8.68%
- 6M
- 10.69%
- 1Y
- 17.98%
- 3Y*
- 16.12%
- 5Y*
- 10.62%
- 10Y*
- 10.03%
IDJG.AS vs. CEMU.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDJG.AS iShares Euro Total Market Growth Large UCITS ETF | 11.17% | 10.86% | 10.46% | 20.59% | -17.31% | 26.89% | 6.04% | 34.28% | -10.77% | 12.45% |
CEMU.AS iShares Core MSCI EMU UCITS ETF EUR (Acc) | 8.68% | 24.42% | 10.08% | 18.65% | -11.71% | 23.11% | -0.54% | 25.09% | -11.82% | 12.65% |
Correlation
The correlation between IDJG.AS and CEMU.AS is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.91 |
The correlation between IDJG.AS and CEMU.AS has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
IDJG.AS vs. CEMU.AS — Risk / Return Rank
IDJG.AS
CEMU.AS
IDJG.AS vs. CEMU.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) and iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.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.
| IDJG.AS | CEMU.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.74 | -0.63 |
| Martin ratioReturn relative to average drawdown | 3.68 | 6.36 | -2.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDJG.AS | CEMU.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.23 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.65 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.58 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.50 | -0.12 |
Drawdowns
IDJG.AS vs. CEMU.AS - Drawdown Comparison
The maximum IDJG.AS drawdown since its inception was -56.97%, which is greater than CEMU.AS's maximum drawdown of -38.38%. Use the drawdown chart below to compare losses from any high point for IDJG.AS and CEMU.AS.
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Drawdown Indicators
| IDJG.AS | CEMU.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.97% | -38.38% | -18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -10.17% | -2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -20.09% | -15.40% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -28.00% | -24.51% | -3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -38.38% | +3.88% |
Current DrawdownCurrent decline from peak | 0.00% | -0.56% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -11.36% | -6.24% | -5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 2.79% | +1.09% |
Volatility
IDJG.AS vs. CEMU.AS - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a higher volatility of 6.33% compared to iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEMU.AS) at 4.60%. This indicates that IDJG.AS's price experiences larger fluctuations and is considered to be riskier than CEMU.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDJG.AS | CEMU.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 4.60% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 11.95% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 14.49% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 16.16% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 17.08% | +1.71% |
IDJG.AS vs. CEMU.AS - Expense Ratio Comparison
IDJG.AS has a 0.40% expense ratio, which is higher than CEMU.AS's 0.12% expense ratio.
Dividends
IDJG.AS vs. CEMU.AS - Dividend Comparison
IDJG.AS's dividend yield for the trailing twelve months is around 1.08%, while CEMU.AS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMU.AS iShares Core MSCI EMU UCITS ETF EUR (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% |
IDJG.AS iShares Euro Total Market Growth Large UCITS ETF | 1.08% | 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
With a correlation of 0.93, IDJG.AS and CEMU.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, CEMU.AS is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CEMU.AS is cheaper with a 0.12% expense ratio, compared with 0.40% for IDJG.AS.
Both ETFs track MSCI EMU NR EUR. Their fees differ too: 0.40% for IDJG.AS and 0.12% for CEMU.AS.
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