PortfoliosLab logoPortfoliosLab logo
IDJG.AS vs. DFND.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDJG.AS vs. DFND.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) and iShares Global Aerospace & Defence UCITS ETF (DFND.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period


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%

DFND.AS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
IDJG.AS
iShares Euro Total Market Growth Large UCITS ETF
11.17%10.86%0.29%
DFND.AS
iShares Global Aerospace & Defence UCITS ETF
0.00%0.00%19.34%

Correlation

The correlation between IDJG.AS and DFND.AS is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 19, 2024

0.19

Compare stocks, funds, or ETFs

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


Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDJG.AS
IDJG.AS Risk / Return Rank: 2424
Overall Rank
IDJG.AS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IDJG.AS Sortino Ratio Rank: 2424
Sortino Ratio Rank
IDJG.AS Omega Ratio Rank: 2323
Omega Ratio Rank
IDJG.AS Calmar Ratio Rank: 2424
Calmar Ratio Rank
IDJG.AS Martin Ratio Rank: 2727
Martin Ratio Rank

DFND.AS
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.

IDJG.AS vs. DFND.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 Global Aerospace & Defence UCITS ETF (DFND.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.ASDFND.ASDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.12

Martin ratioReturn relative to average drawdown

3.68

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


Loading charts...

Sharpe Ratios by Period


IDJG.ASDFND.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Drawdowns

IDJG.AS vs. DFND.AS - Drawdown Comparison


Loading charts...

Drawdown Indicators


IDJG.ASDFND.ASDifference

Max Drawdown

Largest peak-to-trough decline

-56.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

Max Drawdown (3Y)

Largest decline over 3 years

-20.09%

Max Drawdown (5Y)

Largest decline over 5 years

-28.00%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

Volatility

IDJG.AS vs. DFND.AS - Volatility Comparison


Loading charts...

Volatility by Period


IDJG.ASDFND.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

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

IDJG.AS has a 0.40% expense ratio, which is higher than DFND.AS's 0.35% expense ratio.


Dividends

IDJG.AS vs. DFND.AS - Dividend Comparison

IDJG.AS's dividend yield for the trailing twelve months is around 1.08%, while DFND.AS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DFND.AS
iShares Global Aerospace & Defence 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
1.08%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


IDJG.AS and DFND.AS have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DFND.AS is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFND.AS is cheaper with a 0.35% expense ratio, compared with 0.40% for IDJG.AS.

IDJG.AS is categorized as Europe Equities, while DFND.AS is Industrials Equities. IDJG.AS tracks MSCI EMU NR EUR, while DFND.AS tracks S&P Developed BMI Select Aerospace & Defense 35/20 Capped Index NR. Their fees differ too: 0.40% for IDJG.AS and 0.35% for DFND.AS.

Portfolio Optimizer

Find the right allocation for IDJG.AS and DFND.AS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer