IDJG.AS vs. DJMC.AS

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) and iShares EURO STOXX Mid UCITS ETF (DJMC.AS).

IDJG.AS and DJMC.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DJMC.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU SMID NR EUR. It was launched on Oct 29, 2004. Both IDJG.AS and DJMC.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.

Performance

IDJG.AS vs. DJMC.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 EURO STOXX Mid UCITS ETF (DJMC.AS). The values are adjusted to include any dividend payments, if applicable.

IDJG.AS vs. DJMC.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	-2.32%	10.86%	10.46%	20.59%	-17.31%	26.89%	6.04%	34.28%	-10.77%	12.45%
DJMC.AS iShares EURO STOXX Mid UCITS ETF	3.08%	24.35%	8.45%	10.46%	-14.94%	16.39%	2.11%	23.40%	-11.44%	18.28%

Returns By Period

In the year-to-date period, IDJG.AS achieves a -2.32% return, which is significantly lower than DJMC.AS's 3.08% return. Both investments have delivered pretty close results over the past 10 years, with IDJG.AS having a 8.89% annualized return and DJMC.AS not far behind at 8.64%.

IDJG.AS

• 1D: 3.90%
• 1M: -5.86%
• YTD: -2.32%
• 6M: -1.43%
• 1Y: 5.03%
• 3Y*: 7.47%
• 5Y*: 6.95%
• 10Y*: 8.89%

DJMC.AS

• 1D: 2.78%
• 1M: -2.55%
• YTD: 3.08%
• 6M: 7.94%
• 1Y: 19.09%
• 3Y*: 12.75%
• 5Y*: 6.90%
• 10Y*: 8.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

IDJG.AS

iShares Euro Total Market Growth Large UCITS ETF

DJMC.AS

iShares EURO STOXX Mid UCITS ETF

Return for Risk

IDJG.AS vs. DJMC.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: 25
IDJG.AS Sharpe Ratio Rank: 18
IDJG.AS Sortino Ratio Rank: 18
IDJG.AS Omega Ratio Rank: 18
IDJG.AS Calmar Ratio Rank: 37
IDJG.AS Martin Ratio Rank: 37

DJMC.AS

DJMC.AS Risk / Return Rank: 72
DJMC.AS Sharpe Ratio Rank: 69
DJMC.AS Sortino Ratio Rank: 62
DJMC.AS Omega Ratio Rank: 67
DJMC.AS Calmar Ratio Rank: 83
DJMC.AS Martin Ratio Rank: 77

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. DJMC.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 EURO STOXX Mid UCITS ETF (DJMC.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	DJMC.AS	Difference
Sharpe ratio Return per unit of total volatility	0.26	1.28	-1.02
Sortino ratio Return per unit of downside risk	0.49	1.68	-1.19
Omega ratio Gain probability vs. loss probability	1.06	1.26	-0.20
Calmar ratio Return relative to maximum drawdown	1.08	2.68	-1.59
Martin ratio Return relative to average drawdown	3.78	9.04	-5.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IDJG.AS Sharpe Ratio is 0.26, which is lower than the DJMC.AS Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of IDJG.AS and DJMC.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDJG.AS	DJMC.AS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.26	1.28	-1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.45	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.52	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.38	-0.04

Correlation

The correlation between IDJG.AS and DJMC.AS is 0.72, 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.

Dividends

IDJG.AS vs. DJMC.AS - Dividend Comparison

IDJG.AS's dividend yield for the trailing twelve months is around 1.23%, less than DJMC.AS's 3.07% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDJG.AS iShares Euro Total Market Growth Large UCITS ETF	1.23%	1.04%	0.97%	0.94%	1.00%	0.55%	0.99%	1.39%	1.55%	1.57%	1.80%	1.72%
DJMC.AS iShares EURO STOXX Mid UCITS ETF	3.07%	3.20%	3.37%	2.55%	2.40%	1.76%	1.45%	2.55%	2.97%	2.18%	2.22%	2.03%

Drawdowns

IDJG.AS vs. DJMC.AS - Drawdown Comparison

The maximum IDJG.AS drawdown since its inception was -56.97%, roughly equal to the maximum DJMC.AS drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for IDJG.AS and DJMC.AS.

Drawdown Indicators

	IDJG.AS	DJMC.AS	Difference
Max Drawdown Largest peak-to-trough decline	-56.97%	-59.52%	+2.55%
Max Drawdown (1Y) Largest decline over 1 year	-12.76%	-11.08%	-1.68%
Max Drawdown (5Y) Largest decline over 5 years	-28.00%	-27.41%	-0.59%
Max Drawdown (10Y) Largest decline over 10 years	-34.50%	-39.05%	+4.55%
Current Drawdown Current decline from peak	-8.62%	-3.88%	-4.74%
Average Drawdown Average peak-to-trough decline	-11.44%	-13.30%	+1.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	2.39%	+1.27%

Volatility

IDJG.AS vs. DJMC.AS - Volatility Comparison

iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a higher volatility of 8.07% compared to iShares EURO STOXX Mid UCITS ETF (DJMC.AS) at 5.76%. This indicates that IDJG.AS's price experiences larger fluctuations and is considered to be riskier than DJMC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDJG.AS	DJMC.AS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.07%	5.76%	+2.31%
Volatility (6M) Calculated over the trailing 6-month period	12.98%	9.16%	+3.82%
Volatility (1Y) Calculated over the trailing 1-year period	19.32%	14.84%	+4.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.21%	15.48%	+3.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.58%	16.49%	+2.09%