IDJG.AS vs. EUEA.AS
Compare and contrast key facts about iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) and iShares EURO STOXX 50 UCITS ETF (EUEA.AS).
IDJG.AS and EUEA.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. 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. Both IDJG.AS and EUEA.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: IDJG.AS or EUEA.AS.
Key characteristics
| IDJG.AS | EUEA.AS | |
|---|---|---|
| YTD Return | 6.55% | 6.26% |
| 1Y Return | 11.93% | 12.01% |
| 3Y Return (Ann) | 1.64% | 5.23% |
| 5Y Return (Ann) | 7.61% | 7.50% |
| 10Y Return (Ann) | 8.52% | 7.40% |
| Sharpe Ratio | 0.75 | 0.82 |
| Sortino Ratio | 1.13 | 1.21 |
| Omega Ratio | 1.14 | 1.15 |
| Calmar Ratio | 0.97 | 1.10 |
| Martin Ratio | 2.60 | 3.32 |
| Ulcer Index | 4.53% | 3.25% |
| Daily Std Dev | 15.74% | 13.17% |
| Max Drawdown | -56.97% | -61.19% |
| Current Drawdown | -8.80% | -7.60% |
Correlation
The correlation between IDJG.AS and EUEA.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
IDJG.AS vs. EUEA.AS - Performance Comparison
The year-to-date returns for both stocks are quite close, with IDJG.AS having a 6.55% return and EUEA.AS slightly lower at 6.26%. Over the past 10 years, IDJG.AS has outperformed EUEA.AS with an annualized return of 8.52%, while EUEA.AS has yielded a comparatively lower 7.40% 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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IDJG.AS vs. EUEA.AS - Expense Ratio Comparison
IDJG.AS has a 0.40% expense ratio, which is higher than EUEA.AS's 0.10% expense ratio.
Risk-Adjusted Performance
IDJG.AS vs. EUEA.AS - Risk-Adjusted Performance 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 50 UCITS ETF (EUEA.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
IDJG.AS vs. EUEA.AS - Dividend Comparison
IDJG.AS's dividend yield for the trailing twelve months is around 1.02%, less than EUEA.AS's 1.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDJG.AS iShares Euro Total Market Growth Large UCITS ETF | 1.02% | 0.94% | 1.00% | 0.55% | 0.99% | 1.39% | 1.55% | 1.57% | 1.80% | 1.72% | 2.10% | 1.73% |
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 1.75% | 3.03% | 2.94% | 2.06% | 2.17% | 3.09% | 3.66% | 2.84% | 3.39% | 2.96% | 2.86% | 2.51% |
Drawdowns
IDJG.AS vs. EUEA.AS - Drawdown Comparison
The maximum IDJG.AS drawdown since its inception was -56.97%, smaller than the maximum EUEA.AS drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for IDJG.AS and EUEA.AS. For additional features, visit the drawdowns tool.
Volatility
IDJG.AS vs. EUEA.AS - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a higher volatility of 6.08% compared to iShares EURO STOXX 50 UCITS ETF (EUEA.AS) at 5.73%. This indicates that IDJG.AS's price experiences larger fluctuations and is considered to be riskier than EUEA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.