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

IDJG.AS vs. EUNA.AS

Last updated Jun 5, 2026

IDJG.AS (iShares Euro Total Market Growth Large UCITS ETF) and EUNA.AS (iShares STOXX Europe 50 UCITS ETF) are both Europe Equities funds from iShares - IDJG.AS tracks the MSCI EMU NR EUR while EUNA.AS tracks the MSCI Europe NR EUR. Both are passively managed. A 0.72 correlation means they provide meaningful diversification when combined. IDJG.AS charges 0.40%/yr vs 0.35%/yr for EUNA.AS.

Performance

IDJG.AS vs. EUNA.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 STOXX Europe 50 UCITS ETF (EUNA.AS). The values are adjusted to include any dividend payments, if applicable.

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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%

EUNA.AS

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

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

2026 (YTD)202520242023202220212020201920182017
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%
EUNA.AS
iShares STOXX Europe 50 UCITS ETF		0.00%12.22%8.08%15.11%-2.25%26.64%-6.34%26.46%-9.51%9.05%

Correlation

The correlation between IDJG.AS and EUNA.AS is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.72

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

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2005

0.72

Over the past year, the correlation between IDJG.AS and EUNA.AS has dropped to 0.45 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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iShares Euro Total Market Growth Large UCITS ETF

iShares STOXX Europe 50 UCITS ETF

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. ICHN.AS
Often compared with EUNA.AS:
EUNA.AS vs. BNDWEUNA.AS vs. EUNL.DEEUNA.AS vs. EUEA.ASEUNA.AS vs. ^NDXEUNA.AS vs. IXJEUNA.AS vs. VOOGEUNA.AS vs. IVV

Return for Risk

IDJG.AS vs. EUNA.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
EUNA.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. EUNA.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 STOXX Europe 50 UCITS ETF (EUNA.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.ASEUNA.ASDifference
Sharpe ratioReturn per unit of total volatility
0.76

—

—

Sortino ratioReturn per unit of downside risk
1.28

—

—

Omega ratioGain probability vs. loss probability

1.15

—

—

Calmar ratioReturn relative to maximum drawdown

1.12

—

—

Martin ratioReturn relative to average drawdown

3.68

—

—

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. EUNA.AS - Sharpe Ratio Comparison

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Sharpe Ratios by Period

IDJG.ASEUNA.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. EUNA.AS - Drawdown Comparison

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Drawdown Indicators

IDJG.ASEUNA.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. EUNA.AS - Volatility Comparison

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Volatility by Period

IDJG.ASEUNA.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. EUNA.AS - Expense Ratio Comparison

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

Dividends

IDJG.AS vs. EUNA.AS - Dividend Comparison

IDJG.AS's dividend yield for the trailing twelve months is around 1.08%, less than EUNA.AS's 1.21% yield.

PositionTTM20252024202320222021202020192018201720162015
EUNA.AS
iShares STOXX Europe 50 UCITS ETF		1.21%2.52%2.68%2.56%2.62%2.22%2.42%2.96%3.51%3.24%3.29%3.05%
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 EUNA.AS have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

IDJG.AS tracks MSCI EMU NR EUR, while EUNA.AS tracks MSCI Europe NR EUR. Their fees differ too: 0.40% for IDJG.AS and 0.35% for EUNA.AS.

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