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

IDJG.AS vs. IESE.AS

Last updated Jun 5, 2026

IDJG.AS (iShares Euro Total Market Growth Large UCITS ETF) and IESE.AS (iShares MSCI Europe SRI UCITS ETF EUR (Acc)) are both Europe Equities funds from iShares - IDJG.AS tracks the MSCI EMU NR EUR while IESE.AS tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, IDJG.AS returned 10.03%/yr vs 7.87%/yr for IESE.AS. Their correlation of 0.81 suggests significant overlap in exposure. IDJG.AS charges 0.40%/yr vs 0.20%/yr for IESE.AS.

Performance

IDJG.AS vs. IESE.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 MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS). The values are adjusted to include any dividend payments, if applicable.

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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 IESE.AS's 7.16% return. Over the past 10 years, IDJG.AS has outperformed IESE.AS with an annualized return of 10.03%, while IESE.AS has yielded a comparatively lower 7.87% annualized return.

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%

IESE.AS

1D
0.85%
1M
3.61%
YTD
7.16%
6M
8.48%
1Y
5.39%
3Y*
7.02%
5Y*
5.38%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDJG.AS vs. IESE.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%
IESE.AS
iShares MSCI Europe SRI UCITS ETF EUR (Acc)		7.16%2.40%6.46%16.38%-14.87%27.26%3.74%29.04%-6.71%11.41%

Correlation

The correlation between IDJG.AS and IESE.AS is 0.86, 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

0.86

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

0.87

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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2011

0.81

The correlation between IDJG.AS and IESE.AS has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

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iShares Euro Total Market Growth Large UCITS ETF

iShares MSCI Europe SRI UCITS ETF EUR (Acc)

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 IESE.AS:
IESE.AS vs. EUEA.ASIESE.AS vs. VWCE.DEIESE.AS vs. 2B7K.DEIESE.AS vs. EUMD.LIESE.AS vs. VTIESE.AS vs. IWDA.ASIESE.AS vs. VGEU.DE

Return for Risk

IDJG.AS vs. IESE.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
IESE.AS
IESE.AS Risk / Return Rank: 1515
Overall Rank
IESE.AS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IESE.AS Sortino Ratio Rank: 1515
Sortino Ratio Rank
IESE.AS Omega Ratio Rank: 1515
Omega Ratio Rank
IESE.AS Calmar Ratio Rank: 1616
Calmar Ratio Rank
IESE.AS Martin Ratio Rank: 1616
Martin Ratio Rank
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. IESE.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 MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.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.ASIESE.ASDifference
Sharpe ratioReturn per unit of total volatility
0.76
0.40

+0.37

Sortino ratioReturn per unit of downside risk
1.28
0.67

+0.61

Omega ratioGain probability vs. loss probability

1.15

1.08

+0.07

Calmar ratioReturn relative to maximum drawdown

1.12

0.53

+0.59

Martin ratioReturn relative to average drawdown

3.68

1.40

+2.28

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. IESE.AS - Sharpe Ratio Comparison

The current IDJG.AS Sharpe Ratio is 0.76, which is higher than the IESE.AS Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IDJG.AS and IESE.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IDJG.ASIESE.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.40

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.37

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.51

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.51

-0.13

Drawdowns

IDJG.AS vs. IESE.AS - Drawdown Comparison

The maximum IDJG.AS drawdown since its inception was -56.97%, which is greater than IESE.AS's maximum drawdown of -33.34%. Use the drawdown chart below to compare losses from any high point for IDJG.AS and IESE.AS.

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Drawdown Indicators

IDJG.ASIESE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-56.97%

-33.34%

-23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-10.05%

-2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-20.09%

-15.79%

-4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-28.00%

-23.66%

-4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-33.34%

-1.16%

Current Drawdown

Current decline from peak

0.00%

-1.05%

+1.05%

Average Drawdown

Average peak-to-trough decline

-11.36%

-6.13%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

3.84%

+0.04%

Volatility

IDJG.AS vs. IESE.AS - Volatility Comparison

iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a higher volatility of 6.33% compared to iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) at 4.41%. This indicates that IDJG.AS's price experiences larger fluctuations and is considered to be riskier than IESE.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.ASIESE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

4.41%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

10.88%

+4.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

13.42%

+5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

14.49%

+5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

15.29%

+3.50%

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

IDJG.AS has a 0.40% expense ratio, which is higher than IESE.AS's 0.20% expense ratio.

Dividends

IDJG.AS vs. IESE.AS - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
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%
IESE.AS
iShares MSCI Europe SRI 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%

Frequently Asked Questions

IDJG.AS and IESE.AS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESE.AS is cheaper with a 0.20% expense ratio, compared with 0.40% for IDJG.AS.

IDJG.AS tracks MSCI EMU NR EUR, while IESE.AS tracks MSCI Europe NR EUR. Their fees differ too: 0.40% for IDJG.AS and 0.20% for IESE.AS.

Portfolio Optimizer

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