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

IDJG.AS vs. IWDA.AS

Last updated Jun 5, 2026

IDJG.AS (iShares Euro Total Market Growth Large UCITS ETF) and IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - IDJG.AS is a Europe Equities fund tracking the MSCI EMU NR EUR, while IWDA.AS is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, IDJG.AS returned 10.03%/yr vs 12.81%/yr for IWDA.AS. A 0.73 correlation means they provide meaningful diversification when combined. IDJG.AS charges 0.40%/yr vs 0.20%/yr for IWDA.AS.

Performance

IDJG.AS vs. IWDA.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 Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IDJG.AS having a 11.17% return and IWDA.AS slightly lower at 11.06%. Over the past 10 years, IDJG.AS has underperformed IWDA.AS with an annualized return of 10.03%, while IWDA.AS has yielded a comparatively higher 12.81% 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%

IWDA.AS

1D
-0.03%
1M
4.79%
YTD
11.06%
6M
11.31%
1Y
23.80%
3Y*
17.53%
5Y*
12.88%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDJG.AS vs. IWDA.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%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		11.06%7.08%27.23%19.89%-13.54%32.54%6.20%29.58%-4.16%7.49%

Correlation

The correlation between IDJG.AS and IWDA.AS is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.78

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

0.72

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

0.75

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2009

0.73

The correlation between IDJG.AS and IWDA.AS has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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iShares Euro Total Market Growth Large UCITS ETF

iShares Core MSCI World UCITS ETF USD (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 IWDA.AS:
IWDA.AS vs. CSPX.LIWDA.AS vs. VTIWDA.AS vs. IWQU.LIWDA.AS vs. SWRD.ASIWDA.AS vs. IWVL.LIWDA.AS vs. WEBN.DEIWDA.AS vs. SPYI.DE

Return for Risk

IDJG.AS vs. IWDA.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
IWDA.AS
IWDA.AS Risk / Return Rank: 7171
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6969
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7777
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. IWDA.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 Core MSCI World UCITS ETF USD (Acc) (IWDA.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.ASIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility
0.76
2.15

-1.39

Sortino ratioReturn per unit of downside risk
1.28
3.03

-1.75

Omega ratioGain probability vs. loss probability

1.15

1.41

-0.26

Calmar ratioReturn relative to maximum drawdown

1.12

3.64

-2.52

Martin ratioReturn relative to average drawdown

3.68

14.53

-10.85

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. IWDA.AS - Sharpe Ratio Comparison

The current IDJG.AS Sharpe Ratio is 0.76, which is lower than the IWDA.AS Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of IDJG.AS and IWDA.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.ASIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

2.15

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.90

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.84

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.82

-0.45

Drawdowns

IDJG.AS vs. IWDA.AS - Drawdown Comparison

The maximum IDJG.AS drawdown since its inception was -56.97%, which is greater than IWDA.AS's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IDJG.AS and IWDA.AS.

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Drawdown Indicators

IDJG.ASIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-56.97%

-33.63%

-23.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-6.45%

-6.31%

Max Drawdown (3Y)

Largest decline over 3 years

-20.09%

-21.59%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.00%

-21.59%

-6.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-33.63%

-0.87%

Current Drawdown

Current decline from peak

0.00%

-0.34%

+0.34%

Average Drawdown

Average peak-to-trough decline

-11.36%

-4.25%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

1.63%

+2.25%

Volatility

IDJG.AS vs. IWDA.AS - Volatility Comparison

iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a higher volatility of 6.33% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.62%. This indicates that IDJG.AS's price experiences larger fluctuations and is considered to be riskier than IWDA.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.ASIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

2.62%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

7.61%

+8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

10.90%

+7.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

14.08%

+5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.79%

14.99%

+3.80%

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

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

Dividends

IDJG.AS vs. IWDA.AS - Dividend Comparison

IDJG.AS's dividend yield for the trailing twelve months is around 1.08%, while IWDA.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%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (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 IWDA.AS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

IDJG.AS is categorized as Europe Equities, while IWDA.AS is Global Equities. IDJG.AS tracks MSCI EMU NR EUR, while IWDA.AS tracks MSCI World Index. Their fees differ too: 0.40% for IDJG.AS and 0.20% for IWDA.AS.

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