IDJG.AS vs. IWRD.AS
IDJG.AS (iShares Euro Total Market Growth Large UCITS ETF) and IWRD.AS (iShares MSCI World UCITS ETF) are both exchange-traded funds - IDJG.AS is a Europe Equities fund tracking the MSCI EMU NR EUR, while IWRD.AS is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IDJG.AS returned 10.03%/yr vs 12.50%/yr for IWRD.AS. A 0.67 correlation means they provide meaningful diversification when combined. IDJG.AS charges 0.40%/yr vs 0.50%/yr for IWRD.AS.
Performance
IDJG.AS vs. IWRD.AS - Performance Comparison
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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 IWRD.AS slightly lower at 10.92%. Over the past 10 years, IDJG.AS has underperformed IWRD.AS with an annualized return of 10.03%, while IWRD.AS has yielded a comparatively higher 12.50% 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%
IWRD.AS
- 1D
- -0.08%
- 1M
- 4.72%
- YTD
- 10.92%
- 6M
- 11.18%
- 1Y
- 23.48%
- 3Y*
- 17.21%
- 5Y*
- 12.56%
- 10Y*
- 12.50%
IDJG.AS vs. IWRD.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 | 11.17% | 10.86% | 10.46% | 20.59% | -17.31% | 26.89% | 6.04% | 34.28% | -10.77% | 12.45% |
IWRD.AS iShares MSCI World UCITS ETF | 10.92% | 6.83% | 26.78% | 19.68% | -13.85% | 32.06% | 5.87% | 29.11% | -4.38% | 7.51% |
Correlation
The correlation between IDJG.AS and IWRD.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 Dec 7, 2005 | 0.67 |
The correlation between IDJG.AS and IWRD.AS shifts across timeframes, from 0.67 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDJG.AS vs. IWRD.AS — Risk / Return Rank
IDJG.AS
IWRD.AS
IDJG.AS vs. IWRD.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 World UCITS ETF (IWRD.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 | IWRD.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.40 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 3.46 | -2.35 |
| Martin ratioReturn relative to average drawdown | 3.68 | 13.65 | -9.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDJG.AS | IWRD.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 2.11 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.87 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.81 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.50 | -0.13 |
Drawdowns
IDJG.AS vs. IWRD.AS - Drawdown Comparison
The maximum IDJG.AS drawdown since its inception was -56.97%, which is greater than IWRD.AS's maximum drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for IDJG.AS and IWRD.AS.
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Drawdown Indicators
| IDJG.AS | IWRD.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.97% | -52.51% | -4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -6.69% | -6.07% |
Max Drawdown (3Y)Largest decline over 3 years | -20.09% | -21.50% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -28.00% | -21.50% | -6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -33.71% | -0.79% |
Current DrawdownCurrent decline from peak | 0.00% | -0.32% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -11.36% | -8.84% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 1.71% | +2.17% |
Volatility
IDJG.AS vs. IWRD.AS - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a higher volatility of 6.33% compared to iShares MSCI World UCITS ETF (IWRD.AS) at 2.65%. This indicates that IDJG.AS's price experiences larger fluctuations and is considered to be riskier than IWRD.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.AS | IWRD.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 2.65% | +3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 7.72% | +7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 10.98% | +7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 14.14% | +5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 15.16% | +3.63% |
IDJG.AS vs. IWRD.AS - Expense Ratio Comparison
IDJG.AS has a 0.40% expense ratio, which is lower than IWRD.AS's 0.50% expense ratio.
Dividends
IDJG.AS vs. IWRD.AS - Dividend Comparison
IDJG.AS's dividend yield for the trailing twelve months is around 1.08%, more than IWRD.AS's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWRD.AS iShares MSCI World UCITS ETF | 0.85% | 0.95% | 1.05% | 1.32% | 1.49% | 1.01% | 1.21% | 1.62% | 1.84% | 1.67% | 1.70% | 1.80% |
Frequently Asked Questions
IDJG.AS and IWRD.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, IDJG.AS is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDJG.AS is cheaper with a 0.40% expense ratio, compared with 0.50% for IWRD.AS.
IDJG.AS is categorized as Europe Equities, while IWRD.AS is Global Equities. IDJG.AS tracks MSCI EMU NR EUR, while IWRD.AS tracks MSCI ACWI NR USD. Their fees differ too: 0.40% for IDJG.AS and 0.50% for IWRD.AS.
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