IDJG.AS vs. TEET.AS
IDJG.AS (iShares Euro Total Market Growth Large UCITS ETF) and TEET.AS (VanEck Sustainable European Equal Weight UCITS ETF) are both Europe Equities funds - IDJG.AS tracks the MSCI EMU NR EUR while TEET.AS tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, IDJG.AS returned 10.03%/yr vs 9.88%/yr for TEET.AS. Their correlation of 0.84 suggests significant overlap in exposure. IDJG.AS charges 0.40%/yr vs 0.20%/yr for TEET.AS.
Performance
IDJG.AS vs. TEET.AS - Performance Comparison
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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 TEET.AS's 7.30% return. Both investments have delivered pretty close results over the past 10 years, with IDJG.AS having a 10.03% annualized return and TEET.AS not far behind at 9.88%.
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%
TEET.AS
- 1D
- 0.27%
- 1M
- 3.95%
- YTD
- 7.30%
- 6M
- 9.85%
- 1Y
- 16.02%
- 3Y*
- 15.90%
- 5Y*
- 10.62%
- 10Y*
- 9.88%
IDJG.AS vs. TEET.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% |
TEET.AS VanEck Sustainable European Equal Weight UCITS ETF | 7.30% | 20.97% | 12.42% | 19.69% | -12.13% | 27.86% | -2.86% | 23.14% | -8.80% | 10.93% |
Correlation
The correlation between IDJG.AS and TEET.AS is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.84 |
The correlation between IDJG.AS and TEET.AS has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.
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Return for Risk
IDJG.AS vs. TEET.AS — Risk / Return Rank
IDJG.AS
TEET.AS
IDJG.AS vs. TEET.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 VanEck Sustainable European Equal Weight UCITS ETF (TEET.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 | TEET.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.54 | -0.42 |
| Martin ratioReturn relative to average drawdown | 3.68 | 5.75 | -2.07 |
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 | TEET.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.12 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.69 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.58 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.50 | -0.12 |
Drawdowns
IDJG.AS vs. TEET.AS - Drawdown Comparison
The maximum IDJG.AS drawdown since its inception was -56.97%, which is greater than TEET.AS's maximum drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for IDJG.AS and TEET.AS.
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Drawdown Indicators
| IDJG.AS | TEET.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.97% | -37.47% | -19.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -10.30% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -20.09% | -16.91% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -28.00% | -22.84% | -5.16% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -37.47% | +2.97% |
Current DrawdownCurrent decline from peak | 0.00% | -1.39% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -11.36% | -5.91% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 2.76% | +1.12% |
Volatility
IDJG.AS vs. TEET.AS - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a higher volatility of 6.33% compared to VanEck Sustainable European Equal Weight UCITS ETF (TEET.AS) at 4.52%. This indicates that IDJG.AS's price experiences larger fluctuations and is considered to be riskier than TEET.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 | TEET.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 4.52% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 11.81% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 14.16% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 15.18% | +4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 16.71% | +2.08% |
IDJG.AS vs. TEET.AS - Expense Ratio Comparison
IDJG.AS has a 0.40% expense ratio, which is higher than TEET.AS's 0.20% expense ratio.
Dividends
IDJG.AS vs. TEET.AS - Dividend Comparison
IDJG.AS's dividend yield for the trailing twelve months is around 1.08%, less than TEET.AS's 2.69% 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% |
TEET.AS VanEck Sustainable European Equal Weight UCITS ETF | 2.69% | 2.47% | 2.71% | 2.68% | 2.97% | 2.48% | 2.37% | 3.72% | 3.66% | 2.39% | 3.17% | 2.52% |
Frequently Asked Questions
IDJG.AS and TEET.AS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TEET.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TEET.AS is cheaper with a 0.20% expense ratio, compared with 0.40% for IDJG.AS.
IDJG.AS tracks MSCI EMU NR EUR, while TEET.AS tracks MSCI Europe NR EUR. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for IDJG.AS and 0.20% for TEET.AS.
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