IDJG.AS vs. VEUR.AS
IDJG.AS (iShares Euro Total Market Growth Large UCITS ETF) and VEUR.AS (Vanguard FTSE Developed Europe UCITS ETF) are both Europe Equities funds - IDJG.AS tracks the MSCI EMU NR EUR while VEUR.AS tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, IDJG.AS returned 10.03%/yr vs 9.23%/yr for VEUR.AS. Their correlation of 0.88 suggests significant overlap in exposure. IDJG.AS charges 0.40%/yr vs 0.10%/yr for VEUR.AS.
Performance
IDJG.AS vs. VEUR.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 VEUR.AS's 7.16% return. Over the past 10 years, IDJG.AS has outperformed VEUR.AS with an annualized return of 10.03%, while VEUR.AS has yielded a comparatively lower 9.23% 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%
VEUR.AS
- 1D
- 0.57%
- 1M
- 3.20%
- YTD
- 7.16%
- 6M
- 9.88%
- 1Y
- 16.32%
- 3Y*
- 14.06%
- 5Y*
- 9.93%
- 10Y*
- 9.23%
IDJG.AS vs. VEUR.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% |
VEUR.AS Vanguard FTSE Developed Europe UCITS ETF | 7.16% | 19.69% | 10.27% | 16.15% | -10.11% | 25.55% | -2.72% | 25.95% | -10.04% | 10.80% |
Correlation
The correlation between IDJG.AS and VEUR.AS is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 22, 2013 | 0.88 |
The correlation between IDJG.AS and VEUR.AS has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.
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Return for Risk
IDJG.AS vs. VEUR.AS — Risk / Return Rank
IDJG.AS
VEUR.AS
IDJG.AS vs. VEUR.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 Vanguard FTSE Developed Europe UCITS ETF (VEUR.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 | VEUR.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.68 | -0.56 |
| Martin ratioReturn relative to average drawdown | 3.68 | 6.34 | -2.66 |
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 | VEUR.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.26 | -0.50 |
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 | 0.59 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.53 | -0.15 |
Drawdowns
IDJG.AS vs. VEUR.AS - Drawdown Comparison
The maximum IDJG.AS drawdown since its inception was -56.97%, which is greater than VEUR.AS's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for IDJG.AS and VEUR.AS.
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Drawdown Indicators
| IDJG.AS | VEUR.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.97% | -35.63% | -21.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -9.59% | -3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -20.09% | -16.41% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -28.00% | -20.19% | -7.81% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -35.63% | +1.13% |
Current DrawdownCurrent decline from peak | 0.00% | -1.62% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -11.36% | -5.29% | -6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 2.55% | +1.33% |
Volatility
IDJG.AS vs. VEUR.AS - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a higher volatility of 6.33% compared to Vanguard FTSE Developed Europe UCITS ETF (VEUR.AS) at 4.38%. This indicates that IDJG.AS's price experiences larger fluctuations and is considered to be riskier than VEUR.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 | VEUR.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 4.38% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 10.62% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 12.81% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 14.22% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 15.51% | +3.28% |
IDJG.AS vs. VEUR.AS - Expense Ratio Comparison
IDJG.AS has a 0.40% expense ratio, which is higher than VEUR.AS's 0.10% expense ratio.
Dividends
IDJG.AS vs. VEUR.AS - Dividend Comparison
IDJG.AS's dividend yield for the trailing twelve months is around 1.08%, less than VEUR.AS's 2.60% 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% |
VEUR.AS Vanguard FTSE Developed Europe UCITS ETF | 2.60% | 2.79% | 3.04% | 3.00% | 3.32% | 2.66% | 2.24% | 3.24% | 3.62% | 3.05% | 3.19% | 3.10% |
Frequently Asked Questions
IDJG.AS and VEUR.AS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VEUR.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEUR.AS is cheaper with a 0.10% expense ratio, compared with 0.40% for IDJG.AS.
IDJG.AS tracks MSCI EMU NR EUR, while VEUR.AS tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IDJG.AS and 0.10% for VEUR.AS.
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