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IDJG.L vs. IMV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDJG.L vs. IMV.L

Last updated Jun 5, 2026

IDJG.L (iShares EURO Total Market Growth Large UCITS) and IMV.L (iShares Edge MSCI Europe Min Volatility UCITS) are both Europe Equities funds from iShares - IDJG.L tracks the MSCI EMU NR EUR while IMV.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, IDJG.L returned 11.09%/yr vs 7.68%/yr for IMV.L. A 0.75 correlation means they provide meaningful diversification when combined. IDJG.L charges 0.40%/yr vs 0.25%/yr for IMV.L.

Performance

IDJG.L vs. IMV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO Total Market Growth Large UCITS (IDJG.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L). 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.L achieves a 10.35% return, which is significantly higher than IMV.L's 4.72% return. Over the past 10 years, IDJG.L has outperformed IMV.L with an annualized return of 11.09%, while IMV.L has yielded a comparatively lower 7.68% annualized return.

IDJG.L

1D
0.60%
1M
7.80%
YTD
10.35%
6M
10.07%
1Y
17.46%
3Y*
11.45%
5Y*
8.89%
10Y*
11.09%

IMV.L

1D
0.51%
1M
1.21%
YTD
4.72%
6M
5.90%
1Y
8.30%
3Y*
10.49%
5Y*
7.54%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDJG.L vs. IMV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDJG.L
iShares EURO Total Market Growth Large UCITS		10.35%16.31%5.06%18.23%-12.30%18.39%12.16%27.93%-10.56%17.01%
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS		4.72%17.66%6.63%8.56%-7.83%13.68%1.50%16.37%-2.91%13.29%

Correlation

The correlation between IDJG.L and IMV.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.48

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

0.58

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

0.67

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.75

Over the past year, the correlation between IDJG.L and IMV.L has dropped to 0.48 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

IDJG.L vs. IMV.L - Sectors Allocation Comparison

Sectors
IDJG.L
IMV.L

Industrials

33.5%
15.4%

Technology

32.9%
2.8%

Consumer Cyclical

11.9%
3.6%

Financial Services

4.9%
17.9%

Utilities

4.4%
10.2%

Healthcare

4.4%
13.0%

Basic Materials

4.3%
5.6%

Consumer Defensive

3.1%
13.1%

Communication Services

0.7%
9.6%

Energy

-

7.1%

Real Estate

-

1.6%

Industrials

IDJG.L
33.5%
IMV.L
15.4%

Technology

IDJG.L
32.9%
IMV.L
2.8%

Consumer Cyclical

IDJG.L
11.9%
IMV.L
3.6%

Financial Services

IDJG.L
4.9%
IMV.L
17.9%

Utilities

IDJG.L
4.4%
IMV.L
10.2%

Healthcare

IDJG.L
4.4%
IMV.L
13.0%

Basic Materials

IDJG.L
4.3%
IMV.L
5.6%

Consumer Defensive

IDJG.L
3.1%
IMV.L
13.1%

Communication Services

IDJG.L
0.7%
IMV.L
9.6%

Energy

IDJG.L

-

IMV.L
7.1%

Real Estate

IDJG.L

-

IMV.L
1.6%

Compare stocks, funds, or ETFs

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iShares EURO Total Market Growth Large UCITS

iShares Edge MSCI Europe Min Volatility UCITS

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Often compared with IMV.L:
IMV.L vs. MIVO.LIMV.L vs. SPYIMV.L vs. MINV.LIMV.L vs. XDEQ.LIMV.L vs. MVUS.LIMV.L vs. UB06.LIMV.L vs. CSWG.L

Return for Risk

IDJG.L vs. IMV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDJG.L
IDJG.L Risk / Return Rank: 2929
Overall Rank
IDJG.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IDJG.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IDJG.L Omega Ratio Rank: 2828
Omega Ratio Rank
IDJG.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
IDJG.L Martin Ratio Rank: 3131
Martin Ratio Rank
IMV.L
IMV.L Risk / Return Rank: 2424
Overall Rank
IMV.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IMV.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IMV.L Omega Ratio Rank: 2626
Omega Ratio Rank
IMV.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IMV.L Martin Ratio Rank: 2323
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.L vs. IMV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO Total Market Growth Large UCITS (IDJG.L) and iShares Edge MSCI Europe Min Volatility UCITS (IMV.L). 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.LIMV.LDifference
Sharpe ratioReturn per unit of total volatility
0.99
0.91

+0.08

Sortino ratioReturn per unit of downside risk
1.56
1.27

+0.28

Omega ratioGain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratioReturn relative to maximum drawdown

1.31

0.97

+0.34

Martin ratioReturn relative to average drawdown

4.45

2.92

+1.53

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.L vs. IMV.L - Sharpe Ratio Comparison

The current IDJG.L Sharpe Ratio is 0.99, which is comparable to the IMV.L Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IDJG.L and IMV.L, 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.LIMV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.91

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.69

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.62

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.71

-0.27

Drawdowns

IDJG.L vs. IMV.L - Drawdown Comparison

The maximum IDJG.L drawdown since its inception was -45.75%, which is greater than IMV.L's maximum drawdown of -24.48%. Use the drawdown chart below to compare losses from any high point for IDJG.L and IMV.L.

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Drawdown Indicators

IDJG.LIMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.75%

-24.48%

-21.27%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-8.50%

-4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-8.50%

-8.87%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-17.42%

-9.73%

Max Drawdown (10Y)

Largest decline over 10 years

-27.21%

-24.48%

-2.73%

Current Drawdown

Current decline from peak

0.00%

-4.62%

+4.62%

Average Drawdown

Average peak-to-trough decline

-7.90%

-3.57%

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

2.83%

+1.08%

Volatility

IDJG.L vs. IMV.L - Volatility Comparison

iShares EURO Total Market Growth Large UCITS (IDJG.L) has a higher volatility of 6.05% compared to iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) at 2.89%. This indicates that IDJG.L's price experiences larger fluctuations and is considered to be riskier than IMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDJG.LIMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

2.89%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

7.71%

+7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

9.13%

+8.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

10.97%

+8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

12.31%

+6.64%

IDJG.L vs. IMV.L - Expense Ratio Comparison

IDJG.L has a 0.40% expense ratio, which is higher than IMV.L's 0.25% expense ratio.

Dividends

IDJG.L vs. IMV.L - Dividend Comparison

IDJG.L's dividend yield for the trailing twelve months is around 1.07%, while IMV.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDJG.L
iShares EURO Total Market Growth Large UCITS		1.07%1.02%0.99%0.93%0.97%0.56%1.00%1.45%1.53%1.55%1.68%1.67%
IMV.L
iShares Edge MSCI Europe Min Volatility UCITS		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.L and IMV.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMV.L is cheaper with a 0.25% expense ratio, compared with 0.40% for IDJG.L.

IDJG.L tracks MSCI EMU NR EUR, while IMV.L tracks MSCI Europe NR EUR. Their fees differ too: 0.40% for IDJG.L and 0.25% for IMV.L.

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