IDJG.L vs. IWVG.L

Last updated Jun 5, 2026

IDJG.L (iShares EURO Total Market Growth Large UCITS) and IWVG.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) are both exchange-traded funds - IDJG.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while IWVG.L is a Global Equities fund tracking the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, IDJG.L returned 8.89%/yr vs 16.53%/yr for IWVG.L. A 0.67 correlation means they provide meaningful diversification when combined. IDJG.L charges 0.40%/yr vs 0.30%/yr for IWVG.L.

Performance

IDJG.L vs. IWVG.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 World Value Factor UCITS ETF USD (Dist) (IWVG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IDJG.L is traded in GBp, while IWVG.L is traded in GBP. To make them comparable, the IWVG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDJG.L achieves a 10.35% return, which is significantly lower than IWVG.L's 34.35% 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%

IWVG.L

• 1D: -0.61%
• 1M: 13.03%
• YTD: 34.35%
• 6M: 35.94%
• 1Y: 63.14%
• 3Y*: 25.28%
• 5Y*: 16.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
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%	-8.54%
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)	34.35%	27.50%	5.20%	13.05%	1.04%	21.47%	-6.83%	14.46%	-8.49%

Correlation

The correlation between IDJG.L and IWVG.L is 0.68, 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	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018	0.67

The correlation between IDJG.L and IWVG.L has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

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

Sectors	IDJG.L	IWVG.L
Industrials	33.5%	11.3%
Technology	32.9%	33.9%
Consumer Cyclical	11.9%	7.9%
Financial Services	4.9%	14.8%
Utilities	4.4%	2.5%
Healthcare	4.4%	8.8%
Basic Materials	4.3%	3.0%
Consumer Defensive	3.1%	4.5%
Communication Services	0.7%	7.6%
Energy	-	3.8%
Real Estate	-	1.8%

Return for Risk

IDJG.L vs. IWVG.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: 29
IDJG.L Sharpe Ratio Rank: 28
IDJG.L Sortino Ratio Rank: 29
IDJG.L Omega Ratio Rank: 28
IDJG.L Calmar Ratio Rank: 27
IDJG.L Martin Ratio Rank: 31

IWVG.L

IWVG.L Risk / Return Rank: 96
IWVG.L Sharpe Ratio Rank: 97
IWVG.L Sortino Ratio Rank: 97
IWVG.L Omega Ratio Rank: 97
IWVG.L Calmar Ratio Rank: 96
IWVG.L Martin Ratio Rank: 96

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. IWVG.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 World Value Factor UCITS ETF USD (Dist) (IWVG.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.L	IWVG.L	Difference
Sharpe ratio: Return per unit of total volatility	0.99	4.70	-3.71
Sortino ratio: Return per unit of downside risk	1.56	6.30	-4.75
Omega ratio: Gain probability vs. loss probability	1.19	1.88	-0.70
Calmar ratio: Return relative to maximum drawdown	1.31	8.95	-7.64
Martin ratio: Return relative to average drawdown	4.45	33.30	-28.84
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. IWVG.L - Sharpe Ratio Comparison

The current IDJG.L Sharpe Ratio is 0.99, which is lower than the IWVG.L Sharpe Ratio of 4.70. The chart below compares the historical Sharpe Ratios of IDJG.L and IWVG.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.

Sharpe Ratios by Period

	IDJG.L	IWVG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	4.70	-3.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	1.26	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.73	-0.28

Drawdowns

IDJG.L vs. IWVG.L - Drawdown Comparison

The maximum IDJG.L drawdown since its inception was -45.75%, which is greater than IWVG.L's maximum drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for IDJG.L and IWVG.L.

Drawdown Indicators

	IDJG.L	IWVG.L	Difference
Max Drawdown Largest peak-to-trough decline	-45.75%	-28.07%	-17.68%
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	-7.02%	-6.25%
Max Drawdown (3Y) Largest decline over 3 years	-17.37%	-13.79%	-3.58%
Max Drawdown (5Y) Largest decline over 5 years	-27.15%	-13.79%	-13.36%
Max Drawdown (10Y) Largest decline over 10 years	-27.21%	—	—
Current Drawdown Current decline from peak	0.00%	-0.61%	+0.61%
Average Drawdown Average peak-to-trough decline	-7.90%	-4.31%	-3.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	1.89%	+2.02%

Volatility

IDJG.L vs. IWVG.L - Volatility Comparison

iShares EURO Total Market Growth Large UCITS (IDJG.L) has a higher volatility of 6.05% compared to iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) at 5.50%. This indicates that IDJG.L's price experiences larger fluctuations and is considered to be riskier than IWVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDJG.L	IWVG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	5.50%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	14.77%	10.95%	+3.82%
Volatility (1Y) Calculated over the trailing 1-year period	17.58%	13.37%	+4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.20%	13.07%	+6.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	15.56%	+3.39%

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

IDJG.L has a 0.40% expense ratio, which is higher than IWVG.L's 0.30% expense ratio.

Dividends

IDJG.L vs. IWVG.L - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)	0.00%	0.00%	1.82%	3.23%	3.12%	2.61%	2.37%	2.90%	2.48%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDJG.L and IWVG.L in my portfolio?

IDJG.L and IWVG.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDJG.L or IWVG.L?

On fees, IWVG.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IDJG.L or IWVG.L?

IWVG.L is cheaper with a 0.30% expense ratio, compared with 0.40% for IDJG.L.

What is the main difference between IDJG.L and IWVG.L?

IDJG.L is categorized as Europe Equities, while IWVG.L is Global Equities. IDJG.L tracks MSCI EMU NR EUR, while IWVG.L tracks MSCI ACWI Value NR USD. Their fees differ too: 0.40% for IDJG.L and 0.30% for IWVG.L.