IDJG.L vs. MMS.L

Last updated Jun 5, 2026

IDJG.L (iShares EURO Total Market Growth Large UCITS) and MMS.L (Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist) are both Europe Equities funds - IDJG.L tracks the MSCI EMU NR EUR while MMS.L tracks the MSCI EMU Small Cap NR EUR. Both are passively managed. Both charge a 0.40% expense ratio.

Performance

IDJG.L vs. MMS.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 Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

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%

MMS.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024
IDJG.L iShares EURO Total Market Growth Large UCITS	10.35%	16.31%	-4.14%
MMS.L Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist	0.00%	0.00%	0.00%

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

Sectors	IDJG.L	MMS.L
Industrials	33.5%	21.8%
Technology	32.9%	10.3%
Consumer Cyclical	11.9%	10.9%
Financial Services	4.9%	16.9%
Utilities	4.4%	3.4%
Healthcare	4.4%	7.7%
Basic Materials	4.3%	5.9%
Consumer Defensive	3.1%	1.7%
Communication Services	0.7%	3.0%
Energy	-	5.6%
Real Estate	-	12.8%

Return for Risk

IDJG.L vs. MMS.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

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. MMS.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 Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.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	MMS.L	Difference
Sharpe ratio: Return per unit of total volatility	0.99	—	—
Sortino ratio: Return per unit of downside risk	1.56	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.31	—	—
Martin ratio: Return relative to average drawdown	4.45	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IDJG.L	MMS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
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	—	—

Drawdowns

Drawdown Indicators

	IDJG.L	MMS.L	Difference
Max Drawdown Largest peak-to-trough decline	-45.75%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.27%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.15%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-27.21%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-7.90%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.91%	—	—

Volatility

Volatility by Period

	IDJG.L	MMS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.77%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.58%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.20%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.95%	—	—

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

Both IDJG.L and MMS.L have an expense ratio of 0.40%.

Dividends

IDJG.L vs. MMS.L - Dividend Comparison

IDJG.L's dividend yield for the trailing twelve months is around 1.07%, while MMS.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%
MMS.L Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist	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

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

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

IDJG.L and MMS.L have the same expense ratio: 0.40% per year.

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

IDJG.L tracks MSCI EMU NR EUR, while MMS.L tracks MSCI EMU Small Cap NR EUR. They also come from different issuers: iShares and Amundi.