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

IDJG.L vs. URTH

Last updated Jun 4, 2026

IDJG.L (iShares EURO Total Market Growth Large UCITS) and URTH (iShares MSCI World ETF) are both exchange-traded funds - IDJG.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while URTH is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 10 years, IDJG.L returned 11.12%/yr vs 14.08%/yr for URTH. At a 0.46 correlation, their price movements are largely independent. IDJG.L charges 0.40%/yr vs 0.24%/yr for URTH.

Performance

IDJG.L vs. URTH - 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 MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDJG.L is traded in GBp, while URTH is traded in USD. To make them comparable, the URTH 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 9.69% return, which is significantly lower than URTH's 10.57% return. Over the past 10 years, IDJG.L has underperformed URTH with an annualized return of 11.12%, while URTH has yielded a comparatively higher 14.08% annualized return.

IDJG.L

1D
-0.41%
1M
6.86%
YTD
9.69%
6M
9.81%
1Y
18.13%
3Y*
10.99%
5Y*
8.76%
10Y*
11.12%

URTH

1D
-0.48%
1M
5.50%
YTD
10.57%
6M
10.30%
1Y
26.94%
3Y*
17.82%
5Y*
13.06%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDJG.L vs. URTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDJG.L
iShares EURO Total Market Growth Large UCITS		9.69%16.31%5.06%18.23%-12.30%18.39%12.16%27.93%-10.56%17.01%
URTH
iShares MSCI World ETF		10.57%12.71%20.73%17.75%-8.21%23.43%12.38%23.27%-3.14%12.31%

Correlation

The correlation between IDJG.L and URTH is 0.52, 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

0.52

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

0.46

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

0.46

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2012

0.46

The correlation between IDJG.L and URTH has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

IDJG.L vs. URTH - Sectors Allocation Comparison

Sectors
IDJG.L
URTH

Industrials

33.5%
11.3%

Technology

32.9%
28.3%

Consumer Cyclical

11.9%
9.3%

Financial Services

4.9%
15.8%

Utilities

4.4%
2.7%

Healthcare

4.4%
8.8%

Basic Materials

4.3%
3.3%

Consumer Defensive

3.1%
5.2%

Communication Services

0.7%
9.3%

Energy

-

4.2%

Real Estate

-

1.9%

Industrials

IDJG.L
33.5%
URTH
11.3%

Technology

IDJG.L
32.9%
URTH
28.3%

Consumer Cyclical

IDJG.L
11.9%
URTH
9.3%

Financial Services

IDJG.L
4.9%
URTH
15.8%

Utilities

IDJG.L
4.4%
URTH
2.7%

Healthcare

IDJG.L
4.4%
URTH
8.8%

Basic Materials

IDJG.L
4.3%
URTH
3.3%

Consumer Defensive

IDJG.L
3.1%
URTH
5.2%

Communication Services

IDJG.L
0.7%
URTH
9.3%

Energy

IDJG.L

-

URTH
4.2%

Real Estate

IDJG.L

-

URTH
1.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares EURO Total Market Growth Large UCITS

iShares MSCI World ETF

Often compared with IDJG.L:
IDJG.L vs. VWRL.ASIDJG.L vs. VEUR.LIDJG.L vs. VOOIDJG.L vs. IWVG.LIDJG.L vs. VWRL.LIDJG.L vs. SMEA.LIDJG.L vs. HDEU.L
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. MWRD.L

Return for Risk

IDJG.L vs. URTH — 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: 3030
Overall Rank
IDJG.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IDJG.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
IDJG.L Omega Ratio Rank: 2929
Omega Ratio Rank
IDJG.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
IDJG.L Martin Ratio Rank: 3232
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 6363
Overall Rank
URTH Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6363
Sortino Ratio Rank
URTH Omega Ratio Rank: 6363
Omega Ratio Rank
URTH Calmar Ratio Rank: 5757
Calmar Ratio Rank
URTH Martin Ratio Rank: 6969
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. URTH - 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 MSCI World ETF (URTH). 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.LURTHDifference
Sharpe ratioReturn per unit of total volatility
1.03
2.46

-1.43

Sortino ratioReturn per unit of downside risk
1.61
3.23

-1.62

Omega ratioGain probability vs. loss probability

1.19

1.46

-0.26

Calmar ratioReturn relative to maximum drawdown

1.36

3.89

-2.53

Martin ratioReturn relative to average drawdown

4.62

16.12

-11.49

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. URTH - Sharpe Ratio Comparison

The current IDJG.L Sharpe Ratio is 1.03, which is lower than the URTH Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of IDJG.L and URTH, 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.LURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.46

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.91

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.85

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.80

-0.35

Drawdowns

IDJG.L vs. URTH - Drawdown Comparison

The maximum IDJG.L drawdown since its inception was -45.75%, which is greater than URTH's maximum drawdown of -27.18%. Use the drawdown chart below to compare losses from any high point for IDJG.L and URTH.

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Drawdown Indicators

IDJG.LURTHDifference

Max Drawdown

Largest peak-to-trough decline

-45.75%

-27.18%

-18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-6.95%

-6.32%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-18.55%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-18.55%

-8.60%

Max Drawdown (10Y)

Largest decline over 10 years

-27.21%

-27.18%

-0.03%

Current Drawdown

Current decline from peak

-0.41%

-0.48%

+0.07%

Average Drawdown

Average peak-to-trough decline

-7.90%

-3.33%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

1.68%

+2.23%

Volatility

IDJG.L vs. URTH - Volatility Comparison

iShares EURO Total Market Growth Large UCITS (IDJG.L) has a higher volatility of 6.07% compared to iShares MSCI World ETF (URTH) at 2.86%. This indicates that IDJG.L's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDJG.LURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

2.86%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

8.17%

+6.59%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

11.03%

+6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

14.42%

+4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

16.68%

+2.28%

IDJG.L vs. URTH - Expense Ratio Comparison

IDJG.L has a 0.40% expense ratio, which is higher than URTH's 0.24% expense ratio.

Dividends

IDJG.L vs. URTH - Dividend Comparison

IDJG.L's dividend yield for the trailing twelve months is around 1.08%, less than URTH's 1.35% yield.

PositionTTM20252024202320222021202020192018201720162015
IDJG.L
iShares EURO Total Market Growth Large UCITS		1.08%1.02%0.99%0.93%0.97%0.56%1.00%1.45%1.53%1.55%1.68%1.67%
URTH
iShares MSCI World ETF		1.35%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

IDJG.L and URTH have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTH is cheaper with a 0.24% expense ratio, compared with 0.40% for IDJG.L.

IDJG.L is categorized as Europe Equities, while URTH is Global Equities. IDJG.L tracks MSCI EMU NR EUR, while URTH tracks MSCI World Index (Net). Their fees differ too: 0.40% for IDJG.L and 0.24% for URTH.

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