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IDJG.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDJG.L and VOO is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

IDJG.L vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.46%
9.81%
IDJG.L
VOO

Key characteristics

Sharpe Ratio

IDJG.L:

0.64

VOO:

1.92

Sortino Ratio

IDJG.L:

1.01

VOO:

2.58

Omega Ratio

IDJG.L:

1.12

VOO:

1.35

Calmar Ratio

IDJG.L:

0.89

VOO:

2.88

Martin Ratio

IDJG.L:

1.79

VOO:

12.03

Ulcer Index

IDJG.L:

5.79%

VOO:

2.02%

Daily Std Dev

IDJG.L:

16.05%

VOO:

12.69%

Max Drawdown

IDJG.L:

-45.75%

VOO:

-33.99%

Current Drawdown

IDJG.L:

-0.25%

VOO:

0.00%

Returns By Period

In the year-to-date period, IDJG.L achieves a 12.75% return, which is significantly higher than VOO's 4.36% return. Over the past 10 years, IDJG.L has underperformed VOO with an annualized return of 10.94%, while VOO has yielded a comparatively higher 13.28% annualized return.


IDJG.L

YTD

12.75%

1M

5.44%

6M

10.22%

1Y

10.14%

5Y*

10.09%

10Y*

10.94%

VOO

YTD

4.36%

1M

2.34%

6M

10.20%

1Y

24.11%

5Y*

14.50%

10Y*

13.28%

*Annualized

Compare stocks, funds, or ETFs

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


IDJG.L vs. VOO - Expense Ratio Comparison

IDJG.L has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.


IDJG.L
iShares EURO Total Market Growth Large UCITS
Expense ratio chart for IDJG.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IDJG.L vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDJG.L
The Risk-Adjusted Performance Rank of IDJG.L is 2323
Overall Rank
The Sharpe Ratio Rank of IDJG.L is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of IDJG.L is 2121
Sortino Ratio Rank
The Omega Ratio Rank of IDJG.L is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IDJG.L is 3737
Calmar Ratio Rank
The Martin Ratio Rank of IDJG.L is 1919
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDJG.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO Total Market Growth Large UCITS (IDJG.L) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for IDJG.L, currently valued at 0.39, compared to the broader market0.002.004.000.391.81
The chart of Sortino ratio for IDJG.L, currently valued at 0.67, compared to the broader market0.005.0010.000.672.42
The chart of Omega ratio for IDJG.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.34
The chart of Calmar ratio for IDJG.L, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.000.562.66
The chart of Martin ratio for IDJG.L, currently valued at 1.21, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.2111.10
IDJG.L
VOO

The current IDJG.L Sharpe Ratio is 0.64, which is lower than the VOO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of IDJG.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.39
1.81
IDJG.L
VOO

Dividends

IDJG.L vs. VOO - Dividend Comparison

IDJG.L's dividend yield for the trailing twelve months is around 0.88%, less than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
IDJG.L
iShares EURO Total Market Growth Large UCITS
0.88%0.99%0.93%0.97%0.56%1.00%1.45%1.53%1.55%1.68%1.67%2.15%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IDJG.L vs. VOO - Drawdown Comparison

The maximum IDJG.L drawdown since its inception was -45.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IDJG.L and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.35%
0
IDJG.L
VOO

Volatility

IDJG.L vs. VOO - Volatility Comparison

iShares EURO Total Market Growth Large UCITS (IDJG.L) has a higher volatility of 4.91% compared to Vanguard S&P 500 ETF (VOO) at 3.01%. This indicates that IDJG.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.91%
3.01%
IDJG.L
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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