IDJG.L vs. WDEP.L
IDJG.L (iShares EURO Total Market Growth Large UCITS) and WDEP.L (WisdomTree Europe Defence UCITS ETF EUR Accumulating) are both Europe Equities funds - IDJG.L tracks the MSCI EMU NR EUR while WDEP.L tracks the WisdomTree Europe Defence Index. Both are passively managed. Over the past year, IDJG.L returned 17.46% vs -0.69% for WDEP.L. At a 0.39 correlation, their price movements are largely independent. IDJG.L charges 0.40%/yr vs 0.45%/yr for WDEP.L.
Performance
IDJG.L vs. WDEP.L - Performance Comparison
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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 WDEP.L's 1.13% 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%
WDEP.L
- 1D
- 1.35%
- 1M
- -3.38%
- YTD
- 1.13%
- 6M
- 4.34%
- 1Y
- -0.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDJG.L vs. WDEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDJG.L iShares EURO Total Market Growth Large UCITS | 10.35% | 9.53% |
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating | 1.13% | 20.67% |
Correlation
The correlation between IDJG.L and WDEP.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2025 | 0.39 |
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Return for Risk
IDJG.L vs. WDEP.L — Risk / Return Rank
IDJG.L
WDEP.L
IDJG.L vs. WDEP.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 WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.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 | WDEP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.02 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | -0.04 | +1.35 |
| Martin ratioReturn relative to average drawdown | 4.45 | -0.08 | +4.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDJG.L | WDEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | -0.02 | +1.01 |
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 | 0.59 | -0.14 |
Drawdowns
IDJG.L vs. WDEP.L - Drawdown Comparison
The maximum IDJG.L drawdown since its inception was -45.75%, which is greater than WDEP.L's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for IDJG.L and WDEP.L.
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Drawdown Indicators
| IDJG.L | WDEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.75% | -19.56% | -26.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.27% | -19.56% | +6.29% |
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 DrawdownCurrent decline from peak | 0.00% | -14.70% | +14.70% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -6.15% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 8.32% | -4.41% |
Volatility
IDJG.L vs. WDEP.L - Volatility Comparison
The current volatility for iShares EURO Total Market Growth Large UCITS (IDJG.L) is 6.05%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 10.28%. This indicates that IDJG.L experiences smaller price fluctuations and is considered to be less risky than WDEP.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.L | WDEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 10.28% | -4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 22.06% | -7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 28.59% | -11.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.20% | 30.09% | -10.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 30.09% | -11.14% |
IDJG.L vs. WDEP.L - Expense Ratio Comparison
IDJG.L has a 0.40% expense ratio, which is lower than WDEP.L's 0.45% expense ratio.
Dividends
IDJG.L vs. WDEP.L - Dividend Comparison
IDJG.L's dividend yield for the trailing twelve months is around 1.07%, while WDEP.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% |
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating | 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 WDEP.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDJG.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDJG.L is cheaper with a 0.40% expense ratio, compared with 0.45% for WDEP.L.
IDJG.L tracks MSCI EMU NR EUR, while WDEP.L tracks WisdomTree Europe Defence Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for IDJG.L and 0.45% for WDEP.L.
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