PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IDVY.AS vs. DJSC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDVY.AS vs. DJSC.AS

Last updated Jun 5, 2026

IDVY.AS (iShares Euro Dividend UCITS ETF) and DJSC.AS (iShares EURO STOXX Small UCITS ETF) are both Europe Equities funds from iShares - IDVY.AS tracks the MSCI EMU NR EUR while DJSC.AS tracks the MSCI EMU SMID NR EUR. Both are passively managed. Over the past 10 years, IDVY.AS returned 7.33%/yr vs 8.67%/yr for DJSC.AS. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.40% expense ratio.

Performance

IDVY.AS vs. DJSC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IDVY.AS) and iShares EURO STOXX Small UCITS ETF (DJSC.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IDVY.AS achieves a 8.21% return, which is significantly lower than DJSC.AS's 9.15% return. Over the past 10 years, IDVY.AS has underperformed DJSC.AS with an annualized return of 7.33%, while DJSC.AS has yielded a comparatively higher 8.67% annualized return.

IDVY.AS

1D
0.33%
1M
3.43%
YTD
8.21%
6M
11.08%
1Y
21.10%
3Y*
20.03%
5Y*
9.08%
10Y*
7.33%

DJSC.AS

1D
-0.28%
1M
3.09%
YTD
9.15%
6M
11.86%
1Y
18.07%
3Y*
10.59%
5Y*
5.12%
10Y*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVY.AS vs. DJSC.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDVY.AS
iShares Euro Dividend UCITS ETF		8.21%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%
DJSC.AS
iShares EURO STOXX Small UCITS ETF		9.15%21.43%-2.89%12.25%-14.19%21.56%8.54%25.52%-12.83%22.19%

Correlation

The correlation between IDVY.AS and DJSC.AS is 0.75, 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

0.75

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

0.78

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

0.81

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

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2005

0.82

The correlation between IDVY.AS and DJSC.AS has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

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 Dividend UCITS ETF

iShares EURO STOXX Small UCITS ETF

Often compared with IDVY.AS:
IDVY.AS vs. VHYL.ASIDVY.AS vs. SPYW.DEIDVY.AS vs. DIVIDVY.AS vs. SCHDIDVY.AS vs. HDVIDVY.AS vs. DECD.DEIDVY.AS vs. HPRD.L
Often compared with DJSC.AS:
DJSC.AS vs. TDT.ASDJSC.AS vs. TEET.ASDJSC.AS vs. IEUX.ASDJSC.AS vs. IDJG.ASDJSC.AS vs. VEUR.ASDJSC.AS vs. IMEU.ASDJSC.AS vs. CEMU.AS

Return for Risk

IDVY.AS vs. DJSC.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDVY.AS
IDVY.AS Risk / Return Rank: 5252
Overall Rank
IDVY.AS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 5252
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 5454
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 5454
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 4949
Martin Ratio Rank
DJSC.AS
DJSC.AS Risk / Return Rank: 3636
Overall Rank
DJSC.AS Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DJSC.AS Sortino Ratio Rank: 3737
Sortino Ratio Rank
DJSC.AS Omega Ratio Rank: 3737
Omega Ratio Rank
DJSC.AS Calmar Ratio Rank: 3232
Calmar Ratio Rank
DJSC.AS Martin Ratio Rank: 3838
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.

IDVY.AS vs. DJSC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IDVY.AS) and iShares EURO STOXX Small UCITS ETF (DJSC.AS). 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.

IDVY.ASDJSC.ASDifference
Sharpe ratioReturn per unit of total volatility
1.77
1.29

+0.48

Sortino ratioReturn per unit of downside risk
2.47
1.88

+0.60

Omega ratioGain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratioReturn relative to maximum drawdown

2.61

1.54

+1.07

Martin ratioReturn relative to average drawdown

8.13

5.94

+2.19

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDVY.AS vs. DJSC.AS - Sharpe Ratio Comparison

The current IDVY.AS Sharpe Ratio is 1.77, which is higher than the DJSC.AS Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IDVY.AS and DJSC.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

IDVY.ASDJSC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.29

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.31

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.52

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.37

-0.13

Drawdowns

IDVY.AS vs. DJSC.AS - Drawdown Comparison

The maximum IDVY.AS drawdown since its inception was -71.33%, which is greater than DJSC.AS's maximum drawdown of -63.04%. Use the drawdown chart below to compare losses from any high point for IDVY.AS and DJSC.AS.

Loading charts...

Drawdown Indicators

IDVY.ASDJSC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-71.33%

-63.04%

-8.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-11.56%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-16.05%

+3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-28.17%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-35.90%

-6.44%

Current Drawdown

Current decline from peak

-1.42%

-1.37%

-0.05%

Average Drawdown

Average peak-to-trough decline

-22.54%

-13.33%

-9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.01%

-0.44%

Volatility

IDVY.AS vs. DJSC.AS - Volatility Comparison

The current volatility for iShares Euro Dividend UCITS ETF (IDVY.AS) is 3.54%, while iShares EURO STOXX Small UCITS ETF (DJSC.AS) has a volatility of 3.86%. This indicates that IDVY.AS experiences smaller price fluctuations and is considered to be less risky than DJSC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IDVY.ASDJSC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.86%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

11.74%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

13.87%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

16.21%

-1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.35%

+0.91%

IDVY.AS vs. DJSC.AS - Expense Ratio Comparison

Both IDVY.AS and DJSC.AS have an expense ratio of 0.40%.

Dividends

IDVY.AS vs. DJSC.AS - Dividend Comparison

IDVY.AS's dividend yield for the trailing twelve months is around 3.99%, more than DJSC.AS's 2.40% yield.

PositionTTM20252024202320222021202020192018201720162015
DJSC.AS
iShares EURO STOXX Small UCITS ETF		2.40%3.00%2.66%2.24%2.22%1.48%1.20%2.01%2.48%1.81%2.10%2.12%
IDVY.AS
iShares Euro Dividend UCITS ETF		3.99%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%4.00%

Frequently Asked Questions

IDVY.AS and DJSC.AS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IDVY.AS and DJSC.AS have the same expense ratio: 0.40% per year.

IDVY.AS tracks MSCI EMU NR EUR, while DJSC.AS tracks MSCI EMU SMID NR EUR.

Portfolio Optimizer

Find the right allocation for IDVY.AS and DJSC.AS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer