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IWRD.AS vs. DJMC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWRD.AS vs. DJMC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World UCITS ETF (IWRD.AS) and iShares EURO STOXX Mid UCITS ETF (DJMC.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IWRD.AS having a 10.98% return and DJMC.AS slightly lower at 10.75%. Over the past 10 years, IWRD.AS has outperformed DJMC.AS with an annualized return of 12.94%, while DJMC.AS has yielded a comparatively lower 10.31% annualized return.


IWRD.AS

1D
-0.60%
1M
0.62%
YTD
10.98%
6M
11.03%
1Y
24.20%
3Y*
17.58%
5Y*
11.93%
10Y*
12.94%

DJMC.AS

1D
0.00%
1M
1.40%
YTD
10.75%
6M
11.17%
1Y
20.02%
3Y*
16.14%
5Y*
7.50%
10Y*
10.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWRD.AS vs. DJMC.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWRD.AS
iShares MSCI World UCITS ETF
10.98%6.83%26.78%19.67%-13.84%32.03%5.90%29.12%-4.38%7.48%
DJMC.AS
iShares EURO STOXX Mid UCITS ETF
10.75%24.35%8.45%10.46%-14.94%16.39%2.11%23.40%-11.44%18.28%

Correlation

The correlation between IWRD.AS and DJMC.AS is 0.59, 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

0.59

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

0.58

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

0.65

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.74

The correlation between IWRD.AS and DJMC.AS shifts across timeframes, from 0.58 (3 years) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWRD.AS vs. DJMC.AS — Risk / Return Rank

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

IWRD.AS
IWRD.AS Risk / Return Rank: 7878
Overall Rank
IWRD.AS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IWRD.AS Sortino Ratio Rank: 7777
Sortino Ratio Rank
IWRD.AS Omega Ratio Rank: 7878
Omega Ratio Rank
IWRD.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWRD.AS Martin Ratio Rank: 8181
Martin Ratio Rank

DJMC.AS
DJMC.AS Risk / Return Rank: 5555
Overall Rank
DJMC.AS Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
DJMC.AS Sortino Ratio Rank: 5353
Sortino Ratio Rank
DJMC.AS Omega Ratio Rank: 5757
Omega Ratio Rank
DJMC.AS Calmar Ratio Rank: 5757
Calmar Ratio Rank
DJMC.AS Martin Ratio Rank: 5454
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.

IWRD.AS vs. DJMC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS ETF (IWRD.AS) and iShares EURO STOXX Mid UCITS ETF (DJMC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWRD.ASDJMC.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.40

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

3.57

2.46

+1.11

Martin ratioReturn relative to average drawdown

14.05

8.20

+5.85

IWRD.AS vs. DJMC.AS - Sharpe Ratio Comparison

The current IWRD.AS Sharpe Ratio is 2.12, which is comparable to the DJMC.AS Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IWRD.AS and DJMC.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.


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Drawdowns

IWRD.AS vs. DJMC.AS - Drawdown Comparison

The maximum IWRD.AS drawdown since its inception was -64.03%, which is greater than DJMC.AS's maximum drawdown of -55.88%. Use the drawdown chart below to compare losses from any high point for IWRD.AS and DJMC.AS.


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Drawdown Indicators


IWRD.ASDJMC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-64.03%

-55.88%

-8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

-8.07%

+1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

-14.36%

-7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-27.41%

+5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

-39.05%

+5.33%

Current Drawdown

Current decline from peak

-0.80%

-0.45%

-0.35%

Average Drawdown

Average peak-to-trough decline

-13.78%

-13.83%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.43%

-0.72%

Volatility

IWRD.AS vs. DJMC.AS - Volatility Comparison

iShares MSCI World UCITS ETF (IWRD.AS) has a higher volatility of 3.16% compared to iShares EURO STOXX Mid UCITS ETF (DJMC.AS) at 1.88%. This indicates that IWRD.AS's price experiences larger fluctuations and is considered to be riskier than DJMC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWRD.ASDJMC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

1.88%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

9.76%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

11.26%

11.95%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

15.30%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

16.10%

-0.95%

IWRD.AS vs. DJMC.AS - Expense Ratio Comparison

IWRD.AS has a 0.50% expense ratio, which is higher than DJMC.AS's 0.40% expense ratio.


Dividends

IWRD.AS vs. DJMC.AS - Dividend Comparison

IWRD.AS's dividend yield for the trailing twelve months is around 0.88%, less than DJMC.AS's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
DJMC.AS
iShares EURO STOXX Mid UCITS ETF
2.59%3.20%3.37%2.55%2.40%1.76%1.45%2.55%2.97%2.18%2.22%2.02%
IWRD.AS
iShares MSCI World UCITS ETF
0.88%0.95%1.04%1.33%1.49%1.01%1.21%1.62%1.84%1.67%1.70%1.80%

Frequently Asked Questions


IWRD.AS and DJMC.AS have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DJMC.AS is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DJMC.AS is cheaper with a 0.40% expense ratio, compared with 0.50% for IWRD.AS.

IWRD.AS is categorized as Global Equities, while DJMC.AS is Europe Equities. IWRD.AS tracks MSCI ACWI NR USD, while DJMC.AS tracks MSCI EMU SMID NR EUR. Their fees differ too: 0.50% for IWRD.AS and 0.40% for DJMC.AS.

Portfolio Optimizer

Find the right allocation for IWRD.AS and DJMC.AS

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