IWRD.AS vs. IDJG.AS
IWRD.AS (iShares MSCI World UCITS ETF) and IDJG.AS (iShares Euro Total Market Growth Large UCITS ETF) are both exchange-traded funds - IWRD.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while IDJG.AS is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, IWRD.AS returned 12.57%/yr vs 10.00%/yr for IDJG.AS. A 0.67 correlation means they provide meaningful diversification when combined. IWRD.AS charges 0.50%/yr vs 0.40%/yr for IDJG.AS.
Performance
IWRD.AS vs. IDJG.AS - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with IWRD.AS having a 11.01% return and IDJG.AS slightly lower at 10.66%. Over the past 10 years, IWRD.AS has outperformed IDJG.AS with an annualized return of 12.57%, while IDJG.AS has yielded a comparatively lower 10.00% annualized return.
IWRD.AS
- 1D
- -0.25%
- 1M
- 5.53%
- YTD
- 11.01%
- 6M
- 11.58%
- 1Y
- 23.56%
- 3Y*
- 17.32%
- 5Y*
- 12.58%
- 10Y*
- 12.57%
IDJG.AS
- 1D
- -0.43%
- 1M
- 9.28%
- YTD
- 10.66%
- 6M
- 11.17%
- 1Y
- 14.97%
- 3Y*
- 10.84%
- 5Y*
- 8.63%
- 10Y*
- 10.00%
IWRD.AS vs. IDJG.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWRD.AS iShares MSCI World UCITS ETF | 11.01% | 6.83% | 26.78% | 19.68% | -13.85% | 32.06% | 5.87% | 29.11% | -4.38% | 7.51% |
IDJG.AS iShares Euro Total Market Growth Large UCITS ETF | 10.66% | 10.86% | 10.46% | 20.59% | -17.31% | 26.89% | 6.04% | 34.28% | -10.77% | 12.45% |
Correlation
The correlation between IWRD.AS and IDJG.AS is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2005 | 0.67 |
The correlation between IWRD.AS and IDJG.AS shifts across timeframes, from 0.67 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IWRD.AS vs. IDJG.AS — Risk / Return Rank
IWRD.AS
IDJG.AS
IWRD.AS vs. IDJG.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 Total Market Growth Large UCITS ETF (IDJG.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.
| IWRD.AS | IDJG.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.15 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.16 | +2.32 |
| Martin ratioReturn relative to average drawdown | 13.70 | 3.82 | +9.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IWRD.AS | IDJG.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 0.79 | +1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.44 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.53 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.37 | +0.13 |
Drawdowns
IWRD.AS vs. IDJG.AS - Drawdown Comparison
The maximum IWRD.AS drawdown since its inception was -52.51%, smaller than the maximum IDJG.AS drawdown of -56.97%. Use the drawdown chart below to compare losses from any high point for IWRD.AS and IDJG.AS.
Loading charts...
Drawdown Indicators
| IWRD.AS | IDJG.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -56.97% | +4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -12.76% | +6.07% |
Max Drawdown (3Y)Largest decline over 3 years | -21.50% | -20.09% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.50% | -28.00% | +6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -33.71% | -34.50% | +0.79% |
Current DrawdownCurrent decline from peak | -0.25% | -0.43% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -11.36% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 3.88% | -2.17% |
Volatility
IWRD.AS vs. IDJG.AS - Volatility Comparison
The current volatility for iShares MSCI World UCITS ETF (IWRD.AS) is 2.81%, while iShares Euro Total Market Growth Large UCITS ETF (IDJG.AS) has a volatility of 7.10%. This indicates that IWRD.AS experiences smaller price fluctuations and is considered to be less risky than IDJG.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IWRD.AS | IDJG.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 7.10% | -4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 15.62% | -7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.04% | 18.67% | -7.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 19.60% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 18.79% | -3.63% |
IWRD.AS vs. IDJG.AS - Expense Ratio Comparison
IWRD.AS has a 0.50% expense ratio, which is higher than IDJG.AS's 0.40% expense ratio.
Dividends
IWRD.AS vs. IDJG.AS - Dividend Comparison
IWRD.AS's dividend yield for the trailing twelve months is around 0.85%, less than IDJG.AS's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDJG.AS iShares Euro Total Market Growth Large UCITS ETF | 1.09% | 1.04% | 0.97% | 0.94% | 1.00% | 0.55% | 0.99% | 1.39% | 1.55% | 1.57% | 1.80% | 1.72% |
IWRD.AS iShares MSCI World UCITS ETF | 0.85% | 0.95% | 1.05% | 1.32% | 1.49% | 1.01% | 1.21% | 1.62% | 1.84% | 1.67% | 1.70% | 1.80% |
Frequently Asked Questions
IWRD.AS and IDJG.AS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDJG.AS is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDJG.AS is cheaper with a 0.40% expense ratio, compared with 0.50% for IWRD.AS.
IWRD.AS is categorized as Global Equities, while IDJG.AS is Europe Equities. IWRD.AS tracks MSCI ACWI NR USD, while IDJG.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.50% for IWRD.AS and 0.40% for IDJG.AS.
Find the right allocation for IWRD.AS and IDJG.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