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

TDT.AS vs. DJMC.AS

Last updated Apr 3, 2026

Compare and contrast key facts about VanEck AEX UCITS ETF (TDT.AS) and iShares EURO STOXX Mid UCITS ETF (DJMC.AS).

TDT.AS and DJMC.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDT.AS is a passively managed fund by VanEck that tracks the performance of the Euronext AEX All Share TR EUR. It was launched on Dec 7, 2009. DJMC.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU SMID NR EUR. It was launched on Oct 29, 2004. Both TDT.AS and DJMC.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

TDT.AS vs. DJMC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck AEX UCITS ETF (TDT.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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TDT.AS vs. DJMC.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TDT.AS
VanEck AEX UCITS ETF		3.00%10.57%14.47%16.93%-12.00%30.49%5.32%28.01%-7.60%16.18%
DJMC.AS
iShares EURO STOXX Mid UCITS ETF		2.86%24.35%8.45%10.46%-14.94%16.39%2.11%23.40%-11.44%18.28%

Returns By Period

The year-to-date returns for both stocks are quite close, with TDT.AS having a 3.00% return and DJMC.AS slightly lower at 2.86%. Over the past 10 years, TDT.AS has outperformed DJMC.AS with an annualized return of 11.22%, while DJMC.AS has yielded a comparatively lower 8.64% annualized return.

TDT.AS

1D
-0.12%
1M
-1.39%
YTD
3.00%
6M
2.27%
1Y
10.88%
3Y*
11.35%
5Y*
9.03%
10Y*
11.22%

DJMC.AS

1D
-0.22%
1M
0.99%
YTD
2.86%
6M
7.34%
1Y
18.97%
3Y*
12.94%
5Y*
6.85%
10Y*
8.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

VanEck AEX UCITS ETF

iShares EURO STOXX Mid UCITS ETF

Often compared with TDT.AS:
TDT.AS vs. TDIV.ASTDT.AS vs. ISX5.LTDT.AS vs. VEUR.ASTDT.AS vs. VOOTDT.AS vs. IUSA.LTDT.AS vs. IWDA.ASTDT.AS vs. VUSA.AS
Often compared with DJMC.AS:
DJMC.AS vs. IEFV.LDJMC.AS vs. IDJG.ASDJMC.AS vs. IMEU.ASDJMC.AS vs. TEET.ASDJMC.AS vs. VEUR.ASDJMC.AS vs. IAEX.ASDJMC.AS vs. ICHN.AS

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

TDT.AS has a 0.30% expense ratio, which is lower than DJMC.AS's 0.40% expense ratio.

DJMC.AS
iShares EURO STOXX Mid UCITS ETF
TDT.AS
VanEck AEX UCITS ETF

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TDT.AS
TDT.AS Risk / Return Rank: 5252
Overall Rank
TDT.AS Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TDT.AS Sortino Ratio Rank: 3232
Sortino Ratio Rank
TDT.AS Omega Ratio Rank: 3131
Omega Ratio Rank
TDT.AS Calmar Ratio Rank: 8989
Calmar Ratio Rank
TDT.AS Martin Ratio Rank: 7272
Martin Ratio Rank
DJMC.AS
DJMC.AS Risk / Return Rank: 7474
Overall Rank
DJMC.AS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DJMC.AS Sortino Ratio Rank: 6262
Sortino Ratio Rank
DJMC.AS Omega Ratio Rank: 6767
Omega Ratio Rank
DJMC.AS Calmar Ratio Rank: 8989
Calmar Ratio Rank
DJMC.AS Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck AEX UCITS ETF (TDT.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.

TDT.ASDJMC.ASDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.27

-0.57

Sortino ratio

Return per unit of downside risk

1.00

1.67

-0.67

Omega ratio

Gain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratio

Return relative to maximum drawdown

3.49

3.43

+0.06

Martin ratio

Return relative to average drawdown

8.89

11.65

-2.75

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

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

The current TDT.AS Sharpe Ratio is 0.70, which is lower than the DJMC.AS Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of TDT.AS and DJMC.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

TDT.ASDJMC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.27

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.44

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.52

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.38

+0.19

Correlation

The correlation between TDT.AS and DJMC.AS is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TDT.AS vs. DJMC.AS - Dividend Comparison

TDT.AS's dividend yield for the trailing twelve months is around 2.18%, less than DJMC.AS's 3.08% yield.

TTM20252024202320222021202020192018201720162015
TDT.AS
VanEck AEX UCITS ETF		2.18%2.28%2.40%2.24%2.32%1.69%1.75%3.24%3.37%3.04%3.28%2.54%
DJMC.AS
iShares EURO STOXX Mid UCITS ETF		3.08%3.20%3.37%2.55%2.40%1.76%1.45%2.55%2.97%2.18%2.22%2.03%

Drawdowns

TDT.AS vs. DJMC.AS - Drawdown Comparison

The maximum TDT.AS drawdown since its inception was -35.61%, smaller than the maximum DJMC.AS drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for TDT.AS and DJMC.AS.

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Drawdown Indicators

TDT.ASDJMC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-35.61%

-59.52%

+23.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-9.31%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.17%

-27.41%

+5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-39.05%

+3.44%

Current Drawdown

Current decline from peak

-5.30%

-4.09%

-1.21%

Average Drawdown

Average peak-to-trough decline

-5.67%

-13.30%

+7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.37%

+0.38%

Volatility

TDT.AS vs. DJMC.AS - Volatility Comparison

The current volatility for VanEck AEX UCITS ETF (TDT.AS) is 4.97%, while iShares EURO STOXX Mid UCITS ETF (DJMC.AS) has a volatility of 5.65%. This indicates that TDT.AS experiences smaller price fluctuations and is considered to be less risky 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

TDT.ASDJMC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

5.65%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

9.16%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

14.81%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

15.47%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

16.49%

-0.28%