VERX.AS vs. DJMC.AS
VERX.AS (Vanguard FTSE Developed Europe ex-UK UCITS ETF) and DJMC.AS (iShares EURO STOXX Mid UCITS ETF) are both Europe Equities funds - VERX.AS tracks the MSCI Europe Ex UK NR EUR while DJMC.AS tracks the MSCI EMU SMID NR EUR. Both are passively managed. Over the past 10 years, VERX.AS returned 9.69%/yr vs 8.74%/yr for DJMC.AS. Their correlation of 0.87 suggests significant overlap in exposure. VERX.AS charges 0.10%/yr vs 0.40%/yr for DJMC.AS.
Performance
VERX.AS vs. DJMC.AS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VERX.AS having a 7.73% return and DJMC.AS slightly lower at 7.72%. Over the past 10 years, VERX.AS has outperformed DJMC.AS with an annualized return of 9.69%, while DJMC.AS has yielded a comparatively lower 8.74% annualized return.
VERX.AS
- 1D
- 0.65%
- 1M
- 3.79%
- YTD
- 7.73%
- 6M
- 10.13%
- 1Y
- 15.93%
- 3Y*
- 13.68%
- 5Y*
- 9.30%
- 10Y*
- 9.69%
DJMC.AS
- 1D
- 0.36%
- 1M
- 2.25%
- YTD
- 7.72%
- 6M
- 10.94%
- 1Y
- 15.09%
- 3Y*
- 14.15%
- 5Y*
- 7.11%
- 10Y*
- 8.74%
VERX.AS vs. DJMC.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 7.73% | 20.65% | 7.05% | 18.49% | -12.99% | 24.93% | 2.62% | 26.48% | -10.05% | 12.01% |
DJMC.AS iShares EURO STOXX Mid UCITS ETF | 7.72% | 24.35% | 8.45% | 10.46% | -14.94% | 16.39% | 2.11% | 23.40% | -11.44% | 18.28% |
Correlation
The correlation between VERX.AS and DJMC.AS is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2014 | 0.87 |
The correlation between VERX.AS and DJMC.AS has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
VERX.AS vs. DJMC.AS — Risk / Return Rank
VERX.AS
DJMC.AS
VERX.AS vs. DJMC.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.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.
| VERX.AS | DJMC.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.85 | -0.32 |
| Martin ratioReturn relative to average drawdown | 5.65 | 6.10 | -0.45 |
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
| VERX.AS | DJMC.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.24 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.46 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.53 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.39 | +0.19 |
Drawdowns
VERX.AS vs. DJMC.AS - Drawdown Comparison
The maximum VERX.AS drawdown since its inception was -34.59%, smaller than the maximum DJMC.AS drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for VERX.AS and DJMC.AS.
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Drawdown Indicators
| VERX.AS | DJMC.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -59.52% | +24.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -8.07% | -2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -14.36% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -22.89% | -27.41% | +4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -39.05% | +4.46% |
Current DrawdownCurrent decline from peak | -1.39% | -1.50% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -13.20% | +7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.46% | +0.33% |
Volatility
VERX.AS vs. DJMC.AS - Volatility Comparison
Vanguard FTSE Developed Europe ex-UK UCITS ETF (VERX.AS) has a higher volatility of 4.34% compared to iShares EURO STOXX Mid UCITS ETF (DJMC.AS) at 3.00%. This indicates that VERX.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
| VERX.AS | DJMC.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 3.00% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 9.81% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.49% | 12.09% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 15.53% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 16.49% | -0.76% |
VERX.AS vs. DJMC.AS - Expense Ratio Comparison
VERX.AS has a 0.10% expense ratio, which is lower than DJMC.AS's 0.40% expense ratio.
Dividends
VERX.AS vs. DJMC.AS - Dividend Comparison
VERX.AS's dividend yield for the trailing twelve months is around 2.48%, less than DJMC.AS's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJMC.AS iShares EURO STOXX Mid UCITS ETF | 2.94% | 3.20% | 3.37% | 2.55% | 2.40% | 1.76% | 1.45% | 2.55% | 2.97% | 2.18% | 2.22% | 2.03% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 2.48% | 2.67% | 2.91% | 2.75% | 3.05% | 2.29% | 1.96% | 2.83% | 3.20% | 2.71% | 2.81% | 2.61% |
Frequently Asked Questions
VERX.AS and DJMC.AS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VERX.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VERX.AS is cheaper with a 0.10% expense ratio, compared with 0.40% for DJMC.AS.
VERX.AS tracks MSCI Europe Ex UK NR EUR, while DJMC.AS tracks MSCI EMU SMID NR EUR. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VERX.AS and 0.40% for DJMC.AS.
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