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iShares Core MSCI World UCITS ETF (IWDG.L)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00B4L5Y983
Issuer
iShares
Inception Date
Jul 28, 2023
Leveraged
1x (No leverage)
Index Tracked
MSCI World Index
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in iShares Core MSCI World UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

IWDG.L is traded in GBp, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBp using the latest available exchange rates.

Returns By Period

iShares Core MSCI World UCITS ETF (IWDG.L) has returned -4.50% so far this year and 17.79% over the past 12 months.


iShares Core MSCI World UCITS ETF

1D
0.56%
1M
-6.55%
YTD
-4.50%
6M
-0.28%
1Y
17.79%
3Y*
16.55%
5Y*
10.14%
10Y*

Benchmark (S&P 500 Index)

1D
2.61%
1M
-3.22%
YTD
-2.82%
6M
-0.72%
1Y
13.66%
3Y*
14.01%
5Y*
11.18%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 25, 2017, IWDG.L's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.7%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, IWDG.L closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 12, 2020 at -9.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.13%1.05%-6.55%-4.50%
20253.91%-2.60%-4.90%-0.54%6.59%3.86%2.93%1.30%2.89%3.03%0.16%1.19%18.71%
20241.96%3.72%3.74%-2.43%2.36%3.99%0.71%0.93%1.81%-0.39%4.82%-1.43%21.37%
20235.88%-0.77%1.85%1.58%-0.17%5.90%2.89%-1.43%-3.58%-3.32%8.09%4.85%23.13%
2022-6.03%-1.32%3.90%-6.35%-2.16%-7.89%7.34%-2.60%-7.17%4.86%2.98%-3.10%-17.43%
2021-0.32%2.71%4.04%4.00%1.36%1.93%1.85%2.58%-2.91%4.37%-1.19%3.81%24.30%

Benchmark Metrics

iShares Core MSCI World UCITS ETF has an annualized alpha of 6.67%, beta of 0.41, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since May 26, 2017.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.67%) than losses (87.95%) — typical of diversified or defensive assets.
  • Beta of 0.41 may look defensive, but with R² of 0.23 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.23 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.67%
Beta
0.41
0.23
Upside Capture
89.67%
Downside Capture
87.95%

Expense Ratio

IWDG.L has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IWDG.L ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


IWDG.L Risk / Return Rank: 6161
Overall Rank
IWDG.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IWDG.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IWDG.L Omega Ratio Rank: 6464
Omega Ratio Rank
IWDG.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IWDG.L Martin Ratio Rank: 6666
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF (IWDG.L) and compare them to a chosen benchmark (S&P 500 Index).


IWDG.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.73

+0.42

Sortino ratio

Return per unit of downside risk

1.63

1.14

+0.49

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.07

Calmar ratio

Return relative to maximum drawdown

1.37

1.24

+0.14

Martin ratio

Return relative to average drawdown

6.81

4.87

+1.94

Explore IWDG.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares Core MSCI World UCITS ETF provided a 1.15% dividend yield over the last twelve months, with an annual payout of £0.12 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%£0.00£0.02£0.04£0.06£0.08£0.10£0.12201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend£0.12£0.13£0.12£0.11£0.12£0.10£0.09£0.11£0.11£0.03

Dividend yield

1.15%1.11%1.24%1.42%1.74%1.19%1.35%1.83%2.14%0.61%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core MSCI World UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.02£0.00£0.00£0.02
2025£0.02£0.00£0.00£0.03£0.00£0.00£0.04£0.00£0.00£0.03£0.00£0.00£0.13
2024£0.02£0.00£0.00£0.03£0.00£0.00£0.04£0.00£0.00£0.03£0.00£0.00£0.12
2023£0.02£0.00£0.00£0.03£0.00£0.00£0.04£0.00£0.00£0.03£0.00£0.00£0.11
2022£0.02£0.00£0.00£0.03£0.00£0.00£0.04£0.00£0.00£0.03£0.00£0.00£0.12
2021£0.02£0.00£0.00£0.03£0.00£0.00£0.03£0.00£0.00£0.03£0.00£0.00£0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core MSCI World UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Core MSCI World UCITS ETF was 34.20%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.

The current iShares Core MSCI World UCITS ETF drawdown is 6.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.2%Feb 20, 202023Mar 23, 2020160Nov 9, 2020183
-22.82%Jan 6, 2022193Oct 12, 2022300Dec 19, 2023493
-17.57%Feb 18, 202537Apr 9, 202552Jun 26, 202589
-16.78%Oct 2, 201860Dec 24, 201885Apr 29, 2019145
-9.05%Jan 24, 201813Feb 9, 2018137Aug 28, 2018150

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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