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iShares MSCI World UCITS (IWRD.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B0M62Q58
IssueriShares
Inception DateOct 28, 2005
CategoryGlobal Equities
Leveraged1x
Index TrackedMSCI ACWI NR USD
Asset ClassEquity

Expense Ratio

IWRD.L features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for IWRD.L: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: IWRD.L vs. SWRD.AS, IWRD.L vs. WPAD.AS, IWRD.L vs. HMWO.L, IWRD.L vs. DEM.L, IWRD.L vs. VT, IWRD.L vs. URTH, IWRD.L vs. ACN, IWRD.L vs. VWRL.L, IWRD.L vs. VOO, IWRD.L vs. CSPX.L

Performance

Performance Chart

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


-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
4.80%
5.92%
IWRD.L (iShares MSCI World UCITS)
Benchmark (^GSPC)

Returns By Period

iShares MSCI World UCITS had a return of 12.08% year-to-date (YTD) and 16.97% in the last 12 months. Over the past 10 years, iShares MSCI World UCITS had an annualized return of 12.29%, outperforming the S&P 500 benchmark which had an annualized return of 10.87%.


PeriodReturnBenchmark
Year-To-Date12.08%18.10%
1 month1.01%1.42%
6 months5.68%10.08%
1 year16.97%26.58%
5 years (annualized)11.11%13.42%
10 years (annualized)12.29%10.87%

Monthly Returns

The table below presents the monthly returns of IWRD.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.59%4.00%3.50%-2.23%1.11%4.50%-0.38%-0.39%12.08%
20234.25%0.02%0.36%0.21%0.45%3.76%2.17%-0.68%-0.41%-3.05%4.86%4.87%17.75%
2022-5.80%-1.19%5.63%-3.40%-1.99%-5.14%7.16%1.22%-4.00%2.26%0.62%-3.12%-8.33%
2021-1.00%1.04%4.18%4.37%-0.93%4.07%1.26%3.48%-1.72%3.41%1.63%1.96%23.74%
2020-0.32%-6.67%-8.43%7.85%6.30%2.85%-1.34%5.16%0.33%-3.45%9.02%1.95%12.22%
20194.52%2.01%3.20%3.28%-2.07%5.60%5.38%-2.84%1.70%-2.87%3.19%0.59%23.37%
2018-0.24%-0.71%-4.72%3.99%3.72%1.02%3.48%2.03%0.42%-5.38%0.49%-6.91%-3.50%
2017-0.45%4.44%0.42%-1.90%2.05%0.13%1.05%2.29%-1.70%3.16%0.24%2.03%12.21%
2016-3.35%3.10%2.78%-0.83%1.69%8.09%4.76%1.45%1.58%4.50%-0.54%3.92%30.17%
20151.18%3.04%2.46%-0.99%0.89%-5.10%2.60%-4.35%-3.14%6.10%2.14%0.35%4.69%
2014-3.11%3.53%0.47%-0.40%3.22%0.00%-0.15%3.79%-0.00%1.93%4.65%-0.76%13.67%
20137.69%5.08%1.94%0.75%4.00%-3.23%5.39%-4.08%0.40%5.19%-0.07%0.54%25.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IWRD.L is 76, placing it in the top 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IWRD.L is 7676
IWRD.L (iShares MSCI World UCITS)
The Sharpe Ratio Rank of IWRD.L is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of IWRD.L is 6868Sortino Ratio Rank
The Omega Ratio Rank of IWRD.L is 7070Omega Ratio Rank
The Calmar Ratio Rank of IWRD.L is 9292Calmar Ratio Rank
The Martin Ratio Rank of IWRD.L is 8282Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI World UCITS (IWRD.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IWRD.L
Sharpe ratio
The chart of Sharpe ratio for IWRD.L, currently valued at 1.68, compared to the broader market0.002.004.001.68
Sortino ratio
The chart of Sortino ratio for IWRD.L, currently valued at 2.35, compared to the broader market-2.000.002.004.006.008.0010.0012.002.35
Omega ratio
The chart of Omega ratio for IWRD.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for IWRD.L, currently valued at 2.83, compared to the broader market0.005.0010.0015.002.83
Martin ratio
The chart of Martin ratio for IWRD.L, currently valued at 10.22, compared to the broader market0.0020.0040.0060.0080.00100.0010.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.0012.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0020.0040.0060.0080.00100.0010.43

Sharpe Ratio

The current iShares MSCI World UCITS Sharpe ratio is 1.68. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI World UCITS with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
1.68
1.41
IWRD.L (iShares MSCI World UCITS)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI World UCITS granted a 1.46% dividend yield in the last twelve months. The annual payout for that period amounted to £0.86 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend£0.86£0.87£0.81£0.72£0.65£0.81£0.75£0.71£0.66£0.65£0.62£0.60

Dividend yield

1.46%1.65%1.76%1.41%1.55%2.13%2.39%2.13%2.18%2.72%2.63%2.82%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.00£0.00£0.14£0.00£0.00£0.37£0.00£0.00£0.16£0.67
2023£0.00£0.00£0.14£0.00£0.00£0.38£0.00£0.00£0.17£0.00£0.00£0.19£0.87
2022£0.00£0.00£0.12£0.00£0.00£0.34£0.00£0.00£0.17£0.00£0.00£0.18£0.81
2021£0.00£0.00£0.12£0.00£0.00£0.28£0.00£0.00£0.14£0.00£0.00£0.17£0.72
2020£0.00£0.00£0.15£0.00£0.00£0.22£0.00£0.00£0.15£0.00£0.00£0.14£0.65
2019£0.00£0.00£0.15£0.00£0.00£0.33£0.00£0.00£0.16£0.00£0.00£0.17£0.81
2018£0.00£0.00£0.11£0.00£0.00£0.33£0.00£0.00£0.16£0.00£0.00£0.16£0.75
2017£0.00£0.00£0.11£0.00£0.00£0.30£0.00£0.00£0.15£0.00£0.00£0.15£0.71
2016£0.00£0.00£0.12£0.00£0.00£0.27£0.00£0.00£0.14£0.00£0.00£0.14£0.66
2015£0.00£0.09£0.00£0.00£0.23£0.00£0.00£0.14£0.00£0.00£0.00£0.19£0.65
2014£0.00£0.09£0.00£0.00£0.19£0.00£0.00£0.18£0.00£0.00£0.16£0.00£0.62
2013£0.12£0.00£0.00£0.21£0.00£0.00£0.13£0.00£0.00£0.14£0.00£0.60

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.29%
-2.76%
IWRD.L (iShares MSCI World UCITS)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI World UCITS. 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 MSCI World UCITS was 37.12%, occurring on Nov 6, 2008. Recovery took 331 trading sessions.

The current iShares MSCI World UCITS drawdown is 1.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.12%Oct 12, 2007271Nov 6, 2008331Mar 1, 2010602
-25.23%Feb 20, 202023Mar 23, 2020112Sep 2, 2020135
-18.61%Jul 8, 201131Aug 19, 2011144Mar 14, 2012175
-16.09%Apr 13, 201594Aug 24, 2015162Apr 14, 2016256
-15.31%Dec 10, 2021127Jun 16, 2022274Jul 19, 2023401

Volatility

Volatility Chart

The current iShares MSCI World UCITS volatility is 3.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.59%
5.08%
IWRD.L (iShares MSCI World UCITS)
Benchmark (^GSPC)