- Issuer
- iShares
- Inception Date
- Oct 11, 2016
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares World Equity Factor Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
WDMF.AX Performance Chart
iShares World Equity Factor ETF (WDMF.AX) is up 6.0% since the beginning of the year. WDMF.AX is currently trading at A$55 per share. Investors who bought A$1,000 worth of WDMF.AX shares 5 years ago would now be looking at an investment worth A$1,792.
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Returns By Period
iShares World Equity Factor ETF (WDMF.AX) has returned 5.97% so far this year and 15.21% over the past 12 months.
iShares World Equity Factor ETF
- 1D
- 0.13%
- 1M
- 1.90%
- 6M
- 5.26%
- YTD
- 5.97%
- 1Y
- 15.21%
- 3Y*
- 18.79%
- 5Y*
- 12.38%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.12%
- 1M
- 1.38%
- 6M
- 4.49%
- YTD
- 5.58%
- 1Y
- 12.98%
- 3Y*
- 18.01%
- 5Y*
- 13.12%
- 10Y*
- 14.27%
WDMF.AX Monthly Returns History
Based on dividend-adjusted daily data since Oct 11, 2016, WDMF.AX's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Oct 2022 with a return of +10.0%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, WDMF.AX closed higher 52% of trading days. The best single day was Apr 6, 2020 with a return of +4.9%, while the worst single day was Mar 23, 2020 at -5.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.39% | -0.72% | -3.34% | 5.22% | 5.09% | 3.09% | 0.27% | 5.97% | |||||
| 2025 | 3.89% | -2.04% | -4.50% | -0.63% | 5.79% | 3.46% | 3.50% | 1.09% | 1.62% | 3.52% | 0.26% | -1.08% | 15.40% |
| 2024 | 5.61% | 4.83% | 3.50% | -2.09% | 1.23% | 2.80% | 2.52% | -1.74% | 0.05% | 4.56% | 3.80% | 2.44% | 30.82% |
| 2023 | 1.25% | 3.34% | 0.28% | 2.54% | 0.27% | 1.64% | 3.34% | 0.99% | -2.71% | -2.55% | 2.99% | 2.11% | 14.10% |
| 2022 | -3.66% | -3.40% | 1.48% | -0.98% | -1.53% | -6.68% | 4.50% | -0.38% | -3.40% | 10.04% | 0.22% | -4.07% | -8.56% |
| 2021 | 0.70% | 0.40% | 7.05% | 2.72% | 1.91% | 3.16% | 2.65% | 5.76% | -5.09% | -1.93% | 5.59% | 1.79% | 26.94% |
Benchmark Metrics
iShares World Equity Factor ETF has an annualized alpha of 12.88%, beta of 0.08, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since October 11, 2016.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.15%) than losses (87.00%) - typical of diversified or defensive assets.
- Beta of 0.08 may look defensive, but with R2 of 0.01 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 0.01 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
- 12.88%
- Beta
- 0.08
- R²
- 0.01
- Upside Capture
- 87.15%
- Downside Capture
- 87.00%
Return for Risk
Risk / Return Rank
WDMF.AX ranks 50 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares World Equity Factor ETF (WDMF.AX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WDMF.AX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.11 | +0.48 |
| Martin ratioReturn relative to average drawdown | 4.83 | 3.10 | +1.73 |
Dividends
Dividend History
iShares World Equity Factor ETF provided a 3.02% dividend yield over the last twelve months, with an annual payout of A$1.66 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | A$1.66 | A$1.69 | A$2.41 | A$1.05 | A$2.94 | A$2.19 | A$0.55 | A$0.54 | A$1.04 | A$1.13 |
Dividend yield | 3.02% | 3.16% | 5.04% | 2.73% | 8.42% | 5.27% | 1.58% | 1.56% | 3.60% | 3.66% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares World Equity Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.66 | A$1.66 | |||||
| 2025 | A$0.24 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.44 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.69 |
| 2024 | A$0.25 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.16 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.41 |
| 2023 | A$0.29 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.76 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.05 |
| 2022 | A$0.25 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.69 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.94 |
| 2021 | A$0.25 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.94 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.19 |
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 World Equity Factor 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 World Equity Factor ETF was 25.36%, occurring on Mar 23, 2020. Recovery took 257 trading sessions.
The current iShares World Equity Factor ETF drawdown is 0.04%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.36%Mar 2020 | 28d | 1y 3d | 1y 1moFeb 2020 - Mar 2021 | COVID crash2020 |
-17.44%Jun 2022 | 5mo 12d | 1y 1mo | 1y 6moJan 2022 - Jul 2023 | Bear market2022 |
-16.84%Dec 2018 | 2mo 17d | 7mo 2d | 9mo 19dOct 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
-13.37%Apr 2025 | 2mo 3d | 2mo 21d | 4mo 24dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-9.72%Mar 2026 | 4mo 9d | 2mo 4d | 6mo 13dNov 2025 - May 2026 | — |
Drawdown Indicators
| WDMF.AX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.36% | -41.07% | +15.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -11.69% | +1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -13.37% | -17.74% | +4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -17.44% | -22.01% | +4.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.71% | — |
Current DrawdownCurrent decline from peak | -0.04% | -0.60% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -11.02% | +7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 4.20% | -0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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