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iShares MSCI World Materials Sector ESG UCITS ETF ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00BJ5JP766
Issuer
iShares
Inception Date
Apr 7, 2022
Leveraged
1x (No leverage)
Index Tracked
MSCI World Materials Advanced Select 20 35 Capped Index
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI World Materials Sector ESG UCITS ETF USD Inc USD, 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

Returns By Period

iShares MSCI World Materials Sector ESG UCITS ETF USD Inc USD (WMTS.SW) has returned 2.85% so far this year and 22.76% over the past 12 months.


iShares MSCI World Materials Sector ESG UCITS ETF USD Inc USD

1D
1.25%
1M
-13.02%
YTD
2.85%
6M
9.92%
1Y
22.76%
3Y*
9.33%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 30, 2022, WMTS.SW's average daily return is +0.18%, while the average monthly return is +0.89%. At this rate, your investment would double in approximately 6.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was May 2025 with a return of +13.0%, while the worst month was Sep 2022 at -15.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, WMTS.SW closed higher 52% of trading days. The best single day was May 23, 2025 with a return of +13.0%, while the worst single day was Sep 29, 2022 at -8.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.76%8.73%-13.02%2.85%
20256.49%1.48%-2.47%-7.44%12.97%-0.04%0.50%5.49%0.78%0.40%-1.54%8.10%25.78%
20247.29%-3.32%9.75%0.67%3.14%-4.90%1.25%2.19%1.21%-6.01%-5.41%4.65%
20235.64%-6.00%-0.75%5.77%-1.14%-2.84%0.63%-8.97%-0.78%4.53%-4.87%
20224.15%-15.38%10.23%9.00%5.88%

Benchmark Metrics

iShares MSCI World Materials Sector ESG UCITS ETF USD Inc USD has an annualized alpha of 59.59%, beta of 0.16, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since August 02, 2022.

  • This ETF captured 126.74% of S&P 500 Index gains but only 3.46% of its losses — a favorable profile for investors.
  • Beta of 0.16 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
59.59%
Beta
0.16
0.01
Upside Capture
126.74%
Downside Capture
3.46%

Expense Ratio

WMTS.SW has an expense ratio of 0.18%, which is considered low.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI World Materials Sector ESG UCITS ETF USD Inc USD (WMTS.SW) and compare them to a chosen benchmark (S&P 500 Index).


WMTS.SWBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.85

0.90

+0.95

Sortino ratio

Return per unit of downside risk

2.61

1.39

+1.23

Omega ratio

Gain probability vs. loss probability

1.38

1.21

+0.17

Calmar ratio

Return relative to maximum drawdown

1.40

Martin ratio

Return relative to average drawdown

6.61

Explore WMTS.SW 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 MSCI World Materials Sector ESG UCITS ETF USD Inc USD provided a 1.49% dividend yield over the last twelve months, with an annual payout of $0.08 per share.


1.60%1.80%2.00%2.20%2.40%$0.00$0.02$0.04$0.06$0.08$0.1020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.08$0.08$0.10

Dividend yield

1.49%1.53%2.40%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.03$0.08
2024$0.06$0.00$0.00$0.00$0.00$0.04$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 MSCI World Materials Sector ESG UCITS ETF USD Inc USD. 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 Materials Sector ESG UCITS ETF USD Inc USD was 17.25%, occurring on Apr 9, 2025. Recovery took 5 trading sessions.

The current iShares MSCI World Materials Sector ESG UCITS ETF USD Inc USD drawdown is 13.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.25%Jun 6, 202436Apr 9, 20255Jul 4, 202541
-15.62%Aug 25, 20225Sep 29, 202211Nov 15, 202216
-15.6%Mar 2, 202614Mar 19, 2026
-14.67%Feb 9, 202317Oct 9, 202312Mar 26, 202429
-5.51%Jan 27, 20265Feb 2, 20262Feb 4, 20267

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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