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ARAW.DE vs. WINC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARAW.DE vs. WINC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in abrdn Future Raw Materials UCITS ETF (ARAW.DE) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ARAW.DE is traded in EUR, while WINC.AS is traded in USD. To make them comparable, the WINC.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ARAW.DE achieves a 26.31% return, which is significantly higher than WINC.AS's 9.49% return.


ARAW.DE

1D
-2.07%
1M
2.74%
YTD
26.31%
6M
36.73%
1Y
137.40%
3Y*
5Y*
10Y*

WINC.AS

1D
0.00%
1M
3.28%
YTD
9.49%
6M
10.18%
1Y
21.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARAW.DE vs. WINC.AS - Yearly Performance Comparison


Correlation

The correlation between ARAW.DE and WINC.AS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

0.43

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Return for Risk

ARAW.DE vs. WINC.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARAW.DE
ARAW.DE Risk / Return Rank: 9494
Overall Rank
ARAW.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ARAW.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ARAW.DE Omega Ratio Rank: 9191
Omega Ratio Rank
ARAW.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
ARAW.DE Martin Ratio Rank: 9494
Martin Ratio Rank

WINC.AS
WINC.AS Risk / Return Rank: 7575
Overall Rank
WINC.AS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7979
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7171
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7373
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 7979
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.

ARAW.DE vs. WINC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Future Raw Materials UCITS ETF (ARAW.DE) and iShares World Equity High Income UCITS ETF USD Inc (WINC.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.


ARAW.DEWINC.ASDifference
Sharpe ratioReturn per unit of total volatility

+2.37

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.60

1.36

+0.23

Calmar ratioReturn relative to maximum drawdown

6.69

5.09

+1.61

Martin ratioReturn relative to average drawdown

25.81

17.89

+7.92

ARAW.DE vs. WINC.AS - Sharpe Ratio Comparison

The current ARAW.DE Sharpe Ratio is 4.36, which is higher than the WINC.AS Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of ARAW.DE and WINC.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ARAW.DEWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.36

1.99

+2.37

Sharpe Ratio (All Time)

Calculated using the full available price history

4.33

1.18

+3.15

Drawdowns

ARAW.DE vs. WINC.AS - Drawdown Comparison

The maximum ARAW.DE drawdown since its inception was -20.41%, which is greater than WINC.AS's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for ARAW.DE and WINC.AS.


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Drawdown Indicators


ARAW.DEWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-20.41%

-18.74%

-1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-20.41%

-4.26%

-16.15%

Current Drawdown

Current decline from peak

-4.46%

-0.69%

-3.77%

Average Drawdown

Average peak-to-trough decline

-3.15%

-3.04%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

1.21%

+4.09%

Volatility

ARAW.DE vs. WINC.AS - Volatility Comparison

abrdn Future Raw Materials UCITS ETF (ARAW.DE) has a higher volatility of 11.01% compared to iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) at 2.92%. This indicates that ARAW.DE's price experiences larger fluctuations and is considered to be riskier than WINC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARAW.DEWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

2.92%

+8.09%

Volatility (6M)

Calculated over the trailing 6-month period

25.93%

8.04%

+17.89%

Volatility (1Y)

Calculated over the trailing 1-year period

31.38%

10.89%

+20.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.66%

14.37%

+16.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.66%

14.37%

+16.29%

ARAW.DE vs. WINC.AS - Expense Ratio Comparison

ARAW.DE has a 0.45% expense ratio, which is higher than WINC.AS's 0.35% expense ratio.


Dividends

ARAW.DE vs. WINC.AS - Dividend Comparison

ARAW.DE has not paid dividends to shareholders, while WINC.AS's dividend yield for the trailing twelve months is around 9.64%.


PositionTTM20252024
ARAW.DE
abrdn Future Raw Materials UCITS ETF
0.00%0.00%0.00%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
9.64%9.38%4.88%

Frequently Asked Questions


ARAW.DE and WINC.AS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WINC.AS is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WINC.AS is cheaper with a 0.35% expense ratio, compared with 0.45% for ARAW.DE.

ARAW.DE is categorized as Materials, while WINC.AS is Global Equity Income. They also come from different issuers: abrdn and iShares. Their fees differ too: 0.45% for ARAW.DE and 0.35% for WINC.AS.

Portfolio Optimizer

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