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CU1.L vs. IWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CU1.L vs. IWDA.L

Last updated Jun 4, 2026

CU1.L (iShares MSCI USA UCITS ETF USD (Acc)) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - CU1.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while IWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, CU1.L returned 16.03%/yr vs 14.05%/yr for IWDA.L. Their correlation of 0.81 suggests significant overlap in exposure. CU1.L charges 0.33%/yr vs 0.20%/yr for IWDA.L.

Performance

CU1.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CU1.L is traded in GBp, while IWDA.L is traded in USD. To make them comparable, the IWDA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with CU1.L having a 10.47% return and IWDA.L slightly lower at 10.12%. Over the past 10 years, CU1.L has outperformed IWDA.L with an annualized return of 16.03%, while IWDA.L has yielded a comparatively lower 14.05% annualized return.

CU1.L

1D
-0.20%
1M
6.10%
YTD
10.47%
6M
10.38%
1Y
28.76%
3Y*
19.44%
5Y*
14.49%
10Y*
16.03%

IWDA.L

1D
-0.27%
1M
4.87%
YTD
10.12%
6M
10.50%
1Y
27.28%
3Y*
17.82%
5Y*
13.03%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU1.L vs. IWDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CU1.L
iShares MSCI USA UCITS ETF USD (Acc)		10.47%9.22%27.38%20.66%-10.62%28.72%16.30%26.24%-0.40%10.55%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		10.12%12.41%21.19%18.05%-8.38%23.34%12.65%22.29%-3.62%12.15%

Correlation

The correlation between CU1.L and IWDA.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2010

0.81

The correlation between CU1.L and IWDA.L has been stable across timeframes, ranging from 0.81 to 0.88 - a consistent structural relationship.

CU1.L vs. IWDA.L - Sectors Allocation Comparison

Sectors
CU1.L
IWDA.L

Technology

35.4%
32.9%

Financial Services

11.6%
14.9%

Communication Services

11.3%
9.3%

Consumer Cyclical

10.2%
8.8%

Healthcare

8.6%
8.6%

Industrials

8.5%
9.7%

Consumer Defensive

4.8%
4.8%

Energy

3.6%
3.9%

Utilities

2.3%
2.4%

Real Estate

1.9%
1.2%

Basic Materials

1.8%
2.8%

Technology

CU1.L
35.4%
IWDA.L
32.9%

Financial Services

CU1.L
11.6%
IWDA.L
14.9%

Communication Services

CU1.L
11.3%
IWDA.L
9.3%

Consumer Cyclical

CU1.L
10.2%
IWDA.L
8.8%

Healthcare

CU1.L
8.6%
IWDA.L
8.6%

Industrials

CU1.L
8.5%
IWDA.L
9.7%

Consumer Defensive

CU1.L
4.8%
IWDA.L
4.8%

Energy

CU1.L
3.6%
IWDA.L
3.9%

Utilities

CU1.L
2.3%
IWDA.L
2.4%

Real Estate

CU1.L
1.9%
IWDA.L
1.2%

Basic Materials

CU1.L
1.8%
IWDA.L
2.8%

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iShares MSCI USA UCITS ETF USD (Acc)

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with CU1.L:
CU1.L vs. XDUS.LCU1.L vs. CSP1.LCU1.L vs. QQQCU1.L vs. VUGCU1.L vs. LGUG.LCU1.L vs. ISDU.LCU1.L vs. SPXL
Often compared with IWDA.L:
IWDA.L vs. VWCE.DEIWDA.L vs. SWDA.LIWDA.L vs. VWRP.LIWDA.L vs. VUAA.LIWDA.L vs. URTHIWDA.L vs. ACWI.LIWDA.L vs. SPY

Return for Risk

CU1.L vs. IWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CU1.L
CU1.L Risk / Return Rank: 7878
Overall Rank
CU1.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CU1.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
CU1.L Omega Ratio Rank: 8484
Omega Ratio Rank
CU1.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
CU1.L Martin Ratio Rank: 7070
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 6767
Overall Rank
IWDA.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6565
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7070
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.

CU1.L vs. IWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). 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.

CU1.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
2.70
2.34

+0.37

Sortino ratioReturn per unit of downside risk
3.62
3.25

+0.37

Omega ratioGain probability vs. loss probability

1.50

1.44

+0.07

Calmar ratioReturn relative to maximum drawdown

3.73

4.26

-0.53

Martin ratioReturn relative to average drawdown

12.95

16.05

-3.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CU1.L vs. IWDA.L - Sharpe Ratio Comparison

The current CU1.L Sharpe Ratio is 2.70, which is comparable to the IWDA.L Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of CU1.L and IWDA.L, 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

CU1.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

2.34

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.90

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.90

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.86

+0.25

Drawdowns

CU1.L vs. IWDA.L - Drawdown Comparison

The maximum CU1.L drawdown since its inception was -25.87%, roughly equal to the maximum IWDA.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for CU1.L and IWDA.L.

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Drawdown Indicators

CU1.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.87%

-26.18%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

-6.37%

-1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

-18.91%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-18.91%

-2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-25.87%

-26.18%

+0.31%

Current Drawdown

Current decline from peak

-0.20%

-0.27%

+0.07%

Average Drawdown

Average peak-to-trough decline

-3.43%

-3.39%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

1.70%

+0.52%

Volatility

CU1.L vs. IWDA.L - Volatility Comparison

The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) is 2.63%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 3.47%. This indicates that CU1.L experiences smaller price fluctuations and is considered to be less risky than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CU1.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.47%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

8.85%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.67%

11.65%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

14.49%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

15.51%

+0.25%

CU1.L vs. IWDA.L - Expense Ratio Comparison

CU1.L has a 0.33% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.

Dividends

CU1.L vs. IWDA.L - Dividend Comparison

Neither CU1.L nor IWDA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

CU1.L and IWDA.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.33% for CU1.L.

CU1.L is categorized as Large Cap Blend Equities, while IWDA.L is Global Equities. CU1.L tracks Russell 1000 TR USD, while IWDA.L tracks MSCI World Index. Their fees differ too: 0.33% for CU1.L and 0.20% for IWDA.L.

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