DGIT.L vs. IWDA.L

Last updated Jun 5, 2026

DGIT.L (iShares Digitalisation UCITS Acc) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - DGIT.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while IWDA.L is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 5 years, DGIT.L returned 2.10%/yr vs 13.03%/yr for IWDA.L. A 0.78 correlation means they provide meaningful diversification when combined. DGIT.L charges 0.40%/yr vs 0.20%/yr for IWDA.L.

Performance

DGIT.L vs. IWDA.L - Performance Comparison

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

Different Trading Currencies

DGIT.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

In the year-to-date period, DGIT.L achieves a 2.64% return, which is significantly lower than IWDA.L's 10.12% return.

DGIT.L

• 1D: 1.17%
• 1M: 10.23%
• YTD: 2.64%
• 6M: 0.90%
• 1Y: 1.12%
• 3Y*: 11.91%
• 5Y*: 2.10%
• 10Y*: —

IWDA.L

• 1D: 0.00%
• 1M: 4.88%
• YTD: 10.12%
• 6M: 10.06%
• 1Y: 27.03%
• 3Y*: 17.69%
• 5Y*: 13.03%
• 10Y*: 13.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGIT.L iShares Digitalisation UCITS Acc	2.64%	-3.01%	24.03%	25.52%	-28.82%	2.05%	37.30%	20.58%	0.76%	16.58%
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc)	10.28%	12.41%	21.19%	18.05%	-8.38%	23.34%	12.65%	22.29%	-3.62%	12.15%

Correlation

The correlation between DGIT.L and IWDA.L 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 (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Sep 13, 2016	0.78

Over the past year, the correlation between DGIT.L and IWDA.L has dropped to 0.46 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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

Sectors	DGIT.L	IWDA.L
Technology	42.7%	32.9%
Communication Services	19.1%	9.3%
Consumer Cyclical	16.0%	8.8%
Industrials	10.6%	9.7%
Real Estate	5.9%	1.2%
Financial Services	5.5%	14.9%
Healthcare	0.1%	8.6%
Consumer Defensive	0.1%	4.8%
Basic Materials	-	2.8%
Energy	-	3.9%
Utilities	-	2.4%

Return for Risk

DGIT.L vs. IWDA.L — Risk / Return Rank

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

DGIT.L

DGIT.L Risk / Return Rank: 10
DGIT.L Sharpe Ratio Rank: 10
DGIT.L Sortino Ratio Rank: 10
DGIT.L Omega Ratio Rank: 10
DGIT.L Calmar Ratio Rank: 10
DGIT.L Martin Ratio Rank: 10

IWDA.L

IWDA.L Risk / Return Rank: 68
IWDA.L Sharpe Ratio Rank: 67
IWDA.L Sortino Ratio Rank: 73
IWDA.L Omega Ratio Rank: 67
IWDA.L Calmar Ratio Rank: 64
IWDA.L Martin Ratio Rank: 72

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGIT.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.

	DGIT.L	IWDA.L	Difference
Sharpe ratio: Return per unit of total volatility	0.07	2.32	-2.25
Sortino ratio: Return per unit of downside risk	0.20	3.22	-3.02
Omega ratio: Gain probability vs. loss probability	1.02	1.43	-0.41
Calmar ratio: Return relative to maximum drawdown	0.05	4.22	-4.17
Martin ratio: Return relative to average drawdown	0.11	15.90	-15.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DGIT.L Sharpe Ratio is 0.07, which is lower than the IWDA.L Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DGIT.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.

Sharpe Ratios by Period

	DGIT.L	IWDA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.07	2.32	-2.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	0.90	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.86	-0.40

Drawdowns

DGIT.L vs. IWDA.L - Drawdown Comparison

The maximum DGIT.L drawdown since its inception was -37.95%, which is greater than IWDA.L's maximum drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for DGIT.L and IWDA.L.

Drawdown Indicators

	DGIT.L	IWDA.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.95%	-26.18%	-11.77%
Max Drawdown (1Y) Largest decline over 1 year	-22.67%	-6.37%	-16.30%
Max Drawdown (3Y) Largest decline over 3 years	-25.07%	-18.91%	-6.16%
Max Drawdown (5Y) Largest decline over 5 years	-37.95%	-18.91%	-19.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-26.18%	—
Current Drawdown Current decline from peak	-8.94%	-0.27%	-8.67%
Average Drawdown Average peak-to-trough decline	-11.03%	-3.39%	-7.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.16%	1.70%	+8.46%

Volatility

DGIT.L vs. IWDA.L - Volatility Comparison

iShares Digitalisation UCITS Acc (DGIT.L) has a higher volatility of 5.28% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.47%. This indicates that DGIT.L's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGIT.L	IWDA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.28%	3.47%	+1.81%
Volatility (6M) Calculated over the trailing 6-month period	12.82%	8.85%	+3.97%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	11.62%	+4.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.37%	14.49%	+4.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.02%	15.51%	+3.51%

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

DGIT.L has a 0.40% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.

Dividends

DGIT.L vs. IWDA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGIT.L and IWDA.L in my portfolio?

DGIT.L and IWDA.L 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.

Which ETF is better, DGIT.L or IWDA.L?

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.

Which ETF is cheaper, DGIT.L or IWDA.L?

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.40% for DGIT.L.

What is the main difference between DGIT.L and IWDA.L?

DGIT.L is categorized as Technology Equities, while IWDA.L is Global Equities. DGIT.L tracks MSCI World/Information Tech NR USD, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.40% for DGIT.L and 0.20% for IWDA.L.