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

EEWD.L vs. IWDA.L

Last updated Jun 5, 2026

EEWD.L (iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds from iShares - EEWD.L tracks the MSCI World ESG Enhanced Focus CTB Index while IWDA.L tracks the MSCI World Index (Net). Both are passively managed. Over the past 5 years, EEWD.L returned 10.52%/yr vs 11.86%/yr for IWDA.L. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.20% expense ratio.

Performance

EEWD.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.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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Returns By Period

In the year-to-date period, EEWD.L achieves a 9.23% return, which is significantly lower than IWDA.L's 9.83% return.

EEWD.L

1D
0.04%
1M
4.08%
YTD
9.23%
6M
10.38%
1Y
24.23%
3Y*
19.45%
5Y*
10.52%
10Y*
—

IWDA.L

1D
0.10%
1M
4.07%
YTD
9.83%
6M
10.98%
1Y
25.98%
3Y*
20.77%
5Y*
11.86%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
EEWD.L
iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc		9.23%19.23%18.35%23.17%-20.23%22.70%17.66%15.77%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		9.83%21.03%19.11%24.27%-18.11%22.19%16.06%14.68%

Correlation

The correlation between EEWD.L and IWDA.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.99

The correlation between EEWD.L and IWDA.L has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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

Sectors
EEWD.L
IWDA.L

Technology

29.1%
32.9%

Financial Services

16.4%
14.9%

Industrials

10.4%
9.7%

Healthcare

9.3%
8.6%

Communication Services

9.2%
9.3%

Consumer Cyclical

9.0%
8.8%

Consumer Defensive

4.5%
4.8%

Energy

4.2%
3.9%

Basic Materials

3.1%
2.8%

Utilities

2.6%
2.4%

Real Estate

2.2%
1.2%

Technology

EEWD.L
29.1%
IWDA.L
32.9%

Financial Services

EEWD.L
16.4%
IWDA.L
14.9%

Industrials

EEWD.L
10.4%
IWDA.L
9.7%

Healthcare

EEWD.L
9.3%
IWDA.L
8.6%

Communication Services

EEWD.L
9.2%
IWDA.L
9.3%

Consumer Cyclical

EEWD.L
9.0%
IWDA.L
8.8%

Consumer Defensive

EEWD.L
4.5%
IWDA.L
4.8%

Energy

EEWD.L
4.2%
IWDA.L
3.9%

Basic Materials

EEWD.L
3.1%
IWDA.L
2.8%

Utilities

EEWD.L
2.6%
IWDA.L
2.4%

Real Estate

EEWD.L
2.2%
IWDA.L
1.2%

Compare stocks, funds, or ETFs

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iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with EEWD.L:
EEWD.L vs. CHRG.LEEWD.L vs. INFR.LEEWD.L vs. ISAC.LEEWD.L vs. CNDX.LEEWD.L vs. IITU.LEEWD.L vs. SWDA.LEEWD.L vs. IGLN.L
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EEWD.L
EEWD.L Risk / Return Rank: 6262
Overall Rank
EEWD.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EEWD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
EEWD.L Omega Ratio Rank: 6161
Omega Ratio Rank
EEWD.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
EEWD.L Martin Ratio Rank: 6565
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 6868
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.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.

EEWD.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
2.00
2.17

-0.17

Sortino ratioReturn per unit of downside risk
3.02
3.26

-0.24

Omega ratioGain probability vs. loss probability

1.37

1.40

-0.03

Calmar ratioReturn relative to maximum drawdown

2.78

3.11

-0.33

Martin ratioReturn relative to average drawdown

11.80

13.16

-1.36

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

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

The current EEWD.L Sharpe Ratio is 2.00, which is comparable to the IWDA.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of EEWD.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

EEWD.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.17

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.76

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.82

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.79

0.00

Drawdowns

EEWD.L vs. IWDA.L - Drawdown Comparison

The maximum EEWD.L drawdown since its inception was -33.48%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for EEWD.L and IWDA.L.

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Drawdown Indicators

EEWD.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.48%

-34.11%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-8.31%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.00%

-16.94%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-25.88%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.11%

—

Current Drawdown

Current decline from peak

-0.45%

-0.43%

-0.02%

Average Drawdown

Average peak-to-trough decline

-5.70%

-4.44%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.97%

+0.08%

Volatility

EEWD.L vs. IWDA.L - Volatility Comparison

iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) have volatilities of 3.42% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EEWD.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.40%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

9.19%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

11.93%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

15.68%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

15.91%

+1.42%

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

Both EEWD.L and IWDA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

EEWD.L vs. IWDA.L - Dividend Comparison

EEWD.L's dividend yield for the trailing twelve months is around 1.09%, while IWDA.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
EEWD.L
iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc		1.09%1.19%1.39%1.59%1.82%1.29%1.35%1.47%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.99, EEWD.L and IWDA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EEWD.L and IWDA.L have the same expense ratio: 0.20% per year.

EEWD.L tracks MSCI World ESG Enhanced Focus CTB Index, while IWDA.L tracks MSCI World Index (Net).

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