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

EGMW.L vs. IWDA.L

Last updated Jun 5, 2026

EGMW.L (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds from iShares - EGMW.L tracks the MSCI ACWI NR USD while IWDA.L tracks the MSCI World Index (Net). Both are passively managed. Over the past 5 years, EGMW.L returned 11.70%/yr vs 13.06%/yr for IWDA.L. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

EGMW.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EGMW.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

EGMW.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, EGMW.L achieves a 9.42% return, which is significantly lower than IWDA.L's 10.28% return.

EGMW.L

1D
0.11%
1M
5.23%
YTD
9.42%
6M
9.73%
1Y
25.53%
3Y*
16.40%
5Y*
11.70%
10Y*
—

IWDA.L

1D
0.10%
1M
5.02%
YTD
10.28%
6M
10.21%
1Y
27.20%
3Y*
17.74%
5Y*
13.06%
10Y*
13.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
EGMW.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)		9.42%11.08%20.29%16.47%-11.09%24.85%13.66%0.99%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		10.28%12.41%21.19%18.05%-8.38%23.34%12.65%0.38%

Correlation

The correlation between EGMW.L and IWDA.L is 0.90, 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

0.90

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.91

The correlation between EGMW.L and IWDA.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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

Sectors
EGMW.L
IWDA.L

Technology

31.1%
32.9%

Financial Services

16.1%
14.9%

Industrials

10.0%
9.7%

Healthcare

9.1%
8.6%

Communication Services

8.9%
9.3%

Consumer Cyclical

8.8%
8.8%

Consumer Defensive

4.4%
4.8%

Energy

4.0%
3.9%

Basic Materials

3.0%
2.8%

Utilities

2.4%
2.4%

Real Estate

2.1%
1.2%

Technology

EGMW.L
31.1%
IWDA.L
32.9%

Financial Services

EGMW.L
16.1%
IWDA.L
14.9%

Industrials

EGMW.L
10.0%
IWDA.L
9.7%

Healthcare

EGMW.L
9.1%
IWDA.L
8.6%

Communication Services

EGMW.L
8.9%
IWDA.L
9.3%

Consumer Cyclical

EGMW.L
8.8%
IWDA.L
8.8%

Consumer Defensive

EGMW.L
4.4%
IWDA.L
4.8%

Energy

EGMW.L
4.0%
IWDA.L
3.9%

Basic Materials

EGMW.L
3.0%
IWDA.L
2.8%

Utilities

EGMW.L
2.4%
IWDA.L
2.4%

Real Estate

EGMW.L
2.1%
IWDA.L
1.2%

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iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with EGMW.L:
EGMW.L vs. V3AB.LEGMW.L vs. ^GSPCEGMW.L vs. VEVE.LEGMW.L vs. CSPX.LEGMW.L vs. SPYEGMW.L vs. EGLN.LEGMW.L vs. EIMI.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGMW.L
EGMW.L Risk / Return Rank: 7676
Overall Rank
EGMW.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EGMW.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
EGMW.L Omega Ratio Rank: 7979
Omega Ratio Rank
EGMW.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
EGMW.L Martin Ratio Rank: 7676
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EGMW.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.

EGMW.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
2.46
2.33

+0.12

Sortino ratioReturn per unit of downside risk
3.40
3.24

+0.16

Omega ratioGain probability vs. loss probability

1.46

1.44

+0.03

Calmar ratioReturn relative to maximum drawdown

3.56

4.25

-0.69

Martin ratioReturn relative to average drawdown

14.23

16.00

-1.78

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

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

The current EGMW.L Sharpe Ratio is 2.46, which is comparable to the IWDA.L Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of EGMW.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

EGMW.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.33

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.90

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.86

-0.07

Drawdowns

EGMW.L vs. IWDA.L - Drawdown Comparison

The maximum EGMW.L drawdown since its inception was -23.48%, smaller than the maximum IWDA.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for EGMW.L and IWDA.L.

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Drawdown Indicators

EGMW.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-26.18%

+2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-6.37%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-19.00%

-18.91%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-18.91%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.18%

—

Current Drawdown

Current decline from peak

-0.15%

-0.07%

-0.08%

Average Drawdown

Average peak-to-trough decline

-3.95%

-3.39%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.70%

+0.09%

Volatility

EGMW.L vs. IWDA.L - Volatility Comparison

The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EGMW.L) is 2.55%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 3.39%. This indicates that EGMW.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

EGMW.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

3.39%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

8.83%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

11.60%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

14.49%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

15.51%

+0.54%

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

Both EGMW.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

EGMW.L vs. IWDA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

EGMW.L and IWDA.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

EGMW.L tracks MSCI ACWI NR USD, while IWDA.L tracks MSCI World Index (Net).

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