ELFW.DE vs. IWDA.AS
Compare and contrast key facts about Deka MSCI World UCITS ETF Dist (ELFW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS).
ELFW.DE and IWDA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ELFW.DE is a passively managed fund by Deka that tracks the performance of the MSCI World. It was launched on Sep 4, 2018. IWDA.AS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both ELFW.DE and IWDA.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ELFW.DE vs. IWDA.AS - Performance Comparison
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ELFW.DE vs. IWDA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ELFW.DE Deka MSCI World UCITS ETF Dist | -1.36% | 7.57% | 25.71% | 19.97% | -14.02% | 31.88% | 5.44% | 30.74% | -11.82% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | -1.04% | 7.08% | 27.23% | 19.89% | -13.54% | 32.54% | 6.20% | 29.58% | -11.33% |
Returns By Period
In the year-to-date period, ELFW.DE achieves a -1.36% return, which is significantly lower than IWDA.AS's -1.04% return.
ELFW.DE
- 1D
- 0.05%
- 1M
- -2.03%
- YTD
- -1.36%
- 6M
- 1.65%
- 1Y
- 12.01%
- 3Y*
- 14.74%
- 5Y*
- 10.47%
- 10Y*
- —
IWDA.AS
- 1D
- 0.02%
- 1M
- -2.02%
- YTD
- -1.04%
- 6M
- 1.81%
- 1Y
- 12.26%
- 3Y*
- 15.01%
- 5Y*
- 10.85%
- 10Y*
- 11.90%
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ELFW.DE vs. IWDA.AS - Expense Ratio Comparison
ELFW.DE has a 0.31% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio.
Return for Risk
ELFW.DE vs. IWDA.AS — Risk / Return Rank
ELFW.DE
IWDA.AS
ELFW.DE vs. IWDA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI World UCITS ETF Dist (ELFW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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.
| ELFW.DE | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.76 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.11 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 4.28 | -1.61 |
Martin ratioReturn relative to average drawdown | 10.28 | 16.39 | -6.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ELFW.DE | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.76 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.76 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.78 | -0.10 |
Correlation
The correlation between ELFW.DE and IWDA.AS is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ELFW.DE vs. IWDA.AS - Dividend Comparison
ELFW.DE's dividend yield for the trailing twelve months is around 1.00%, while IWDA.AS has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ELFW.DE Deka MSCI World UCITS ETF Dist | 1.00% | 1.01% | 1.04% | 1.37% | 1.65% | 0.96% | 1.29% | 1.53% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ELFW.DE vs. IWDA.AS - Drawdown Comparison
The maximum ELFW.DE drawdown since its inception was -33.59%, roughly equal to the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for ELFW.DE and IWDA.AS.
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Drawdown Indicators
| ELFW.DE | IWDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.59% | -33.63% | +0.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -8.76% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -21.59% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.63% | — |
Current DrawdownCurrent decline from peak | -4.05% | -3.97% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -4.28% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.68% | +0.05% |
Volatility
ELFW.DE vs. IWDA.AS - Volatility Comparison
Deka MSCI World UCITS ETF Dist (ELFW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) have volatilities of 4.21% and 4.18%, 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
| ELFW.DE | IWDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.18% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 8.20% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 15.90% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 14.10% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 15.03% | +1.14% |