ESPX.AS vs. IWDA.AS
Compare and contrast key facts about iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS).
ESPX.AS 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. ESPX.AS is a passively managed fund by iShares that tracks the performance of the S&P 500 ESG Index Net (USD). It was launched on Aug 2, 2022. 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 ESPX.AS 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
ESPX.AS vs. IWDA.AS - Performance Comparison
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ESPX.AS vs. IWDA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ESPX.AS iShares S&P 500 Scored and Screened UCITS ETF USD Acc | -6.37% | 18.32% | 24.83% | 28.30% | -6.93% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | -4.54% | 21.46% | 19.36% | 23.68% | -4.73% |
Different Trading Currencies
ESPX.AS is traded in USD, while IWDA.AS is traded in EUR. To make them comparable, the IWDA.AS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESPX.AS achieves a -6.37% return, which is significantly lower than IWDA.AS's -4.54% return.
ESPX.AS
- 1D
- 0.82%
- 1M
- -6.65%
- YTD
- -6.37%
- 6M
- -1.18%
- 1Y
- 18.94%
- 3Y*
- 18.10%
- 5Y*
- —
- 10Y*
- —
IWDA.AS
- 1D
- 0.81%
- 1M
- -6.82%
- YTD
- -4.54%
- 6M
- -0.60%
- 1Y
- 19.06%
- 3Y*
- 16.81%
- 5Y*
- 10.00%
- 10Y*
- 11.87%
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ESPX.AS vs. IWDA.AS - Expense Ratio Comparison
ESPX.AS has a 0.07% expense ratio, which is lower than IWDA.AS's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ESPX.AS vs. IWDA.AS — Risk / Return Rank
ESPX.AS
IWDA.AS
ESPX.AS vs. IWDA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) 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.
| ESPX.AS | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.16 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.66 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.50 | -0.13 |
Martin ratioReturn relative to average drawdown | 11.12 | 11.25 | -0.12 |
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
| ESPX.AS | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.16 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.63 | +0.35 |
Correlation
The correlation between ESPX.AS and IWDA.AS is 0.85, 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
ESPX.AS vs. IWDA.AS - Dividend Comparison
Neither ESPX.AS nor IWDA.AS has paid dividends to shareholders.
Drawdowns
ESPX.AS vs. IWDA.AS - Drawdown Comparison
The maximum ESPX.AS drawdown since its inception was -19.44%, smaller than the maximum IWDA.AS drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for ESPX.AS and IWDA.AS.
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Drawdown Indicators
| ESPX.AS | IWDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.44% | -33.63% | +14.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -13.27% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.63% | — |
Current DrawdownCurrent decline from peak | -8.16% | -5.98% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -4.28% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.66% | +0.24% |
Volatility
ESPX.AS vs. IWDA.AS - Volatility Comparison
The current volatility for iShares S&P 500 Scored and Screened UCITS ETF USD Acc (ESPX.AS) is 3.99%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a volatility of 4.38%. This indicates that ESPX.AS experiences smaller price fluctuations and is considered to be less risky than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESPX.AS | IWDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 4.38% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 8.37% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 16.25% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 15.49% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 15.77% | -0.65% |