PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EXV8.DE vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXV8.DE vs. IWDA.AS

Last updated Jun 5, 2026

EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) and IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials, while IWDA.AS is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, EXV8.DE returned 10.37%/yr vs 12.81%/yr for IWDA.AS. A 0.69 correlation means they provide meaningful diversification when combined. EXV8.DE charges 0.46%/yr vs 0.20%/yr for IWDA.AS.

Performance

EXV8.DE vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than IWDA.AS's 11.06% return. Over the past 10 years, EXV8.DE has underperformed IWDA.AS with an annualized return of 10.37%, while IWDA.AS has yielded a comparatively higher 12.81% annualized return.

EXV8.DE

1D
0.17%
1M
-2.48%
YTD
1.00%
6M
2.33%
1Y
6.66%
3Y*
15.58%
5Y*
9.70%
10Y*
10.37%

IWDA.AS

1D
-0.03%
1M
3.65%
YTD
11.06%
6M
11.08%
1Y
23.22%
3Y*
17.53%
5Y*
12.88%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV8.DE vs. IWDA.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)		1.00%25.00%6.42%33.57%-18.92%32.25%-2.02%42.92%-17.87%10.41%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		11.06%7.08%27.23%19.89%-13.54%32.54%6.20%29.58%-4.16%7.49%

Correlation

The correlation between EXV8.DE and IWDA.AS is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.63

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

0.61

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

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2009

0.69

The correlation between EXV8.DE and IWDA.AS has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with EXV8.DE:
EXV8.DE vs. EXH2.DEEXV8.DE vs. SXRT.DEEXV8.DE vs. GLDEXV8.DE vs. E6BR.DEEXV8.DE vs. EXV7.DEEXV8.DE vs. ESIN.DEEXV8.DE vs. MHL.DE
Often compared with IWDA.AS:
IWDA.AS vs. CSPX.LIWDA.AS vs. VTIWDA.AS vs. IWQU.LIWDA.AS vs. SWRD.ASIWDA.AS vs. IWVL.LIWDA.AS vs. WEBN.DEIWDA.AS vs. SPYI.DE

Return for Risk

EXV8.DE vs. IWDA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXV8.DE
EXV8.DE Risk / Return Rank: 1515
Overall Rank
EXV8.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXV8.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EXV8.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EXV8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXV8.DE Martin Ratio Rank: 1616
Martin Ratio Rank
IWDA.AS
IWDA.AS Risk / Return Rank: 7171
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6969
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7777
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.

EXV8.DE vs. IWDA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.

EXV8.DEIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility
0.38
2.15

-1.77

Sortino ratioReturn per unit of downside risk
0.70
3.03

-2.33

Omega ratioGain probability vs. loss probability

1.08

1.41

-0.32

Calmar ratioReturn relative to maximum drawdown

0.49

3.64

-3.15

Martin ratioReturn relative to average drawdown

1.50

14.53

-13.03

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

EXV8.DE vs. IWDA.AS - Sharpe Ratio Comparison

The current EXV8.DE Sharpe Ratio is 0.38, which is lower than the IWDA.AS Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of EXV8.DE and IWDA.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

EXV8.DEIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

2.15

-1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.90

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.84

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.82

-0.38

Drawdowns

EXV8.DE vs. IWDA.AS - Drawdown Comparison

The maximum EXV8.DE drawdown since its inception was -66.09%, which is greater than IWDA.AS's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for EXV8.DE and IWDA.AS.

Loading charts...

Drawdown Indicators

EXV8.DEIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-66.09%

-33.63%

-32.46%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

-6.45%

-8.85%

Max Drawdown (3Y)

Largest decline over 3 years

-16.83%

-21.59%

+4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-21.59%

-7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-33.63%

-9.18%

Current Drawdown

Current decline from peak

-6.66%

-0.34%

-6.32%

Average Drawdown

Average peak-to-trough decline

-15.00%

-4.25%

-10.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

1.63%

+3.37%

Volatility

EXV8.DE vs. IWDA.AS - Volatility Comparison

iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.62%. This indicates that EXV8.DE's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EXV8.DEIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

2.62%

+3.62%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

7.61%

+8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

10.90%

+8.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

14.08%

+5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

14.99%

+5.27%

EXV8.DE vs. IWDA.AS - Expense Ratio Comparison

EXV8.DE has a 0.46% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio.

Dividends

EXV8.DE vs. IWDA.AS - Dividend Comparison

EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, while IWDA.AS has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)		1.39%1.39%1.69%1.59%1.78%1.34%0.53%1.55%1.66%2.87%2.80%2.79%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EXV8.DE and IWDA.AS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.46% for EXV8.DE.

EXV8.DE is categorized as Industrials Equities, while IWDA.AS is Global Equities. EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while IWDA.AS tracks MSCI World Index. Their fees differ too: 0.46% for EXV8.DE and 0.20% for IWDA.AS.

Portfolio Optimizer

Find the right allocation for EXV8.DE and IWDA.AS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer