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

Performance

GAAA.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.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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GAAA.L vs. IWDA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GAAA.L
iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc)
-0.80%10.43%-5.07%8.26%-20.61%-8.76%12.37%4.92%-1.16%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
-2.32%21.03%19.11%24.27%-18.11%22.19%16.06%27.13%-8.93%

Returns By Period

In the year-to-date period, GAAA.L achieves a -0.80% return, which is significantly higher than IWDA.L's -2.32% return.


GAAA.L

1D
0.79%
1M
-2.48%
YTD
-0.80%
6M
-0.44%
1Y
6.78%
3Y*
2.93%
5Y*
-2.78%
10Y*

IWDA.L

1D
2.92%
1M
-3.75%
YTD
-2.32%
6M
1.15%
1Y
20.54%
3Y*
17.66%
5Y*
10.54%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both GAAA.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%.


Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GAAA.L
GAAA.L Risk / Return Rank: 4343
Overall Rank
GAAA.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GAAA.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
GAAA.L Omega Ratio Rank: 3838
Omega Ratio Rank
GAAA.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
GAAA.L Martin Ratio Rank: 3939
Martin Ratio Rank

IWDA.L
IWDA.L Risk / Return Rank: 7575
Overall Rank
IWDA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 7171
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.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.


GAAA.LIWDA.LDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.31

-0.42

Sortino ratio

Return per unit of downside risk

1.34

1.86

-0.53

Omega ratio

Gain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

1.31

2.31

-1.00

Martin ratio

Return relative to average drawdown

4.01

9.49

-5.48

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

The current GAAA.L Sharpe Ratio is 0.89, which is lower than the IWDA.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of GAAA.L and IWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GAAA.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.31

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

0.67

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.75

-0.83

Correlation

The correlation between GAAA.L and IWDA.L is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GAAA.L vs. IWDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

GAAA.L vs. IWDA.L - Drawdown Comparison

The maximum GAAA.L drawdown since its inception was -33.06%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for GAAA.L and IWDA.L.


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Drawdown Indicators


GAAA.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-34.11%

+1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.08%

-11.56%

+6.48%

Max Drawdown (5Y)

Largest decline over 5 years

-30.55%

-25.88%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

Current Drawdown

Current decline from peak

-18.45%

-5.16%

-13.29%

Average Drawdown

Average peak-to-trough decline

-13.72%

-4.48%

-9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.11%

-0.45%

Volatility

GAAA.L vs. IWDA.L - Volatility Comparison

The current volatility for iShares Global AAA-AA Govt Bond UCITS ETF USD (Acc) (GAAA.L) is 2.84%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 5.47%. This indicates that GAAA.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


GAAA.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

5.47%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

8.94%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

7.58%

15.63%

-8.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.80%

15.63%

-6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

15.86%

-7.92%