GBLB.BR vs. IWDA.AS
Compare and contrast key facts about Groupe Bruxelles Lambert SA (GBLB.BR) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS).
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.
Performance
GBLB.BR vs. IWDA.AS - Performance Comparison
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GBLB.BR vs. IWDA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBLB.BR Groupe Bruxelles Lambert SA | 3.95% | 23.47% | -3.57% | -1.06% | -21.60% | 22.28% | -8.03% | 27.96% | -12.72% | 16.77% |
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% | -4.16% | 7.49% |
Returns By Period
In the year-to-date period, GBLB.BR achieves a 3.95% return, which is significantly higher than IWDA.AS's -1.04% return. Over the past 10 years, GBLB.BR has underperformed IWDA.AS with an annualized return of 4.90%, while IWDA.AS has yielded a comparatively higher 11.90% annualized return.
GBLB.BR
- 1D
- 0.51%
- 1M
- -3.78%
- YTD
- 3.95%
- 6M
- 2.33%
- 1Y
- 19.74%
- 3Y*
- 5.27%
- 5Y*
- 1.66%
- 10Y*
- 4.90%
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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Return for Risk
GBLB.BR vs. IWDA.AS — Risk / Return Rank
GBLB.BR
IWDA.AS
GBLB.BR vs. IWDA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Groupe Bruxelles Lambert SA (GBLB.BR) 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.
| GBLB.BR | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.76 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.11 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.00 | 4.28 | -1.28 |
Martin ratioReturn relative to average drawdown | 9.66 | 16.39 | -6.72 |
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
| GBLB.BR | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.76 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.76 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.78 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.78 | -0.44 |
Correlation
The correlation between GBLB.BR and IWDA.AS is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
GBLB.BR vs. IWDA.AS - Dividend Comparison
GBLB.BR's dividend yield for the trailing twelve months is around 6.33%, while IWDA.AS has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBLB.BR Groupe Bruxelles Lambert SA | 6.33% | 6.58% | 4.16% | 3.86% | 3.69% | 2.55% | 3.82% | 3.27% | 3.94% | 3.26% | 3.59% | 3.54% |
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% |
Drawdowns
GBLB.BR vs. IWDA.AS - Drawdown Comparison
The maximum GBLB.BR drawdown since its inception was -55.94%, 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 GBLB.BR and IWDA.AS.
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Drawdown Indicators
| GBLB.BR | IWDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.94% | -33.63% | -22.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -8.76% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -33.45% | -21.59% | -11.86% |
Max Drawdown (10Y)Largest decline over 10 years | -39.04% | -33.63% | -5.41% |
Current DrawdownCurrent decline from peak | -9.43% | -3.97% | -5.46% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -4.28% | -10.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 1.68% | +1.92% |
Volatility
GBLB.BR vs. IWDA.AS - Volatility Comparison
Groupe Bruxelles Lambert SA (GBLB.BR) has a higher volatility of 5.45% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 4.18%. This indicates that GBLB.BR'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.
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Volatility by Period
| GBLB.BR | IWDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 4.18% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 8.20% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 15.90% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 14.10% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 15.03% | +4.15% |