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GERD.DE vs. IWDA.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GERD.DE vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
1.42%10.26%18.54%7.85%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
-1.07%7.08%27.23%7.71%

Returns By Period

In the year-to-date period, GERD.DE achieves a 1.42% return, which is significantly higher than IWDA.AS's -1.07% return.


GERD.DE

1D
2.02%
1M
-3.96%
YTD
1.42%
6M
4.65%
1Y
13.78%
3Y*
5Y*
10Y*

IWDA.AS

1D
2.11%
1M
-3.07%
YTD
-1.07%
6M
2.15%
1Y
12.16%
3Y*
15.10%
5Y*
10.85%
10Y*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

GERD.DE has a 0.50% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio.


Return for Risk

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

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

GERD.DE
GERD.DE Risk / Return Rank: 5151
Overall Rank
GERD.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 4444
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 6464
Martin Ratio Rank

IWDA.AS
IWDA.AS Risk / Return Rank: 6060
Overall Rank
IWDA.AS Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 3636
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 4040
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 9393
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.


GERD.DEIWDA.ASDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.75

+0.14

Sortino ratio

Return per unit of downside risk

1.24

1.10

+0.14

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.53

3.69

-2.17

Martin ratio

Return relative to average drawdown

6.79

14.30

-7.51

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

The current GERD.DE Sharpe Ratio is 0.90, which is comparable to the IWDA.AS Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GERD.DE and IWDA.AS, 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


GERD.DEIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.75

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.78

+0.27

Correlation

The correlation between GERD.DE and IWDA.AS is 0.83, 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

GERD.DE vs. IWDA.AS - Dividend Comparison

Neither GERD.DE nor IWDA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GERD.DE vs. IWDA.AS - Drawdown Comparison

The maximum GERD.DE drawdown since its inception was -19.22%, smaller than the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for GERD.DE and IWDA.AS.


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Drawdown Indicators


GERD.DEIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-19.22%

-33.63%

+14.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.62%

-13.21%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-4.28%

-3.99%

-0.29%

Average Drawdown

Average peak-to-trough decline

-2.33%

-4.28%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.66%

+0.35%

Volatility

GERD.DE vs. IWDA.AS - Volatility Comparison

L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) has a higher volatility of 4.64% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 4.35%. This indicates that GERD.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.


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Volatility by Period


GERD.DEIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

4.35%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

8.21%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

15.95%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

14.10%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.97%

15.04%

-2.07%