IASH.L vs. IWDA.AS
Compare and contrast key facts about iShares MSCI China A UCITS USD (IASH.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS).
IASH.L 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. IASH.L is a passively managed fund by iShares that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Apr 8, 2015. 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 IASH.L 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
IASH.L vs. IWDA.AS - Performance Comparison
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IASH.L vs. IWDA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IASH.L iShares MSCI China A UCITS USD | 0.61% | 17.67% | 12.92% | -18.83% | -17.27% | 4.48% | 37.65% | 29.94% | -21.35% | 17.95% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | -0.72% | 12.81% | 21.44% | 17.50% | -9.07% | 24.68% | 12.21% | 22.23% | -3.21% | 12.09% |
Different Trading Currencies
IASH.L is traded in GBp, while IWDA.AS is traded in EUR. To make them comparable, the IWDA.AS values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IASH.L achieves a 0.61% return, which is significantly higher than IWDA.AS's -0.72% return. Over the past 10 years, IASH.L has underperformed IWDA.AS with an annualized return of 5.38%, while IWDA.AS has yielded a comparatively higher 12.93% annualized return.
IASH.L
- 1D
- 0.49%
- 1M
- -3.98%
- YTD
- 0.61%
- 6M
- 2.64%
- 1Y
- 22.00%
- 3Y*
- 2.27%
- 5Y*
- -0.49%
- 10Y*
- 5.38%
IWDA.AS
- 1D
- 2.25%
- 1M
- -2.76%
- YTD
- -0.72%
- 6M
- 2.67%
- 1Y
- 17.48%
- 3Y*
- 14.91%
- 5Y*
- 11.45%
- 10Y*
- 12.93%
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IASH.L vs. IWDA.AS - Expense Ratio Comparison
IASH.L has a 0.40% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio.
Return for Risk
IASH.L vs. IWDA.AS — Risk / Return Rank
IASH.L
IWDA.AS
IASH.L vs. IWDA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS USD (IASH.L) 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.
| IASH.L | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.15 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.62 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.34 | 4.24 | -0.89 |
Martin ratioReturn relative to average drawdown | 8.45 | 16.28 | -7.83 |
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
| IASH.L | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.15 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.82 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.86 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.77 | -0.71 |
Correlation
The correlation between IASH.L and IWDA.AS is 0.32, 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
IASH.L vs. IWDA.AS - Dividend Comparison
Neither IASH.L nor IWDA.AS has paid dividends to shareholders.
Drawdowns
IASH.L vs. IWDA.AS - Drawdown Comparison
The maximum IASH.L drawdown since its inception was -48.39%, which is greater than IWDA.AS's maximum drawdown of -26.21%. Use the drawdown chart below to compare losses from any high point for IASH.L and IWDA.AS.
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Drawdown Indicators
| IASH.L | IWDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.39% | -33.63% | -14.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -13.21% | +4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -42.23% | -21.59% | -20.64% |
Max Drawdown (10Y)Largest decline over 10 years | -44.67% | -33.63% | -11.04% |
Current DrawdownCurrent decline from peak | -17.38% | -3.99% | -13.39% |
Average DrawdownAverage peak-to-trough decline | -24.91% | -4.28% | -20.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.66% | +1.00% |
Volatility
IASH.L vs. IWDA.AS - Volatility Comparison
iShares MSCI China A UCITS USD (IASH.L) has a higher volatility of 4.88% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 4.43%. This indicates that IASH.L'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
| IASH.L | IWDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 4.43% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 8.26% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 15.09% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.26% | 13.73% | +7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.91% | 14.85% | +8.06% |