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

IASP.L vs. IWDA.L

Last updated Jun 5, 2026

IASP.L (iShares Asia Property Yield UCITS ETF) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - IASP.L is a REIT fund tracking the FTSE EPRA Nareit Developed Asia TR USD, while IWDA.L is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 10 years, IASP.L returned -0.92%/yr vs 13.89%/yr for IWDA.L. A 0.53 correlation means they provide meaningful diversification when combined. IASP.L charges 0.59%/yr vs 0.20%/yr for IWDA.L.

Performance

IASP.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Asia Property Yield UCITS ETF (IASP.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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Different Trading Currencies

IASP.L is traded in GBp, while IWDA.L is traded in USD. To make them comparable, the IWDA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IASP.L achieves a -7.66% return, which is significantly lower than IWDA.L's 10.12% return. Over the past 10 years, IASP.L has underperformed IWDA.L with an annualized return of -0.92%, while IWDA.L has yielded a comparatively higher 13.89% annualized return.

IASP.L

1D
0.16%
1M
-6.82%
YTD
-7.66%
6M
-7.06%
1Y
3.44%
3Y*
-2.88%
5Y*
-4.60%
10Y*
-0.92%

IWDA.L

1D
0.00%
1M
4.88%
YTD
10.12%
6M
10.06%
1Y
27.03%
3Y*
17.69%
5Y*
13.03%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IASP.L vs. IWDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IASP.L
iShares Asia Property Yield UCITS ETF		-7.66%17.20%-11.78%-10.90%-4.90%2.59%-14.59%8.99%0.23%4.41%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		10.28%12.41%21.19%18.05%-8.38%23.34%12.65%22.29%-3.62%12.15%

Correlation

The correlation between IASP.L and IWDA.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.40

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

0.45

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

0.44

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

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2010

0.53

The correlation between IASP.L and IWDA.L shifts across timeframes, from 0.40 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.

IASP.L vs. IWDA.L - Sectors Allocation Comparison

Sectors
IASP.L
IWDA.L

Real Estate

100.0%
1.2%

Basic Materials

-

2.8%

Communication Services

-

9.3%

Consumer Cyclical

-

8.8%

Consumer Defensive

-

4.8%

Energy

-

3.9%

Financial Services

-

14.9%

Healthcare

-

8.6%

Industrials

-

9.7%

Technology

-

32.9%

Utilities

-

2.4%

Real Estate

IASP.L
100.0%
IWDA.L
1.2%

Basic Materials

IASP.L

-

IWDA.L
2.8%

Communication Services

IASP.L

-

IWDA.L
9.3%

Consumer Cyclical

IASP.L

-

IWDA.L
8.8%

Consumer Defensive

IASP.L

-

IWDA.L
4.8%

Energy

IASP.L

-

IWDA.L
3.9%

Financial Services

IASP.L

-

IWDA.L
14.9%

Healthcare

IASP.L

-

IWDA.L
8.6%

Industrials

IASP.L

-

IWDA.L
9.7%

Technology

IASP.L

-

IWDA.L
32.9%

Utilities

IASP.L

-

IWDA.L
2.4%

Compare stocks, funds, or ETFs

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iShares Asia Property Yield UCITS ETF

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with IASP.L:
IASP.L vs. TDIV.ASIASP.L vs. REETIASP.L vs. SCHDIASP.L vs. AVUVIASP.L vs. VGTIASP.L vs. VOOIASP.L vs. AREG.L
Often compared with IWDA.L:
IWDA.L vs. VWCE.DEIWDA.L vs. SWDA.LIWDA.L vs. VWRP.LIWDA.L vs. VUAA.LIWDA.L vs. URTHIWDA.L vs. ACWI.LIWDA.L vs. SPY

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IASP.L
IASP.L Risk / Return Rank: 1313
Overall Rank
IASP.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IASP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
IASP.L Omega Ratio Rank: 1313
Omega Ratio Rank
IASP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
IASP.L Martin Ratio Rank: 1313
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 6868
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF (IASP.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.

IASP.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
0.30
2.32

-2.02

Sortino ratioReturn per unit of downside risk
0.49
3.22

-2.74

Omega ratioGain probability vs. loss probability

1.06

1.43

-0.37

Calmar ratioReturn relative to maximum drawdown

0.24

4.22

-3.98

Martin ratioReturn relative to average drawdown

0.73

15.90

-15.17

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

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

The current IASP.L Sharpe Ratio is 0.30, which is lower than the IWDA.L Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IASP.L and IWDA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IASP.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

2.32

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.90

-1.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.89

-0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.86

-0.81

Drawdowns

IASP.L vs. IWDA.L - Drawdown Comparison

The maximum IASP.L drawdown since its inception was -57.81%, which is greater than IWDA.L's maximum drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for IASP.L and IWDA.L.

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Drawdown Indicators

IASP.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.81%

-26.18%

-31.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-6.37%

-7.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.10%

-18.91%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-30.75%

-18.91%

-11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

-26.18%

-15.70%

Current Drawdown

Current decline from peak

-35.67%

-0.27%

-35.40%

Average Drawdown

Average peak-to-trough decline

-19.17%

-3.39%

-15.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

1.70%

+2.99%

Volatility

IASP.L vs. IWDA.L - Volatility Comparison

iShares Asia Property Yield UCITS ETF (IASP.L) has a higher volatility of 3.79% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.47%. This indicates that IASP.L's price experiences larger fluctuations and is considered to be riskier 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

IASP.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.47%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

8.85%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.50%

11.62%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.82%

14.49%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.52%

15.51%

-0.99%

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

IASP.L has a 0.59% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.

Dividends

IASP.L vs. IWDA.L - Dividend Comparison

IASP.L's dividend yield for the trailing twelve months is around 0.04%, while IWDA.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IASP.L
iShares Asia Property Yield UCITS ETF		0.04%0.03%0.04%0.04%0.04%0.03%0.03%0.03%0.03%0.03%0.03%0.03%
IWDA.L
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

IASP.L and IWDA.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.59% for IASP.L.

IASP.L is categorized as REIT, while IWDA.L is Global Equities. IASP.L tracks FTSE EPRA Nareit Developed Asia TR USD, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.59% for IASP.L and 0.20% for IWDA.L.

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