IBCH.DE vs. WRLD.DE
IBCH.DE (iShares MSCI World EUR Hedged UCITS ETF Accumulating) and WRLD.DE (Rize Environmental Impact 100 UCITS ETF) are both Global Equities funds - IBCH.DE tracks the MSCI World 100% Hedged to EUR Net while WRLD.DE tracks the Foxberry SMS Environmental Impact 100. Both are passively managed. Over the past 3 years, IBCH.DE returned 18.41%/yr vs 10.05%/yr for WRLD.DE. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.55% expense ratio.
Performance
IBCH.DE vs. WRLD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCH.DE achieves a 8.84% return, which is significantly lower than WRLD.DE's 18.45% return.
IBCH.DE
- 1D
- 0.09%
- 1M
- 2.82%
- YTD
- 8.84%
- 6M
- 9.58%
- 1Y
- 23.44%
- 3Y*
- 18.41%
- 5Y*
- 10.57%
- 10Y*
- 11.23%
WRLD.DE
- 1D
- -0.10%
- 1M
- 1.13%
- YTD
- 18.45%
- 6M
- 18.65%
- 1Y
- 26.89%
- 3Y*
- 10.05%
- 5Y*
- —
- 10Y*
- —
IBCH.DE vs. WRLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IBCH.DE iShares MSCI World EUR Hedged UCITS ETF Accumulating | 8.84% | 16.80% | 19.60% | 21.25% | -18.84% | 6.61% |
WRLD.DE Rize Environmental Impact 100 UCITS ETF | 18.45% | 11.71% | 1.59% | 11.63% | -16.39% | 8.00% |
Correlation
The correlation between IBCH.DE and WRLD.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021 | 0.78 |
The correlation between IBCH.DE and WRLD.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.
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Return for Risk
IBCH.DE vs. WRLD.DE — Risk / Return Rank
IBCH.DE
WRLD.DE
IBCH.DE vs. WRLD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF Accumulating (IBCH.DE) and Rize Environmental Impact 100 UCITS ETF (WRLD.DE). 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.
| IBCH.DE | WRLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.57 | -0.54 |
| Martin ratioReturn relative to average drawdown | 13.04 | 11.33 | +1.71 |
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
| IBCH.DE | WRLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.91 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.38 | +0.26 |
Drawdowns
IBCH.DE vs. WRLD.DE - Drawdown Comparison
The maximum IBCH.DE drawdown since its inception was -33.56%, which is greater than WRLD.DE's maximum drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for IBCH.DE and WRLD.DE.
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Drawdown Indicators
| IBCH.DE | WRLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -23.55% | -10.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -7.90% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -19.51% | +1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.38% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -9.51% | +4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.50% | -0.68% |
Volatility
IBCH.DE vs. WRLD.DE - Volatility Comparison
The current volatility for iShares MSCI World EUR Hedged UCITS ETF Accumulating (IBCH.DE) is 2.94%, while Rize Environmental Impact 100 UCITS ETF (WRLD.DE) has a volatility of 4.50%. This indicates that IBCH.DE experiences smaller price fluctuations and is considered to be less risky than WRLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBCH.DE | WRLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 4.50% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 11.34% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 14.81% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 16.98% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 16.98% | -1.66% |
IBCH.DE vs. WRLD.DE - Expense Ratio Comparison
Both IBCH.DE and WRLD.DE have an expense ratio of 0.55%.
Dividends
IBCH.DE vs. WRLD.DE - Dividend Comparison
Neither IBCH.DE nor WRLD.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCH.DE and WRLD.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IBCH.DE and WRLD.DE have the same expense ratio: 0.55% per year.
IBCH.DE tracks MSCI World 100% Hedged to EUR Net, while WRLD.DE tracks Foxberry SMS Environmental Impact 100. They also come from different issuers: iShares and Goldman Sachs.
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