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

Performance

IDNA.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI North America UCITS ETF (IDNA.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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Returns By Period

The year-to-date returns for both stocks are quite close, with IDNA.L having a 10.19% return and IWDA.L slightly lower at 10.17%. Over the past 10 years, IDNA.L has outperformed IWDA.L with an annualized return of 14.35%, while IWDA.L has yielded a comparatively lower 12.99% annualized return.


IDNA.L

1D
0.17%
1M
0.35%
6M
9.68%
YTD
10.19%
1Y
21.59%
3Y*
19.80%
5Y*
12.29%
10Y*
14.35%

IWDA.L

1D
0.19%
1M
0.21%
6M
9.01%
YTD
10.17%
1Y
22.01%
3Y*
18.87%
5Y*
11.60%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IDNA.L
iShares MSCI North America UCITS ETF
10.19%17.55%24.50%26.38%-19.84%27.07%19.54%30.25%-6.70%21.02%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
10.17%21.03%19.11%24.27%-18.11%22.19%16.06%27.13%-9.01%22.75%

Correlation

The correlation between IDNA.L and IWDA.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.86

The correlation between IDNA.L and IWDA.L shifts across timeframes, from 0.86 (all time) to 0.97 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IDNA.L
IDNA.L Risk / Return Rank: 7171
Overall Rank
IDNA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IDNA.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
IDNA.L Omega Ratio Rank: 7070
Omega Ratio Rank
IDNA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IDNA.L Martin Ratio Rank: 7373
Martin Ratio Rank

IWDA.L
IWDA.L Risk / Return Rank: 7171
Overall Rank
IWDA.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7474
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (IDNA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDNA.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.66

2.64

+0.02

Martin ratioReturn relative to average drawdown

10.76

10.75

+0.01

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

The current IDNA.L Sharpe Ratio is 1.84, which is comparable to the IWDA.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of IDNA.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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Drawdowns

IDNA.L vs. IWDA.L - Drawdown Comparison

The maximum IDNA.L drawdown since its inception was -56.08%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for IDNA.L and IWDA.L.


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Drawdown Indicators


IDNA.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.08%

-34.11%

-21.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-8.31%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-18.54%

-16.94%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-25.88%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-34.62%

-34.11%

-0.51%

Current Drawdown

Current decline from peak

-0.37%

-0.12%

-0.25%

Average Drawdown

Average peak-to-trough decline

-8.95%

-4.39%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.04%

+0.03%

Volatility

IDNA.L vs. IWDA.L - Volatility Comparison

iShares MSCI North America UCITS ETF (IDNA.L) has a higher volatility of 2.95% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 2.72%. This indicates that IDNA.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


IDNA.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

2.72%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

9.80%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.07%

12.26%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

15.73%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

15.78%

+0.42%

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

IDNA.L has a 0.40% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.


Dividends

IDNA.L vs. IWDA.L - Dividend Comparison

IDNA.L's dividend yield for the trailing twelve months is around 0.60%, while IWDA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDNA.L
iShares MSCI North America UCITS ETF
0.60%0.66%0.77%0.96%1.13%0.76%1.03%1.23%1.45%1.27%1.42%1.56%
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


With a correlation of 0.96, IDNA.L and IWDA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.40% for IDNA.L.

IDNA.L tracks iShares MSCI North America UCITS ETF, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.40% for IDNA.L and 0.20% for IWDA.L.

Portfolio Optimizer

Find the right allocation for IDNA.L and IWDA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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