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

IDNA.L vs. MIST.L

Last updated Jul 16, 2026
Documentation

IDNA.L (iShares MSCI North America UCITS ETF) and MIST.L (PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation) are both Global Equities funds - IDNA.L tracks the iShares MSCI North America UCITS ETF while MIST.L tracks the PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation. Both are passively managed. Over the past 5 years, IDNA.L returned 12.29%/yr vs 2.48%/yr for MIST.L. At a 0.28 correlation, their price movements are largely independent.

Performance

IDNA.L vs. MIST.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 PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDNA.L is traded in USD, while MIST.L is traded in GBP. To make them comparable, the MIST.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDNA.L achieves a 10.19% return, which is significantly higher than MIST.L's 1.66% 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%

MIST.L

1D
0.25%
1M
0.09%
6M
1.62%
YTD
1.66%
1Y
4.38%
3Y*
5.81%
5Y*
2.48%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
IDNA.L
iShares MSCI North America UCITS ETF		10.19%17.55%24.50%26.38%-19.84%27.07%19.54%7.85%
MIST.L
PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation		1.66%12.50%3.77%10.55%-11.69%-1.26%3.71%7.64%

Correlation

The correlation between IDNA.L and MIST.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.25

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

0.21

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

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2019

0.28

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iShares MSCI North America UCITS ETF

PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation

Return for Risk

IDNA.L vs. MIST.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
MIST.L
MIST.L Risk / Return Rank: 100100
Overall Rank
MIST.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MIST.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
MIST.L Omega Ratio Rank: 9999
Omega Ratio Rank
MIST.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
MIST.L Martin Ratio Rank: 100100
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. MIST.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 PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.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.LMIST.LDifference
Sharpe ratioReturn per unit of total volatility
1.84
0.62

+1.22

Sortino ratioReturn per unit of downside risk
2.73
0.95

+1.79

Omega ratioGain probability vs. loss probability

1.33

1.11

+0.22

Calmar ratioReturn relative to maximum drawdown

2.66

0.96

+1.70

Martin ratioReturn relative to average drawdown

10.76

2.13

+8.64

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

The current IDNA.L Sharpe Ratio is 1.84, which is higher than the MIST.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IDNA.L and MIST.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. MIST.L - Drawdown Comparison

The maximum IDNA.L drawdown since its inception was -56.08%, which is greater than MIST.L's maximum drawdown of -26.32%. Use the drawdown chart below to compare losses from any high point for IDNA.L and MIST.L.

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Drawdown Indicators

IDNA.LMIST.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.08%

-26.32%

-29.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-4.21%

-4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.54%

-7.89%

-10.65%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-25.04%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-34.62%

—

—

Current Drawdown

Current decline from peak

-0.37%

-1.45%

+1.08%

Average Drawdown

Average peak-to-trough decline

-8.95%

-5.96%

-2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.91%

+0.16%

Volatility

IDNA.L vs. MIST.L - Volatility Comparison

iShares MSCI North America UCITS ETF (IDNA.L) has a higher volatility of 2.95% compared to PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.L) at 1.69%. This indicates that IDNA.L's price experiences larger fluctuations and is considered to be riskier than MIST.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.LMIST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

1.69%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

4.92%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.07%

6.53%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.18%

8.59%

+7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

8.91%

+7.29%

Dividends

IDNA.L vs. MIST.L - Dividend Comparison

IDNA.L's dividend yield for the trailing twelve months is around 0.60%, while MIST.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%
MIST.L
PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation		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

IDNA.L and MIST.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDNA.L tracks iShares MSCI North America UCITS ETF, while MIST.L tracks PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation. They also come from different issuers: iShares and PIMCO.

Portfolio Optimizer

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