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IDP6.L vs. IWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDP6.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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

In the year-to-date period, IDP6.L achieves a 19.44% return, which is significantly higher than IWDA.L's 10.17% return. Over the past 10 years, IDP6.L has underperformed IWDA.L with an annualized return of 10.14%, while IWDA.L has yielded a comparatively higher 12.99% annualized return.


IDP6.L

1D
-0.60%
1M
1.24%
6M
14.55%
YTD
19.44%
1Y
30.44%
3Y*
13.63%
5Y*
7.17%
10Y*
10.14%

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)

IDP6.L vs. IWDA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
19.44%6.28%7.11%17.37%-16.73%26.35%10.58%21.32%-9.77%13.15%
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 IDP6.L and IWDA.L is 0.73, 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

0.73

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

0.75

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

0.79

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

0.76

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

0.70

The correlation between IDP6.L and IWDA.L has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

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Return for Risk

IDP6.L vs. IWDA.L — Risk / Return Rank

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

IDP6.L
IDP6.L Risk / Return Rank: 7979
Overall Rank
IDP6.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IDP6.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IDP6.L Omega Ratio Rank: 7373
Omega Ratio Rank
IDP6.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
IDP6.L Martin Ratio Rank: 8080
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.

IDP6.L vs. IWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.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.


IDP6.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.34

1.32

+0.02

Calmar ratioReturn relative to maximum drawdown

3.80

2.64

+1.16

Martin ratioReturn relative to average drawdown

12.09

10.75

+1.33

IDP6.L vs. IWDA.L - Sharpe Ratio Comparison

The current IDP6.L Sharpe Ratio is 1.96, which is comparable to the IWDA.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of IDP6.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

IDP6.L vs. IWDA.L - Drawdown Comparison

The maximum IDP6.L drawdown since its inception was -52.21%, 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 IDP6.L and IWDA.L.


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Drawdown Indicators


IDP6.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.21%

-34.11%

-18.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-8.31%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-28.99%

-16.94%

-12.05%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-25.88%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-45.49%

-34.11%

-11.38%

Current Drawdown

Current decline from peak

-2.42%

-0.12%

-2.30%

Average Drawdown

Average peak-to-trough decline

-9.38%

-4.39%

-4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.04%

+0.69%

Volatility

IDP6.L vs. IWDA.L - Volatility Comparison

iShares S&P Small Cap 600 UCITS ETF USD (Dist) (IDP6.L) has a higher volatility of 4.36% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 2.72%. This indicates that IDP6.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


IDP6.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

2.72%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

9.80%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

12.26%

+4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

15.73%

+5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

15.78%

+5.89%

IDP6.L vs. IWDA.L - Expense Ratio Comparison

IDP6.L has a 0.40% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.


Dividends

IDP6.L vs. IWDA.L - Dividend Comparison

IDP6.L's dividend yield for the trailing twelve months is around 1.01%, while IWDA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IDP6.L
iShares S&P Small Cap 600 UCITS ETF USD (Dist)
1.01%1.16%1.18%1.07%1.06%0.66%0.88%0.94%1.01%0.72%0.87%0.56%
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


IDP6.L and IWDA.L have a correlation of 0.73, 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 0.40% for IDP6.L.

IDP6.L is categorized as Small Cap Blend Equities, while IWDA.L is Global Equities. IDP6.L tracks iShares S&P Small Cap 600 UCITS ETF USD (Dist), while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.40% for IDP6.L and 0.20% for IWDA.L.

Portfolio Optimizer

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