IDWR.L vs. IVV
Compare and contrast key facts about iShares MSCI World UCITS (IDWR.L) and iShares Core S&P 500 ETF (IVV).
IDWR.L and IVV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDWR.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 28, 2005. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000. Both IDWR.L and IVV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDWR.L or IVV.
Key characteristics
| IDWR.L | IVV | |
|---|---|---|
| YTD Return | 20.49% | 27.13% |
| 1Y Return | 32.37% | 39.88% |
| 3Y Return (Ann) | 6.94% | 10.28% |
| 5Y Return (Ann) | 12.29% | 16.00% |
| 10Y Return (Ann) | 9.91% | 13.42% |
| Sharpe Ratio | 2.91 | 3.15 |
| Sortino Ratio | 4.04 | 4.20 |
| Omega Ratio | 1.53 | 1.59 |
| Calmar Ratio | 4.10 | 4.62 |
| Martin Ratio | 19.02 | 20.91 |
| Ulcer Index | 1.74% | 1.86% |
| Daily Std Dev | 11.36% | 12.31% |
| Max Drawdown | -56.74% | -55.25% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IDWR.L and IVV is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IDWR.L vs. IVV - Performance Comparison
In the year-to-date period, IDWR.L achieves a 20.49% return, which is significantly lower than IVV's 27.13% return. Over the past 10 years, IDWR.L has underperformed IVV with an annualized return of 9.91%, while IVV has yielded a comparatively higher 13.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IDWR.L vs. IVV - Expense Ratio Comparison
IDWR.L has a 0.50% expense ratio, which is higher than IVV's 0.03% expense ratio.
Risk-Adjusted Performance
IDWR.L vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS (IDWR.L) and iShares Core S&P 500 ETF (IVV). 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.
Dividends
IDWR.L vs. IVV - Dividend Comparison
IDWR.L's dividend yield for the trailing twelve months is around 1.06%, less than IVV's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDWR.L iShares MSCI World UCITS | 1.06% | 1.29% | 1.46% | 1.05% | 1.14% | 1.61% | 1.87% | 1.58% | 1.77% | 1.83% | 1.69% | 1.70% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
IDWR.L vs. IVV - Drawdown Comparison
The maximum IDWR.L drawdown since its inception was -56.74%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IDWR.L and IVV. For additional features, visit the drawdowns tool.
Volatility
IDWR.L vs. IVV - Volatility Comparison
The current volatility for iShares MSCI World UCITS (IDWR.L) is 3.09%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.95%. This indicates that IDWR.L experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.