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

IDWR.L vs. IWDA.L

Last updated Jun 5, 2026

IDWR.L (iShares MSCI World UCITS) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IDWR.L tracks the MSCI ACWI NR USD while IWDA.L tracks the MSCI World Index (Net). Both are passively managed. Over the past 10 years, IDWR.L returned 12.75%/yr vs 13.07%/yr for IWDA.L. Their correlation of 0.90 suggests significant overlap in exposure. IDWR.L charges 0.50%/yr vs 0.20%/yr for IWDA.L.

Performance

IDWR.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World UCITS (IDWR.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 investments are quite close, with IDWR.L having a 9.72% return and IWDA.L slightly higher at 9.83%. Both investments have delivered pretty close results over the past 10 years, with IDWR.L having a 12.75% annualized return and IWDA.L not far ahead at 13.07%.

IDWR.L

1D
0.09%
1M
4.01%
YTD
9.72%
6M
10.83%
1Y
25.57%
3Y*
20.43%
5Y*
11.53%
10Y*
12.75%

IWDA.L

1D
0.10%
1M
4.07%
YTD
9.83%
6M
10.98%
1Y
25.98%
3Y*
20.77%
5Y*
11.86%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IDWR.L
iShares MSCI World UCITS		9.72%20.58%18.78%24.08%-18.32%21.58%15.70%26.75%-9.24%22.59%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		9.83%21.03%19.11%24.27%-18.11%22.19%16.06%27.13%-9.01%22.77%

Correlation

The correlation between IDWR.L and IWDA.L is 1.00 - 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

1.00

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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2010

0.90

The correlation between IDWR.L and IWDA.L has been stable across timeframes, ranging from 0.90 to 1.00 - a consistent structural relationship.

IDWR.L vs. IWDA.L - Sectors Allocation Comparison

Sectors
IDWR.L
IWDA.L

Technology

31.0%
32.9%

Financial Services

15.1%
14.9%

Industrials

10.5%
9.7%

Consumer Cyclical

9.1%
8.8%

Communication Services

8.9%
9.3%

Healthcare

8.5%
8.6%

Consumer Defensive

5.0%
4.8%

Energy

3.9%
3.9%

Basic Materials

3.2%
2.8%

Utilities

2.6%
2.4%

Real Estate

1.6%
1.2%

Technology

IDWR.L
31.0%
IWDA.L
32.9%

Financial Services

IDWR.L
15.1%
IWDA.L
14.9%

Industrials

IDWR.L
10.5%
IWDA.L
9.7%

Consumer Cyclical

IDWR.L
9.1%
IWDA.L
8.8%

Communication Services

IDWR.L
8.9%
IWDA.L
9.3%

Healthcare

IDWR.L
8.5%
IWDA.L
8.6%

Consumer Defensive

IDWR.L
5.0%
IWDA.L
4.8%

Energy

IDWR.L
3.9%
IWDA.L
3.9%

Basic Materials

IDWR.L
3.2%
IWDA.L
2.8%

Utilities

IDWR.L
2.6%
IWDA.L
2.4%

Real Estate

IDWR.L
1.6%
IWDA.L
1.2%

Compare stocks, funds, or ETFs

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iShares MSCI World UCITS

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with IDWR.L:
IDWR.L vs. VWRL.LIDWR.L vs. XESX.LIDWR.L vs. XESC.DEIDWR.L vs. URTHIDWR.L vs. XDWL.DEIDWR.L vs. IWDA.ASIDWR.L vs. SXR8.DE
Often compared with IWDA.L:
IWDA.L vs. VWCE.DEIWDA.L vs. SWDA.LIWDA.L vs. VWRP.LIWDA.L vs. VUAA.LIWDA.L vs. URTHIWDA.L vs. ACWI.LIWDA.L vs. SPY

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDWR.L
IDWR.L Risk / Return Rank: 6767
Overall Rank
IDWR.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IDWR.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDWR.L Omega Ratio Rank: 6666
Omega Ratio Rank
IDWR.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IDWR.L Martin Ratio Rank: 7171
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 6868
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS (IDWR.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.

IDWR.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
2.15
2.17

-0.02

Sortino ratioReturn per unit of downside risk
3.20
3.26

-0.06

Omega ratioGain probability vs. loss probability

1.39

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

3.07

3.11

-0.04

Martin ratioReturn relative to average drawdown

12.98

13.16

-0.18

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IDWR.L Sharpe Ratio is 2.15, which is comparable to the IWDA.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of IDWR.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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Sharpe Ratios by Period

IDWR.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.17

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.76

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.82

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.79

-0.33

Drawdowns

IDWR.L vs. IWDA.L - Drawdown Comparison

The maximum IDWR.L drawdown since its inception was -56.75%, 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 IDWR.L and IWDA.L.

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Drawdown Indicators

IDWR.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.75%

-34.11%

-22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-8.31%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-16.94%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-25.88%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

-34.11%

+0.05%

Current Drawdown

Current decline from peak

-0.46%

-0.43%

-0.03%

Average Drawdown

Average peak-to-trough decline

-9.61%

-4.44%

-5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.97%

-0.01%

Volatility

IDWR.L vs. IWDA.L - Volatility Comparison

iShares MSCI World UCITS (IDWR.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) have volatilities of 3.30% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDWR.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

3.40%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.19%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

11.93%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

15.68%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

15.91%

-0.05%

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

IDWR.L has a 0.50% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.

Dividends

IDWR.L vs. IWDA.L - Dividend Comparison

IDWR.L's dividend yield for the trailing twelve months is around 0.85%, while IWDA.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDWR.L
iShares MSCI World UCITS		0.85%0.93%1.08%1.29%1.46%1.05%1.14%1.61%1.87%1.58%1.77%1.83%
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 1.00, IDWR.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 0.50% for IDWR.L.

IDWR.L tracks MSCI ACWI NR USD, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.50% for IDWR.L and 0.20% for IWDA.L.

Portfolio Optimizer

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