IDWR.L vs. VT
Compare and contrast key facts about iShares MSCI World UCITS (IDWR.L) and Vanguard Total World Stock ETF (VT).
IDWR.L and VT 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. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both IDWR.L and VT 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 VT.
Key characteristics
| IDWR.L | VT | |
|---|---|---|
| YTD Return | 20.01% | 18.68% |
| 1Y Return | 31.40% | 29.94% |
| 3Y Return (Ann) | 6.85% | 5.69% |
| 5Y Return (Ann) | 12.21% | 11.38% |
| 10Y Return (Ann) | 9.86% | 9.45% |
| Sharpe Ratio | 2.55 | 2.54 |
| Sortino Ratio | 3.54 | 3.47 |
| Omega Ratio | 1.46 | 1.46 |
| Calmar Ratio | 3.73 | 3.17 |
| Martin Ratio | 16.40 | 16.70 |
| Ulcer Index | 1.74% | 1.79% |
| Daily Std Dev | 11.37% | 11.78% |
| Max Drawdown | -56.74% | -50.27% |
| Current Drawdown | -0.73% | -0.96% |
Correlation
The correlation between IDWR.L and VT is 0.60, 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. VT - Performance Comparison
In the year-to-date period, IDWR.L achieves a 20.01% return, which is significantly higher than VT's 18.68% return. Both investments have delivered pretty close results over the past 10 years, with IDWR.L having a 9.86% annualized return and VT not far behind at 9.45%. 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. VT - Expense Ratio Comparison
IDWR.L has a 0.50% expense ratio, which is higher than VT's 0.07% expense ratio.
Risk-Adjusted Performance
IDWR.L vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS (IDWR.L) and Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
IDWR.L's dividend yield for the trailing twelve months is around 1.07%, less than VT's 1.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDWR.L iShares MSCI World UCITS | 1.07% | 1.29% | 1.46% | 1.05% | 1.14% | 1.61% | 1.87% | 1.58% | 1.77% | 1.83% | 1.69% | 1.70% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
IDWR.L vs. VT - Drawdown Comparison
The maximum IDWR.L drawdown since its inception was -56.74%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for IDWR.L and VT. For additional features, visit the drawdowns tool.
Volatility
IDWR.L vs. VT - Volatility Comparison
The current volatility for iShares MSCI World UCITS (IDWR.L) is 3.14%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.31%. This indicates that IDWR.L experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.