PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IDWR.L vs. XDEB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDWR.L vs. XDEB.L

Last updated Jun 5, 2026

IDWR.L (iShares MSCI World UCITS) and XDEB.L (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds tracking the MSCI ACWI NR USD, from iShares and DWS respectively. Both are passively managed. Over the past 10 years, IDWR.L returned 12.75%/yr vs 7.14%/yr for XDEB.L. A 0.68 correlation means they provide meaningful diversification when combined. IDWR.L charges 0.50%/yr vs 0.25%/yr for XDEB.L.

Performance

IDWR.L vs. XDEB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World UCITS (IDWR.L) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IDWR.L is traded in USD, while XDEB.L is traded in GBp. To make them comparable, the XDEB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDWR.L achieves a 9.72% return, which is significantly higher than XDEB.L's 0.79% return. Over the past 10 years, IDWR.L has outperformed XDEB.L with an annualized return of 12.75%, while XDEB.L has yielded a comparatively lower 7.14% annualized return.

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%

XDEB.L

1D
0.20%
1M
0.95%
YTD
0.79%
6M
1.65%
1Y
1.67%
3Y*
9.36%
5Y*
5.25%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDWR.L vs. XDEB.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%
XDEB.L
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C		0.79%11.21%11.13%6.84%-9.59%14.95%2.07%23.31%-2.41%17.21%

Correlation

The correlation between IDWR.L and XDEB.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.44

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

0.58

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

0.64

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.68

Over the past year, the correlation between IDWR.L and XDEB.L has dropped to 0.31 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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

Sectors
IDWR.L
XDEB.L

Technology

31.0%
20.1%

Financial Services

15.1%
14.0%

Industrials

10.5%
9.2%

Consumer Cyclical

9.1%
5.6%

Communication Services

8.9%
12.1%

Healthcare

8.5%
13.8%

Consumer Defensive

5.0%
10.9%

Energy

3.9%
4.5%

Basic Materials

3.2%
1.1%

Utilities

2.6%
8.1%

Real Estate

1.6%
0.7%

Technology

IDWR.L
31.0%
XDEB.L
20.1%

Financial Services

IDWR.L
15.1%
XDEB.L
14.0%

Industrials

IDWR.L
10.5%
XDEB.L
9.2%

Consumer Cyclical

IDWR.L
9.1%
XDEB.L
5.6%

Communication Services

IDWR.L
8.9%
XDEB.L
12.1%

Healthcare

IDWR.L
8.5%
XDEB.L
13.8%

Consumer Defensive

IDWR.L
5.0%
XDEB.L
10.9%

Energy

IDWR.L
3.9%
XDEB.L
4.5%

Basic Materials

IDWR.L
3.2%
XDEB.L
1.1%

Utilities

IDWR.L
2.6%
XDEB.L
8.1%

Real Estate

IDWR.L
1.6%
XDEB.L
0.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI World UCITS

Xtrackers MSCI World Minimum Volatility UCITS ETF 1C

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 XDEB.L:
XDEB.L vs. MVUS.LXDEB.L vs. XDEM.LXDEB.L vs. SWDA.LXDEB.L vs. XDEQ.LXDEB.L vs. VWRA.LXDEB.L vs. VHYL.ASXDEB.L vs. ISWD.L

Return for Risk

IDWR.L vs. XDEB.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
XDEB.L
XDEB.L Risk / Return Rank: 1414
Overall Rank
XDEB.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDEB.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDEB.L Omega Ratio Rank: 1313
Omega Ratio Rank
XDEB.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDEB.L Martin Ratio Rank: 1515
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. XDEB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS (IDWR.L) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.LXDEB.LDifference
Sharpe ratioReturn per unit of total volatility
2.15
0.21

+1.94

Sortino ratioReturn per unit of downside risk
3.20
0.33

+2.87

Omega ratioGain probability vs. loss probability

1.39

1.04

+0.35

Calmar ratioReturn relative to maximum drawdown

3.07

0.27

+2.80

Martin ratioReturn relative to average drawdown

12.98

0.69

+12.30

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. XDEB.L - Sharpe Ratio Comparison

The current IDWR.L Sharpe Ratio is 2.15, which is higher than the XDEB.L Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of IDWR.L and XDEB.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.

Loading charts...

Sharpe Ratios by Period

IDWR.LXDEB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.21

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.48

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.60

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.63

-0.16

Drawdowns

IDWR.L vs. XDEB.L - Drawdown Comparison

The maximum IDWR.L drawdown since its inception was -56.75%, which is greater than XDEB.L's maximum drawdown of -28.21%. Use the drawdown chart below to compare losses from any high point for IDWR.L and XDEB.L.

Loading charts...

Drawdown Indicators

IDWR.LXDEB.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.75%

-28.21%

-28.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-6.11%

-2.18%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-8.41%

-8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-19.12%

-6.92%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

-28.21%

-5.85%

Current Drawdown

Current decline from peak

-0.46%

-3.93%

+3.47%

Average Drawdown

Average peak-to-trough decline

-9.61%

-3.71%

-5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.43%

-0.47%

Volatility

IDWR.L vs. XDEB.L - Volatility Comparison

iShares MSCI World UCITS (IDWR.L) has a higher volatility of 3.30% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) at 1.92%. This indicates that IDWR.L's price experiences larger fluctuations and is considered to be riskier than XDEB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IDWR.LXDEB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

1.92%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

5.78%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

8.07%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

10.85%

+4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

11.85%

+4.01%

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

IDWR.L has a 0.50% expense ratio, which is higher than XDEB.L's 0.25% expense ratio.

Dividends

IDWR.L vs. XDEB.L - Dividend Comparison

IDWR.L's dividend yield for the trailing twelve months is around 0.85%, while XDEB.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%
XDEB.L
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C		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

IDWR.L and XDEB.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEB.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEB.L is cheaper with a 0.25% expense ratio, compared with 0.50% for IDWR.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.50% for IDWR.L and 0.25% for XDEB.L.

Portfolio Optimizer

Find the right allocation for IDWR.L and XDEB.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer