IDWR.L vs. XDWL.DE
IDWR.L (iShares MSCI World UCITS) and XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) are both Global Equities funds - IDWR.L tracks the MSCI ACWI NR USD while XDWL.DE tracks the MSCI World. Both are passively managed. Over the past 10 years, IDWR.L returned 12.75%/yr vs 13.08%/yr for XDWL.DE. Their correlation of 0.89 suggests significant overlap in exposure. IDWR.L charges 0.50%/yr vs 0.12%/yr for XDWL.DE.
Performance
IDWR.L vs. XDWL.DE - Performance Comparison
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Different Trading Currencies
IDWR.L is traded in USD, while XDWL.DE is traded in EUR. To make them comparable, the XDWL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with IDWR.L having a 9.72% return and XDWL.DE slightly lower at 9.66%. Both investments have delivered pretty close results over the past 10 years, with IDWR.L having a 12.75% annualized return and XDWL.DE not far ahead at 13.08%.
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%
XDWL.DE
- 1D
- 0.13%
- 1M
- 4.11%
- YTD
- 9.66%
- 6M
- 11.06%
- 1Y
- 26.00%
- 3Y*
- 20.83%
- 5Y*
- 11.90%
- 10Y*
- 13.08%
IDWR.L vs. XDWL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 9.66% | 21.81% | 18.87% | 24.06% | -18.56% | 22.44% | 15.75% | 28.46% | -9.49% | 22.98% |
Correlation
The correlation between IDWR.L and XDWL.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015 | 0.89 |
The correlation between IDWR.L and XDWL.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
IDWR.L vs. XDWL.DE — Risk / Return Rank
IDWR.L
XDWL.DE
IDWR.L vs. XDWL.DE - 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 UCITS ETF 1D (XDWL.DE). 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.L | XDWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.08 | -0.01 |
| Martin ratioReturn relative to average drawdown | 12.98 | 13.22 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDWR.L | XDWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.21 | -0.06 |
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 | 0.72 | -0.26 |
Drawdowns
IDWR.L vs. XDWL.DE - Drawdown Comparison
The maximum IDWR.L drawdown since its inception was -56.75%, which is greater than XDWL.DE's maximum drawdown of -34.13%. Use the drawdown chart below to compare losses from any high point for IDWR.L and XDWL.DE.
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Drawdown Indicators
| IDWR.L | XDWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.75% | -34.13% | -22.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.29% | -8.39% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.08% | -17.90% | +0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -26.01% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | -34.13% | +0.07% |
Current DrawdownCurrent decline from peak | -0.46% | -0.45% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -4.86% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.96% | 0.00% |
Volatility
IDWR.L vs. XDWL.DE - Volatility Comparison
iShares MSCI World UCITS (IDWR.L) has a higher volatility of 3.30% compared to Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) at 2.95%. This indicates that IDWR.L's price experiences larger fluctuations and is considered to be riskier than XDWL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDWR.L | XDWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 2.95% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.08% | 8.70% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 11.70% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 15.52% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 15.89% | -0.03% |
IDWR.L vs. XDWL.DE - Expense Ratio Comparison
IDWR.L has a 0.50% expense ratio, which is higher than XDWL.DE's 0.12% expense ratio.
Dividends
IDWR.L vs. XDWL.DE - Dividend Comparison
IDWR.L's dividend yield for the trailing twelve months is around 0.85%, less than XDWL.DE's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 1.17% | 1.28% | 1.65% | 1.58% | 1.77% | 2.08% | 1.95% | 1.98% | 1.40% | 1.94% | 1.83% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, IDWR.L and XDWL.DE 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, XDWL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWL.DE is cheaper with a 0.12% expense ratio, compared with 0.50% for IDWR.L.
IDWR.L tracks MSCI ACWI NR USD, while XDWL.DE tracks MSCI World. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.50% for IDWR.L and 0.12% for XDWL.DE.
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