IE00BFPM9N11.EUFUND vs. IWDA.L
IE00BFPM9N11.EUFUND (Vanguard Global Stock Index Fund Institutional Plus EUR Acc) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds. Over the past 10 years, IE00BFPM9N11.EUFUND returned 12.73%/yr vs 12.81%/yr for IWDA.L. A 0.64 correlation means they provide meaningful diversification when combined. IE00BFPM9N11.EUFUND charges 0.11%/yr vs 0.20%/yr for IWDA.L.
Performance
IE00BFPM9N11.EUFUND vs. IWDA.L - Performance Comparison
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Different Trading Currencies
IE00BFPM9N11.EUFUND is traded in EUR, while IWDA.L is traded in USD. To make them comparable, the IWDA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with IE00BFPM9N11.EUFUND having a 11.37% return and IWDA.L slightly lower at 11.03%. Both investments have delivered pretty close results over the past 10 years, with IE00BFPM9N11.EUFUND having a 12.73% annualized return and IWDA.L not far ahead at 12.81%.
IE00BFPM9N11.EUFUND
- 1D
- -0.37%
- 1M
- 4.66%
- YTD
- 11.37%
- 6M
- 11.06%
- 1Y
- 23.74%
- 3Y*
- 17.53%
- 5Y*
- 12.74%
- 10Y*
- 12.73%
IWDA.L
- 1D
- 0.00%
- 1M
- 4.71%
- YTD
- 11.03%
- 6M
- 11.23%
- 1Y
- 23.81%
- 3Y*
- 17.54%
- 5Y*
- 12.88%
- 10Y*
- 12.81%
IE00BFPM9N11.EUFUND vs. IWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc | 11.37% | 6.73% | 26.59% | 19.63% | -12.79% | 31.07% | 6.32% | 30.03% | -4.16% | 7.47% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 11.08% | 6.67% | 26.97% | 20.54% | -13.04% | 31.33% | 6.49% | 30.00% | -4.74% | 7.68% |
Correlation
The correlation between IE00BFPM9N11.EUFUND and IWDA.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2013 | 0.64 |
The correlation between IE00BFPM9N11.EUFUND and IWDA.L shifts across timeframes, from 0.53 (5 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IE00BFPM9N11.EUFUND vs. IWDA.L — Risk / Return Rank
IE00BFPM9N11.EUFUND
IWDA.L
IE00BFPM9N11.EUFUND vs. IWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) 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.
| IE00BFPM9N11.EUFUND | IWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.72 | -0.22 |
| Martin ratioReturn relative to average drawdown | 14.67 | 13.92 | +0.75 |
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
| IE00BFPM9N11.EUFUND | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 1.96 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.86 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.81 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.81 | 0.00 |
Drawdowns
IE00BFPM9N11.EUFUND vs. IWDA.L - Drawdown Comparison
The maximum IE00BFPM9N11.EUFUND drawdown since its inception was -33.75%, roughly equal to the maximum IWDA.L drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for IE00BFPM9N11.EUFUND and IWDA.L.
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Drawdown Indicators
| IE00BFPM9N11.EUFUND | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -33.57% | -0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -6.37% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -20.70% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -20.70% | +0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | -33.57% | -0.18% |
Current DrawdownCurrent decline from peak | -0.37% | -0.32% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -4.34% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.71% | -0.14% |
Volatility
IE00BFPM9N11.EUFUND vs. IWDA.L - Volatility Comparison
The current volatility for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) is 2.24%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 3.15%. This indicates that IE00BFPM9N11.EUFUND experiences smaller price fluctuations and is considered to be less risky than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IE00BFPM9N11.EUFUND | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 3.15% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 8.87% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 12.08% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 15.02% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 15.84% | -0.72% |
IE00BFPM9N11.EUFUND vs. IWDA.L - Expense Ratio Comparison
IE00BFPM9N11.EUFUND has a 0.11% expense ratio, which is lower than IWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IE00BFPM9N11.EUFUND vs. IWDA.L - Dividend Comparison
Neither IE00BFPM9N11.EUFUND nor IWDA.L has paid dividends to shareholders.
Frequently Asked Questions
IE00BFPM9N11.EUFUND and IWDA.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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