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

Performance

IESU.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IESU.L achieves a 25.22% return, which is significantly higher than IWDA.L's 9.72% return. Over the past 10 years, IESU.L has underperformed IWDA.L with an annualized return of 8.35%, while IWDA.L has yielded a comparatively higher 12.69% annualized return.


IESU.L

1D
0.70%
1M
1.19%
6M
16.95%
YTD
25.22%
1Y
30.64%
3Y*
13.17%
5Y*
22.17%
10Y*
8.35%

IWDA.L

1D
-0.85%
1M
-0.67%
6M
8.35%
YTD
9.72%
1Y
20.72%
3Y*
17.57%
5Y*
11.99%
10Y*
12.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
25.22%2.26%5.45%-5.96%83.53%53.82%-35.62%5.37%-13.39%-10.01%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
9.72%12.41%21.19%18.05%-8.38%23.34%12.65%22.29%-3.62%12.14%

Correlation

The correlation between IESU.L and IWDA.L is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

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

0.15

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

0.23

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

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.41

The correlation between IESU.L and IWDA.L shifts across timeframes, from -0.19 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IESU.L
IESU.L Risk / Return Rank: 4444
Overall Rank
IESU.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 4646
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 3737
Martin Ratio Rank

IWDA.L
IWDA.L Risk / Return Rank: 7171
Overall Rank
IWDA.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7474
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IESU.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.25

1.32

-0.07

Calmar ratioReturn relative to maximum drawdown

1.91

3.24

-1.33

Martin ratioReturn relative to average drawdown

4.65

11.85

-7.20

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

The current IESU.L Sharpe Ratio is 1.36, which is comparable to the IWDA.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IESU.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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Drawdowns

IESU.L vs. IWDA.L - Drawdown Comparison

The maximum IESU.L drawdown since its inception was -63.88%, which is greater than IWDA.L's maximum drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for IESU.L and IWDA.L.


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Drawdown Indicators


IESU.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.88%

-26.18%

-37.70%

Max Drawdown (1Y)

Largest decline over 1 year

-17.34%

-6.37%

-10.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

-18.91%

-7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-26.36%

-18.91%

-7.45%

Max Drawdown (10Y)

Largest decline over 10 years

-62.16%

-26.18%

-35.98%

Current Drawdown

Current decline from peak

-13.00%

-1.46%

-11.54%

Average Drawdown

Average peak-to-trough decline

-20.51%

-3.50%

-17.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.14%

1.74%

+5.40%

Volatility

IESU.L vs. IWDA.L - Volatility Comparison

iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a higher volatility of 7.43% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 2.90%. This indicates that IESU.L's price experiences larger fluctuations and is considered to be riskier 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


IESU.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

2.90%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

21.63%

9.48%

+12.15%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

11.98%

+12.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.07%

14.57%

+14.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.15%

15.42%

+13.73%

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

IESU.L has a 0.15% 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

IESU.L vs. IWDA.L - Dividend Comparison

Neither IESU.L nor IWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IESU.L and IWDA.L have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for IWDA.L.

IESU.L tracks iShares S&P 500 Energy Sector UCITS ETF USD (Acc), while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.15% for IESU.L and 0.20% for IWDA.L.

Portfolio Optimizer

Find the right allocation for IESU.L and IWDA.L

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