ILB.AX vs. WDMF.AX
ILB.AX (iShares Government Inflation ETF) and WDMF.AX (iShares World Equity Factor ETF) are both Global Equities funds from iShares - ILB.AX tracks the iShares Government Inflation Index while WDMF.AX tracks the iShares World Equity Factor Index. Both are passively managed. Over the past 5 years, ILB.AX returned 0.08%/yr vs 12.38%/yr for WDMF.AX. At a 0.04 correlation, their price movements are largely independent.
Performance
ILB.AX vs. WDMF.AX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ILB.AX achieves a 1.76% return, which is significantly lower than WDMF.AX's 5.97% return.
ILB.AX
- 1D
- -0.06%
- 1M
- -0.45%
- 6M
- 1.64%
- YTD
- 1.76%
- 1Y
- 3.25%
- 3Y*
- 2.59%
- 5Y*
- 0.08%
- 10Y*
- 1.99%
WDMF.AX
- 1D
- 0.13%
- 1M
- 1.90%
- 6M
- 5.26%
- YTD
- 5.97%
- 1Y
- 15.21%
- 3Y*
- 18.79%
- 5Y*
- 12.38%
- 10Y*
- —
ILB.AX vs. WDMF.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ILB.AX iShares Government Inflation ETF | 1.76% | 2.96% | -0.96% | 8.89% | -10.83% | 1.13% | 6.23% | 9.07% | 3.00% | 2.70% |
WDMF.AX iShares World Equity Factor ETF | 5.97% | 15.40% | 30.82% | 14.10% | -8.56% | 26.94% | 0.86% | 23.27% | -3.75% | 18.89% |
Correlation
The correlation between ILB.AX and WDMF.AX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2016 | 0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ILB.AX vs. WDMF.AX — Risk / Return Rank
ILB.AX
WDMF.AX
ILB.AX vs. WDMF.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Government Inflation ETF (ILB.AX) and iShares World Equity Factor ETF (WDMF.AX). 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.
| ILB.AX | WDMF.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.30 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.59 | -0.91 |
| Martin ratioReturn relative to average drawdown | 1.57 | 4.83 | -3.27 |
Loading charts...
Drawdowns
ILB.AX vs. WDMF.AX - Drawdown Comparison
The maximum ILB.AX drawdown since its inception was -17.45%, smaller than the maximum WDMF.AX drawdown of -25.36%. Use the drawdown chart below to compare losses from any high point for ILB.AX and WDMF.AX.
Loading charts...
Drawdown Indicators
| ILB.AX | WDMF.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.45% | -25.36% | +7.91% |
Max Drawdown (1Y)Largest decline over 1 year | -4.40% | -9.72% | +5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -4.40% | -13.37% | +8.97% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -17.44% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -17.45% | — | — |
Current DrawdownCurrent decline from peak | -0.93% | -0.04% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -3.96% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.24% | -1.29% |
Volatility
ILB.AX vs. WDMF.AX - Volatility Comparison
The current volatility for iShares Government Inflation ETF (ILB.AX) is 0.81%, while iShares World Equity Factor ETF (WDMF.AX) has a volatility of 2.24%. This indicates that ILB.AX experiences smaller price fluctuations and is considered to be less risky than WDMF.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ILB.AX | WDMF.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 2.24% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 7.76% | -4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.05% | 9.82% | -4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.38% | 12.36% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.33% | 13.12% | -5.79% |
Dividends
ILB.AX vs. WDMF.AX - Dividend Comparison
ILB.AX's dividend yield for the trailing twelve months is around 1.64%, less than WDMF.AX's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILB.AX iShares Government Inflation ETF | 1.64% | 1.56% | 1.65% | 1.56% | 0.85% | 0.53% | 0.83% | 1.40% | 0.74% | 0.70% | 1.22% | 1.63% |
WDMF.AX iShares World Equity Factor ETF | 3.02% | 3.16% | 5.04% | 2.73% | 8.42% | 5.27% | 1.58% | 1.56% | 3.60% | 3.66% | 0.00% | 0.00% |
Frequently Asked Questions
ILB.AX and WDMF.AX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ILB.AX tracks iShares Government Inflation Index, while WDMF.AX tracks iShares World Equity Factor Index.
Find the right allocation for ILB.AX and WDMF.AX
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