ILC.AX vs. WDMF.AX
ILC.AX (iShares S&P/ASX 20 ETF) and WDMF.AX (iShares World Equity Factor ETF) are both Global Equities funds from iShares - ILC.AX tracks the iShares S&P/ASX 20 Index while WDMF.AX tracks the iShares World Equity Factor Index. Both are passively managed. Over the past 5 years, ILC.AX returned 8.97%/yr vs 12.38%/yr for WDMF.AX. At a 0.46 correlation, their price movements are largely independent.
Performance
ILC.AX vs. WDMF.AX - Performance Comparison
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Returns By Period
In the year-to-date period, ILC.AX achieves a 9.65% return, which is significantly higher than WDMF.AX's 5.97% return.
ILC.AX
- 1D
- 0.12%
- 1M
- 1.00%
- 6M
- 9.35%
- YTD
- 9.65%
- 1Y
- 10.72%
- 3Y*
- 12.47%
- 5Y*
- 8.97%
- 10Y*
- 9.58%
WDMF.AX
- 1D
- 0.13%
- 1M
- 1.90%
- 6M
- 5.26%
- YTD
- 5.97%
- 1Y
- 15.21%
- 3Y*
- 18.79%
- 5Y*
- 12.38%
- 10Y*
- —
ILC.AX vs. WDMF.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ILC.AX iShares S&P/ASX 20 ETF | 9.65% | 7.10% | 11.42% | 12.56% | 3.62% | 15.87% | 0.87% | 20.21% | -0.14% | 6.77% |
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 ILC.AX and WDMF.AX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2016 | 0.46 |
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Return for Risk
ILC.AX vs. WDMF.AX — Risk / Return Rank
ILC.AX
WDMF.AX
ILC.AX vs. WDMF.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P/ASX 20 ETF (ILC.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.
| ILC.AX | WDMF.AX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.30 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.59 | +0.01 |
| Martin ratioReturn relative to average drawdown | 3.57 | 4.83 | -1.27 |
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Drawdowns
ILC.AX vs. WDMF.AX - Drawdown Comparison
The maximum ILC.AX drawdown since its inception was -31.95%, which is greater than WDMF.AX's maximum drawdown of -25.36%. Use the drawdown chart below to compare losses from any high point for ILC.AX and WDMF.AX.
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Drawdown Indicators
| ILC.AX | WDMF.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.95% | -25.36% | -6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.57% | -9.72% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -13.62% | -13.37% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -14.27% | -17.44% | +3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -31.95% | — | — |
Current DrawdownCurrent decline from peak | -1.27% | -0.04% | -1.23% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -3.96% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.24% | +0.20% |
Volatility
ILC.AX vs. WDMF.AX - Volatility Comparison
iShares S&P/ASX 20 ETF (ILC.AX) has a higher volatility of 3.06% compared to iShares World Equity Factor ETF (WDMF.AX) at 2.24%. This indicates that ILC.AX's price experiences larger fluctuations and is considered to be riskier than WDMF.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ILC.AX | WDMF.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 2.24% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.86% | 7.76% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.06% | 9.82% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.78% | 12.36% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 13.12% | +1.98% |
Dividends
ILC.AX vs. WDMF.AX - Dividend Comparison
ILC.AX's dividend yield for the trailing twelve months is around 3.73%, more than WDMF.AX's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILC.AX iShares S&P/ASX 20 ETF | 3.73% | 4.04% | 4.49% | 4.01% | 6.95% | 3.91% | 1.96% | 5.38% | 4.99% | 4.99% | 4.55% | 5.50% |
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
ILC.AX and WDMF.AX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ILC.AX tracks iShares S&P/ASX 20 Index, while WDMF.AX tracks iShares World Equity Factor Index.
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