IOGP.L vs. IWDA.L
IOGP.L (iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - IOGP.L is a Oil & Gas fund tracking the S&P Commodity Producers Oil & Gas Exploration & Production Index, while IWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, IOGP.L returned 7.46%/yr vs 13.16%/yr for IWDA.L. At a 0.48 correlation, their price movements are largely independent. IOGP.L charges 0.55%/yr vs 0.20%/yr for IWDA.L.
Performance
IOGP.L vs. IWDA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IOGP.L achieves a 28.57% return, which is significantly higher than IWDA.L's 9.72% return. Over the past 10 years, IOGP.L has underperformed IWDA.L with an annualized return of 7.46%, while IWDA.L has yielded a comparatively higher 13.16% annualized return.
IOGP.L
- 1D
- 2.02%
- 1M
- -2.81%
- YTD
- 28.57%
- 6M
- 24.95%
- 1Y
- 36.79%
- 3Y*
- 14.41%
- 5Y*
- 16.29%
- 10Y*
- 7.46%
IWDA.L
- 1D
- -0.53%
- 1M
- 3.71%
- YTD
- 9.72%
- 6M
- 11.08%
- 1Y
- 26.39%
- 3Y*
- 20.81%
- 5Y*
- 11.83%
- 10Y*
- 13.16%
IOGP.L vs. IWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IOGP.L iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) | 28.57% | 6.29% | -0.90% | 2.72% | 37.88% | 67.23% | -31.61% | 8.06% | -21.55% | -3.94% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 9.72% | 21.03% | 19.11% | 24.27% | -18.11% | 22.19% | 16.06% | 27.13% | -9.01% | 22.77% |
Correlation
The correlation between IOGP.L and IWDA.L is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2011 | 0.48 |
The correlation between IOGP.L and IWDA.L shifts across timeframes, from -0.13 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IOGP.L vs. IWDA.L — Risk / Return Rank
IOGP.L
IWDA.L
IOGP.L vs. IWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.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.
| IOGP.L | IWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.16 | -0.79 |
| Martin ratioReturn relative to average drawdown | 6.32 | 13.37 | -7.06 |
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
| IOGP.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.20 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.75 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.83 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.79 | -0.72 |
Drawdowns
IOGP.L vs. IWDA.L - Drawdown Comparison
The maximum IOGP.L drawdown since its inception was -83.56%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for IOGP.L and IWDA.L.
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Drawdown Indicators
| IOGP.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.56% | -34.11% | -49.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -8.31% | -7.13% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -16.94% | -10.20% |
Max Drawdown (5Y)Largest decline over 5 years | -32.41% | -25.88% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -74.37% | -34.11% | -40.26% |
Current DrawdownCurrent decline from peak | -8.38% | -0.53% | -7.85% |
Average DrawdownAverage peak-to-trough decline | -35.25% | -4.44% | -30.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 1.97% | +3.84% |
Volatility
IOGP.L vs. IWDA.L - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) has a higher volatility of 8.37% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.42%. This indicates that IOGP.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
| IOGP.L | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 3.42% | +4.95% |
Volatility (6M)Calculated over the trailing 6-month period | 20.52% | 9.20% | +11.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.66% | 11.95% | +12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.34% | 15.68% | +14.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.81% | 15.91% | +16.90% |
IOGP.L vs. IWDA.L - Expense Ratio Comparison
IOGP.L has a 0.55% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.
Dividends
IOGP.L vs. IWDA.L - Dividend Comparison
Neither IOGP.L nor IWDA.L has paid dividends to shareholders.
Frequently Asked Questions
IOGP.L and IWDA.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.55% for IOGP.L.
IOGP.L is categorized as Oil & Gas, while IWDA.L is Global Equities. IOGP.L tracks S&P Commodity Producers Oil & Gas Exploration & Production Index, while IWDA.L tracks MSCI World Index. Their fees differ too: 0.55% for IOGP.L and 0.20% for IWDA.L.
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