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IS3V.DE vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3V.DE vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3V.DE achieves a 0.90% return, which is significantly lower than IWDA.AS's 11.06% return.


IS3V.DE

1D
0.02%
1M
-0.09%
YTD
0.90%
6M
0.47%
1Y
2.38%
3Y*
0.94%
5Y*
-2.66%
10Y*

IWDA.AS

1D
-0.03%
1M
4.79%
YTD
11.06%
6M
11.31%
1Y
23.80%
3Y*
17.53%
5Y*
12.88%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3V.DE vs. IWDA.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS3V.DE
iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc
0.90%2.39%-2.15%1.88%-19.26%4.95%4.83%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
11.06%7.08%27.23%19.89%-13.54%32.54%15.60%

Correlation

The correlation between IS3V.DE and IWDA.AS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.11

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

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.04

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Return for Risk

IS3V.DE vs. IWDA.AS — Risk / Return Rank

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

IS3V.DE
IS3V.DE Risk / Return Rank: 1616
Overall Rank
IS3V.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IS3V.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IS3V.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IS3V.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
IS3V.DE Martin Ratio Rank: 1818
Martin Ratio Rank

IWDA.AS
IWDA.AS Risk / Return Rank: 7171
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6969
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7777
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.

IS3V.DE vs. IWDA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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.


IS3V.DEIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.08

1.41

-0.33

Calmar ratioReturn relative to maximum drawdown

0.71

3.64

-2.93

Martin ratioReturn relative to average drawdown

1.83

14.53

-12.70

IS3V.DE vs. IWDA.AS - Sharpe Ratio Comparison

The current IS3V.DE Sharpe Ratio is 0.45, which is lower than the IWDA.AS Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of IS3V.DE and IWDA.AS, 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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Sharpe Ratios by Period


IS3V.DEIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

2.15

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.90

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.82

-1.02

Drawdowns

IS3V.DE vs. IWDA.AS - Drawdown Comparison

The maximum IS3V.DE drawdown since its inception was -24.54%, smaller than the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IS3V.DE and IWDA.AS.


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Drawdown Indicators


IS3V.DEIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-24.54%

-33.63%

+9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-6.45%

+3.31%

Max Drawdown (3Y)

Largest decline over 3 years

-5.80%

-21.59%

+15.79%

Max Drawdown (5Y)

Largest decline over 5 years

-24.54%

-21.59%

-2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-18.28%

-0.34%

-17.94%

Average Drawdown

Average peak-to-trough decline

-13.47%

-4.25%

-9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.63%

-0.41%

Volatility

IS3V.DE vs. IWDA.AS - Volatility Comparison

The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) is 1.65%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a volatility of 2.62%. This indicates that IS3V.DE experiences smaller price fluctuations and is considered to be less risky than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3V.DEIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

2.62%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

7.61%

-3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

10.90%

-5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.81%

14.08%

-6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.38%

14.99%

-7.61%

IS3V.DE vs. IWDA.AS - Expense Ratio Comparison

Both IS3V.DE and IWDA.AS have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IS3V.DE vs. IWDA.AS - Dividend Comparison

Neither IS3V.DE nor IWDA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3V.DE and IWDA.AS 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.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IS3V.DE and IWDA.AS have the same expense ratio: 0.20% per year.

IS3V.DE is categorized as Inflation-Protected Bonds, while IWDA.AS is Global Equities. IS3V.DE tracks Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while IWDA.AS tracks MSCI World Index.

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