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ISDW.L vs. VWRD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ISDW.L vs. VWRD.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Islamic UCITS (ISDW.L) and Vanguard FTSE All-World UCITS ETF (VWRD.L).

ISDW.L and VWRD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISDW.L is a passively managed fund by iShares that tracks the performance of the MSCI World Islamic Index. It was launched on Dec 7, 2007. VWRD.L is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019. Both ISDW.L and VWRD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ISDW.L vs. VWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Islamic UCITS (ISDW.L) and Vanguard FTSE All-World UCITS ETF (VWRD.L). The values are adjusted to include any dividend payments, if applicable.

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ISDW.L vs. VWRD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISDW.L
iShares MSCI World Islamic UCITS		1.51%19.35%5.72%23.61%-11.80%21.40%8.33%21.16%-9.55%19.36%
VWRD.L
Vanguard FTSE All-World UCITS ETF		-1.38%22.38%17.65%22.31%-18.19%18.52%16.13%25.67%-9.70%24.36%

Returns By Period

In the year-to-date period, ISDW.L achieves a 1.51% return, which is significantly higher than VWRD.L's -1.38% return. Over the past 10 years, ISDW.L has underperformed VWRD.L with an annualized return of 10.00%, while VWRD.L has yielded a comparatively higher 11.63% annualized return.

ISDW.L

1D
2.59%
1M
-3.43%
YTD
1.51%
6M
5.54%
1Y
25.79%
3Y*
13.43%
5Y*
9.77%
10Y*
10.00%

VWRD.L

1D
2.93%
1M
-3.97%
YTD
-1.38%
6M
2.06%
1Y
22.03%
3Y*
17.54%
5Y*
9.72%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI World Islamic UCITS

Vanguard FTSE All-World UCITS ETF

Often compared with ISDW.L:
ISDW.L vs. IGDA.LISDW.L vs. SPUSISDW.L vs. SPWOISDW.L vs. ISDU.LISDW.L vs. VUAG.LISDW.L vs. IVVISDW.L vs. UMMA
Often compared with VWRD.L:
VWRD.L vs. VWRP.LVWRD.L vs. IWDA.LVWRD.L vs. VOOVWRD.L vs. JEPQVWRD.L vs. JEPG.LVWRD.L vs. EGLN.LVWRD.L vs. SPY

ISDW.L vs. VWRD.L - Expense Ratio Comparison

ISDW.L has a 0.30% expense ratio, which is higher than VWRD.L's 0.22% expense ratio.

ISDW.L
iShares MSCI World Islamic UCITS
VWRD.L
Vanguard FTSE All-World UCITS ETF

Return for Risk

ISDW.L vs. VWRD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ISDW.L
ISDW.L Risk / Return Rank: 8383
Overall Rank
ISDW.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ISDW.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
ISDW.L Omega Ratio Rank: 7979
Omega Ratio Rank
ISDW.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ISDW.L Martin Ratio Rank: 8888
Martin Ratio Rank
VWRD.L
VWRD.L Risk / Return Rank: 7979
Overall Rank
VWRD.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7575
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 8383
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.

ISDW.L vs. VWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS (ISDW.L) and Vanguard FTSE All-World UCITS ETF (VWRD.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.

ISDW.LVWRD.LDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.42

+0.19

Sortino ratio

Return per unit of downside risk

2.23

1.98

+0.24

Omega ratio

Gain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

2.94

2.47

+0.47

Martin ratio

Return relative to average drawdown

11.89

9.84

+2.05

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISDW.L vs. VWRD.L - Sharpe Ratio Comparison

The current ISDW.L Sharpe Ratio is 1.61, which is comparable to the VWRD.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ISDW.L and VWRD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ISDW.LVWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.42

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.64

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.74

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.76

-0.36

Correlation

The correlation between ISDW.L and VWRD.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ISDW.L vs. VWRD.L - Dividend Comparison

ISDW.L's dividend yield for the trailing twelve months is around 1.09%, less than VWRD.L's 1.40% yield.

TTM20252024202320222021202020192018201720162015
ISDW.L
iShares MSCI World Islamic UCITS		1.09%1.11%1.38%1.56%2.02%1.47%1.38%1.80%1.87%1.54%1.70%1.77%
VWRD.L
Vanguard FTSE All-World UCITS ETF		1.40%1.38%1.52%1.69%2.05%1.48%1.47%1.88%2.29%1.82%2.04%2.07%

Drawdowns

ISDW.L vs. VWRD.L - Drawdown Comparison

The maximum ISDW.L drawdown since its inception was -44.87%, which is greater than VWRD.L's maximum drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for ISDW.L and VWRD.L.

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Drawdown Indicators

ISDW.LVWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.87%

-33.83%

-11.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-11.45%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-26.02%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

-33.83%

+0.06%

Current Drawdown

Current decline from peak

-4.29%

-5.54%

+1.25%

Average Drawdown

Average peak-to-trough decline

-5.31%

-4.66%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.21%

-0.07%

Volatility

ISDW.L vs. VWRD.L - Volatility Comparison

The current volatility for iShares MSCI World Islamic UCITS (ISDW.L) is 5.05%, while Vanguard FTSE All-World UCITS ETF (VWRD.L) has a volatility of 5.74%. This indicates that ISDW.L experiences smaller price fluctuations and is considered to be less risky than VWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ISDW.LVWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

5.74%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

9.21%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

15.45%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

15.22%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

15.64%

-0.04%