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IWDA.AS vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWDA.AS vs. AMZN

Last updated Jun 5, 2026

IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index, while AMZN (Amazon.com, Inc) is a stock. Over the past 10 years, IWDA.AS returned 12.81%/yr vs 20.94%/yr for AMZN. At a 0.38 correlation, their price movements are largely independent.

Performance

IWDA.AS vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWDA.AS is traded in EUR, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDA.AS achieves a 11.06% return, which is significantly higher than AMZN's 8.68% return. Over the past 10 years, IWDA.AS has underperformed AMZN with an annualized return of 12.81%, while AMZN has yielded a comparatively higher 20.94% annualized return.

IWDA.AS

1D
-0.03%
1M
3.65%
YTD
11.06%
6M
11.08%
1Y
23.22%
3Y*
17.53%
5Y*
12.88%
10Y*
12.81%

AMZN

1D
0.00%
1M
-7.70%
YTD
8.68%
6M
9.53%
1Y
13.93%
3Y*
22.99%
5Y*
9.65%
10Y*
20.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDA.AS vs. AMZN - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		11.06%7.08%27.23%19.89%-13.54%32.54%6.20%29.58%-4.16%7.49%
AMZN
Amazon.com, Inc		8.20%-7.28%53.92%75.46%-46.49%10.03%61.73%25.81%34.46%36.79%

Correlation

The correlation between IWDA.AS and AMZN is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.46

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

0.41

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

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2009

0.38

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iShares Core MSCI World UCITS ETF USD (Acc)

Amazon.com, Inc

Often compared with IWDA.AS:
IWDA.AS vs. CSPX.LIWDA.AS vs. VTIWDA.AS vs. IWQU.LIWDA.AS vs. SWRD.ASIWDA.AS vs. IWVL.LIWDA.AS vs. WEBN.DEIWDA.AS vs. SPYI.DE
Often compared with AMZN:
AMZN vs. MSFTAMZN vs. NVDAAMZN vs. GOOGAMZN vs. AAPLAMZN vs. SPYAMZN vs. TSLAAMZN vs. META

Return for Risk

IWDA.AS vs. AMZN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
AMZN
AMZN Risk / Return Rank: 5656
Overall Rank
AMZN Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5353
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5151
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5858
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5959
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.

IWDA.AS vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and Amazon.com, Inc (AMZN). 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.

IWDA.ASAMZNDifference
Sharpe ratioReturn per unit of total volatility
2.15
0.46

+1.69

Sortino ratioReturn per unit of downside risk
3.03
0.82

+2.20

Omega ratioGain probability vs. loss probability

1.41

1.11

+0.30

Calmar ratioReturn relative to maximum drawdown

3.64

0.58

+3.06

Martin ratioReturn relative to average drawdown

14.53

1.41

+13.12

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

IWDA.AS vs. AMZN - Sharpe Ratio Comparison

The current IWDA.AS Sharpe Ratio is 2.15, which is higher than the AMZN Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IWDA.AS and AMZN, 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

IWDA.ASAMZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

0.46

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.27

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.64

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.70

+0.12

Drawdowns

IWDA.AS vs. AMZN - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum AMZN drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and AMZN.

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Drawdown Indicators

IWDA.ASAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-60.20%

+26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-24.04%

+17.59%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-37.68%

+16.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-52.70%

+31.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-52.70%

+19.07%

Current Drawdown

Current decline from peak

-0.34%

-9.19%

+8.85%

Average Drawdown

Average peak-to-trough decline

-4.25%

-12.39%

+8.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

9.88%

-8.25%

Volatility

IWDA.AS vs. AMZN - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.62%, while Amazon.com, Inc (AMZN) has a volatility of 7.10%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWDA.ASAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

7.10%

-4.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

19.92%

-12.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

30.39%

-19.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

35.35%

-21.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

32.75%

-17.76%

Dividends

IWDA.AS vs. AMZN - Dividend Comparison

Neither IWDA.AS nor AMZN has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

IWDA.AS and AMZN have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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