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

Performance

IWDA.AS vs. DGRO - 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 iShares Core Dividend Growth ETF (DGRO). 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 DGRO is traded in USD. To make them comparable, the DGRO 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 DGRO's 10.47% return. Both investments have delivered pretty close results over the past 10 years, with IWDA.AS having a 12.81% annualized return and DGRO not far ahead at 12.98%.


IWDA.AS

1D
-0.03%
1M
3.65%
YTD
11.06%
6M
10.90%
1Y
23.22%
3Y*
17.53%
5Y*
12.88%
10Y*
12.81%

DGRO

1D
-0.41%
1M
4.91%
YTD
10.47%
6M
10.25%
1Y
20.42%
3Y*
13.94%
5Y*
11.85%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDA.AS vs. DGRO - 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%
DGRO
iShares Core Dividend Growth ETF
10.47%1.96%24.32%7.16%-2.20%36.12%0.47%32.80%2.20%7.88%

Correlation

The correlation between IWDA.AS and DGRO 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

0.46

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

0.49

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.57

The correlation between IWDA.AS and DGRO shifts across timeframes, from 0.43 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWDA.AS vs. DGRO — 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

DGRO
DGRO Risk / Return Rank: 7878
Overall Rank
DGRO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8484
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7878
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7474
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7676
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. DGRO - 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 iShares Core Dividend Growth ETF (DGRO). 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.ASDGRODifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.41

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

3.64

3.96

-0.32

Martin ratioReturn relative to average drawdown

14.53

13.95

+0.58

IWDA.AS vs. DGRO - Sharpe Ratio Comparison

The current IWDA.AS Sharpe Ratio is 2.15, which is comparable to the DGRO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IWDA.AS and DGRO, 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.ASDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.05

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.85

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.75

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.79

+0.03

Drawdowns

IWDA.AS vs. DGRO - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, roughly equal to the maximum DGRO drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and DGRO.


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Drawdown Indicators


IWDA.ASDGRODifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-34.35%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-5.18%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-19.19%

-2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-19.19%

-2.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-34.35%

+0.72%

Current Drawdown

Current decline from peak

-0.34%

-0.41%

+0.07%

Average Drawdown

Average peak-to-trough decline

-4.25%

-4.31%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.47%

+0.16%

Volatility

IWDA.AS vs. DGRO - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a higher volatility of 2.62% compared to iShares Core Dividend Growth ETF (DGRO) at 2.31%. This indicates that IWDA.AS's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDA.ASDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.31%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

7.27%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

10.04%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

13.94%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

17.32%

-2.33%

IWDA.AS vs. DGRO - Expense Ratio Comparison

IWDA.AS has a 0.20% expense ratio, which is higher than DGRO's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IWDA.AS vs. DGRO - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 1.96%.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWDA.AS and DGRO 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.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.20% for IWDA.AS.

IWDA.AS is categorized as Global Equities, while DGRO is Large Cap Growth Equities. IWDA.AS tracks MSCI World Index, while DGRO tracks Morningstar US Dividend Growth Index. Their fees differ too: 0.20% for IWDA.AS and 0.08% for DGRO.

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