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IWDA.AS vs. EUN1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWDA.AS vs. EUN1.DE

Last updated Jun 5, 2026

IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) and EUN1.DE (iShares STOXX Europe 50 UCITS ETF) are both exchange-traded funds - IWDA.AS is a Global Equities fund tracking the MSCI World Index, while EUN1.DE is a Europe Equities fund tracking the STOXX® Europe 50. Both are passively managed. Over the past 10 years, IWDA.AS returned 12.81%/yr vs 9.16%/yr for EUN1.DE. A 0.80 correlation means they provide meaningful diversification when combined. IWDA.AS charges 0.20%/yr vs 0.35%/yr for EUN1.DE.

Performance

IWDA.AS vs. EUN1.DE - 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 STOXX Europe 50 UCITS ETF (EUN1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWDA.AS achieves a 11.06% return, which is significantly higher than EUN1.DE's 7.28% return. Over the past 10 years, IWDA.AS has outperformed EUN1.DE with an annualized return of 12.81%, while EUN1.DE has yielded a comparatively lower 9.16% annualized return.

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%

EUN1.DE

1D
0.78%
1M
2.62%
YTD
7.28%
6M
9.74%
1Y
15.85%
3Y*
12.02%
5Y*
11.08%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDA.AS vs. EUN1.DE - 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%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		7.28%17.86%7.29%14.83%-1.88%26.01%-6.66%28.44%-10.45%9.14%

Correlation

The correlation between IWDA.AS and EUN1.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.72

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

0.69

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

0.74

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

0.79

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

0.80

The correlation between IWDA.AS and EUN1.DE shifts across timeframes, from 0.69 (3 years) to 0.80 (all time), reflecting how their relationship changes across market environments.

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iShares Core MSCI World UCITS ETF USD (Acc)

iShares STOXX Europe 50 UCITS ETF

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 EUN1.DE:
EUN1.DE vs. FEUQ.DEEUN1.DE vs. EXSA.DEEUN1.DE vs. EUN0.DEEUN1.DE vs. EUPE.DEEUN1.DE vs. IS3N.DEEUN1.DE vs. MIVA.DEEUN1.DE vs. ISPA.DE

Return for Risk

IWDA.AS vs. EUN1.DE — 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
EUN1.DE
EUN1.DE Risk / Return Rank: 3535
Overall Rank
EUN1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EUN1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
EUN1.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EUN1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUN1.DE Martin Ratio Rank: 3838
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. EUN1.DE - 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 STOXX Europe 50 UCITS ETF (EUN1.DE). 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.ASEUN1.DEDifference
Sharpe ratioReturn per unit of total volatility
2.15
1.21

+0.95

Sortino ratioReturn per unit of downside risk
3.03
1.82

+1.21

Omega ratioGain probability vs. loss probability

1.41

1.23

+0.18

Calmar ratioReturn relative to maximum drawdown

3.64

1.69

+1.95

Martin ratioReturn relative to average drawdown

14.53

5.92

+8.61

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. EUN1.DE - Sharpe Ratio Comparison

The current IWDA.AS Sharpe Ratio is 2.15, which is higher than the EUN1.DE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of IWDA.AS and EUN1.DE, 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.ASEUN1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.21

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.78

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.60

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.16

+0.67

Drawdowns

IWDA.AS vs. EUN1.DE - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum EUN1.DE drawdown of -62.27%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and EUN1.DE.

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Drawdown Indicators

IWDA.ASEUN1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-62.27%

+28.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-9.61%

+3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-17.40%

-4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-17.40%

-4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-32.50%

-1.13%

Current Drawdown

Current decline from peak

-0.34%

-1.72%

+1.38%

Average Drawdown

Average peak-to-trough decline

-4.25%

-20.89%

+16.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.75%

-1.12%

Volatility

IWDA.AS vs. EUN1.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.62%, while iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a volatility of 4.21%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than EUN1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWDA.ASEUN1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

4.21%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

11.00%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

13.43%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

14.00%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

15.26%

-0.27%

IWDA.AS vs. EUN1.DE - Expense Ratio Comparison

IWDA.AS has a 0.20% expense ratio, which is lower than EUN1.DE's 0.35% expense ratio.

Dividends

IWDA.AS vs. EUN1.DE - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while EUN1.DE's dividend yield for the trailing twelve months is around 2.41%.

PositionTTM20252024202320222021202020192018201720162015
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		2.41%2.41%2.62%2.55%2.61%2.22%2.41%2.94%3.53%3.22%3.28%3.05%
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 EUN1.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.35% for EUN1.DE.

IWDA.AS is categorized as Global Equities, while EUN1.DE is Europe Equities. IWDA.AS tracks MSCI World Index, while EUN1.DE tracks STOXX® Europe 50. Their fees differ too: 0.20% for IWDA.AS and 0.35% for EUN1.DE.

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