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

Performance

IWDA.AS vs. EXSA.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 600 UCITS ETF (DE) (EXSA.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 10.11% return, which is significantly higher than EXSA.DE's 9.02% return. Over the past 10 years, IWDA.AS has outperformed EXSA.DE with an annualized return of 12.98%, while EXSA.DE has yielded a comparatively lower 10.04% annualized return.


IWDA.AS

1D
1.59%
1M
1.50%
YTD
10.11%
6M
11.35%
1Y
23.74%
3Y*
16.75%
5Y*
12.46%
10Y*
12.98%

EXSA.DE

1D
1.87%
1M
4.80%
YTD
9.02%
6M
11.56%
1Y
19.20%
3Y*
14.12%
5Y*
9.70%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
10.11%7.08%27.23%19.89%-13.54%32.54%6.20%29.58%-4.16%7.49%
EXSA.DE
iShares STOXX Europe 600 UCITS ETF (DE)
9.02%20.48%8.50%15.48%-10.35%24.57%-1.78%28.40%-11.06%10.67%

Correlation

The correlation between IWDA.AS and EXSA.DE is 0.75, 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

0.75

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

0.72

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

0.77

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

0.81

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.83

The correlation between IWDA.AS and EXSA.DE shifts across timeframes, from 0.72 (3 years) to 0.83 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWDA.AS vs. EXSA.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: 7878
Overall Rank
IWDA.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 7676
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 8282
Martin Ratio Rank

EXSA.DE
EXSA.DE Risk / Return Rank: 4545
Overall Rank
EXSA.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EXSA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EXSA.DE Omega Ratio Rank: 4545
Omega Ratio Rank
EXSA.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
EXSA.DE Martin Ratio Rank: 4848
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. EXSA.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 600 UCITS ETF (DE) (EXSA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWDA.ASEXSA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.39

1.26

+0.13

Calmar ratioReturn relative to maximum drawdown

3.57

1.87

+1.70

Martin ratioReturn relative to average drawdown

14.14

7.12

+7.02

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

The current IWDA.AS Sharpe Ratio is 2.07, which is higher than the EXSA.DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IWDA.AS and EXSA.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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Drawdowns

IWDA.AS vs. EXSA.DE - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum EXSA.DE drawdown of -58.34%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and EXSA.DE.


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Drawdown Indicators


IWDA.ASEXSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-58.34%

+24.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-9.64%

+3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-16.33%

-5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-20.69%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-35.69%

+2.06%

Current Drawdown

Current decline from peak

-1.19%

-0.33%

-0.86%

Average Drawdown

Average peak-to-trough decline

-4.24%

-11.46%

+7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.53%

-0.89%

Volatility

IWDA.AS vs. EXSA.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 3.07%, while iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a volatility of 4.25%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than EXSA.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.ASEXSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

4.25%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

7.94%

10.85%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

13.09%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

14.44%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

15.72%

-0.72%

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

Both IWDA.AS and EXSA.DE 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

IWDA.AS vs. EXSA.DE - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while EXSA.DE's dividend yield for the trailing twelve months is around 2.33%.


PositionTTM20252024202320222021202020192018201720162015
EXSA.DE
iShares STOXX Europe 600 UCITS ETF (DE)
2.33%2.54%2.79%2.68%2.76%2.22%1.85%2.87%2.94%4.42%3.42%2.97%
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 EXSA.DE have a correlation of 0.75, 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.

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

IWDA.AS is categorized as Global Equities, while EXSA.DE is Europe Equities. IWDA.AS tracks MSCI World Index, while EXSA.DE tracks STOXX® Europe 600.

Portfolio Optimizer

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