PortfoliosLab logoPortfoliosLab logo
IWDA.AS vs. EXXT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDA.AS vs. EXXT.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 Nasdaq 100 UCITS ETF (DE) (EXXT.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IWDA.AS achieves a 11.10% return, which is significantly lower than EXXT.DE's 21.57% return. Over the past 10 years, IWDA.AS has underperformed EXXT.DE with an annualized return of 12.88%, while EXXT.DE has yielded a comparatively higher 21.28% annualized return.


IWDA.AS

1D
-0.31%
1M
5.58%
YTD
11.10%
6M
11.60%
1Y
23.84%
3Y*
17.67%
5Y*
12.89%
10Y*
12.88%

EXXT.DE

1D
0.18%
1M
11.74%
YTD
21.57%
6M
20.37%
1Y
38.95%
3Y*
25.17%
5Y*
18.80%
10Y*
21.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
11.10%7.08%27.23%19.89%-13.54%32.54%6.20%29.58%-4.16%7.49%
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
21.57%6.87%33.51%51.27%-30.11%39.07%34.53%42.79%2.90%15.46%

Correlation

The correlation between IWDA.AS and EXXT.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.88

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

0.89

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

0.87

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

0.85

The correlation between IWDA.AS and EXXT.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

IWDA.AS vs. EXXT.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: 6868
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7575
Martin Ratio Rank

EXXT.DE
EXXT.DE Risk / Return Rank: 7171
Overall Rank
EXXT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EXXT.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EXXT.DE Omega Ratio Rank: 7171
Omega Ratio Rank
EXXT.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EXXT.DE Martin Ratio Rank: 6363
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. EXXT.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 Nasdaq 100 UCITS ETF (DE) (EXXT.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.ASEXXT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.41

1.43

-0.02

Calmar ratioReturn relative to maximum drawdown

3.65

3.85

-0.20

Martin ratioReturn relative to average drawdown

14.56

11.42

+3.14

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

The current IWDA.AS Sharpe Ratio is 2.16, which is comparable to the EXXT.DE Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of IWDA.AS and EXXT.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.


Loading charts...

Sharpe Ratios by Period


IWDA.ASEXXT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.46

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.93

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

1.07

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.79

+0.03

Drawdowns

IWDA.AS vs. EXXT.DE - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum EXXT.DE drawdown of -46.75%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and EXXT.DE.


Loading charts...

Drawdown Indicators


IWDA.ASEXXT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-46.75%

+13.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-10.08%

+3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-26.62%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-31.39%

+9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-31.39%

-2.24%

Current Drawdown

Current decline from peak

-0.31%

0.00%

-0.31%

Average Drawdown

Average peak-to-trough decline

-4.25%

-7.74%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

3.40%

-1.77%

Volatility

IWDA.AS vs. EXXT.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.79%, while iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) has a volatility of 4.17%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than EXXT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IWDA.ASEXXT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

4.17%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

10.93%

-3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

15.83%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

19.90%

-5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

19.70%

-4.70%

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

IWDA.AS has a 0.20% expense ratio, which is lower than EXXT.DE's 0.31% expense ratio.


Dividends

IWDA.AS vs. EXXT.DE - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while EXXT.DE's dividend yield for the trailing twelve months is around 0.15%.


PositionTTM20252024202320222021202020192018201720162015
EXXT.DE
iShares Nasdaq 100 UCITS ETF (DE)
0.15%0.19%0.26%0.53%0.41%0.15%0.32%0.40%0.28%1.84%0.84%0.88%
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 EXXT.DE have a correlation of 0.88, 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 0.31% for EXXT.DE.

IWDA.AS is categorized as Global Equities, while EXXT.DE is Nasdaq-100. IWDA.AS tracks MSCI ACWI NR USD, while EXXT.DE tracks Nasdaq 100®. Their fees differ too: 0.20% for IWDA.AS and 0.31% for EXXT.DE.

Portfolio Optimizer

Find the right allocation for IWDA.AS and EXXT.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer