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

Performance

IWDA.AS vs. GERD.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 L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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 11.10% return, which is significantly lower than GERD.DE's 14.61% 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%

GERD.DE

1D
-0.01%
1M
6.89%
YTD
14.61%
6M
15.74%
1Y
26.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
11.10%7.08%27.23%7.71%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
14.61%10.26%18.54%7.85%

Correlation

The correlation between IWDA.AS and GERD.DE is 0.78, 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

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

0.83

The correlation between IWDA.AS and GERD.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

IWDA.AS vs. GERD.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

GERD.DE
GERD.DE Risk / Return Rank: 7171
Overall Rank
GERD.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 6666
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 8080
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. GERD.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 L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.ASGERD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.41

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

3.65

4.02

-0.38

Martin ratioReturn relative to average drawdown

14.56

15.80

-1.24

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

The current IWDA.AS Sharpe Ratio is 2.16, which is comparable to the GERD.DE Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of IWDA.AS and GERD.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.ASGERD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.23

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.35

-0.53

Drawdowns

IWDA.AS vs. GERD.DE - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, which is greater than GERD.DE's maximum drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and GERD.DE.


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Drawdown Indicators


IWDA.ASGERD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-19.22%

-14.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-6.61%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-0.31%

-0.01%

-0.30%

Average Drawdown

Average peak-to-trough decline

-4.25%

-2.24%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.69%

-0.06%

Volatility

IWDA.AS vs. GERD.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.79%, while L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) has a volatility of 3.37%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than GERD.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.ASGERD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

3.37%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

8.52%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

11.94%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

12.96%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

12.96%

+2.04%

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

IWDA.AS has a 0.20% expense ratio, which is lower than GERD.DE's 0.50% expense ratio.


Dividends

IWDA.AS vs. GERD.DE - Dividend Comparison

Neither IWDA.AS nor GERD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWDA.AS and GERD.DE have a correlation of 0.78, 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 0.50% for GERD.DE.

IWDA.AS tracks MSCI ACWI NR USD, while GERD.DE tracks Solactive Gerd Kommer Multifactor Equity. They also come from different issuers: iShares and LGIM Managers (Europe) Limited. Their fees differ too: 0.20% for IWDA.AS and 0.50% for GERD.DE.

Portfolio Optimizer

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