IWDA.AS vs. IDVY.AS
IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) and IDVY.AS (iShares Euro Dividend UCITS ETF) are both exchange-traded funds - IWDA.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while IDVY.AS is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, IWDA.AS returned 12.88%/yr vs 7.34%/yr for IDVY.AS. A 0.67 correlation means they provide meaningful diversification when combined. IWDA.AS charges 0.20%/yr vs 0.40%/yr for IDVY.AS.
Performance
IWDA.AS vs. IDVY.AS - Performance Comparison
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Returns By Period
In the year-to-date period, IWDA.AS achieves a 11.10% return, which is significantly higher than IDVY.AS's 7.85% return. Over the past 10 years, IWDA.AS has outperformed IDVY.AS with an annualized return of 12.88%, while IDVY.AS has yielded a comparatively lower 7.34% 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%
IDVY.AS
- 1D
- -0.58%
- 1M
- 3.81%
- YTD
- 7.85%
- 6M
- 11.70%
- 1Y
- 20.62%
- 3Y*
- 19.72%
- 5Y*
- 9.01%
- 10Y*
- 7.34%
IWDA.AS vs. IDVY.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDVY.AS iShares Euro Dividend UCITS ETF | 7.85% | 41.92% | 8.62% | 4.42% | -13.82% | 24.39% | -17.87% | 20.43% | -10.28% | 9.96% |
Correlation
The correlation between IWDA.AS and IDVY.AS is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2009 | 0.67 |
The correlation between IWDA.AS and IDVY.AS shifts across timeframes, from 0.48 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWDA.AS vs. IDVY.AS — Risk / Return Rank
IWDA.AS
IDVY.AS
IWDA.AS vs. IDVY.AS - 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 Euro Dividend UCITS ETF (IDVY.AS). 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.AS | IDVY.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.32 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 2.55 | +1.09 |
| Martin ratioReturn relative to average drawdown | 14.56 | 7.95 | +6.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWDA.AS | IDVY.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 1.73 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.60 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.42 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.23 | +0.59 |
Drawdowns
IWDA.AS vs. IDVY.AS - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum IDVY.AS drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and IDVY.AS.
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Drawdown Indicators
| IWDA.AS | IDVY.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -71.33% | +37.70% |
Max Drawdown (1Y)Largest decline over 1 year | -6.45% | -7.97% | +1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -12.81% | -8.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | -24.57% | +2.98% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -42.34% | +8.71% |
Current DrawdownCurrent decline from peak | -0.31% | -1.75% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -22.55% | +18.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.58% | -0.95% |
Volatility
IWDA.AS vs. IDVY.AS - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.79%, while iShares Euro Dividend UCITS ETF (IDVY.AS) has a volatility of 4.22%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWDA.AS | IDVY.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 4.22% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 9.63% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.96% | 11.77% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 14.80% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.00% | 17.26% | -2.26% |
IWDA.AS vs. IDVY.AS - Expense Ratio Comparison
IWDA.AS has a 0.20% expense ratio, which is lower than IDVY.AS's 0.40% expense ratio.
Dividends
IWDA.AS vs. IDVY.AS - Dividend Comparison
IWDA.AS has not paid dividends to shareholders, while IDVY.AS's dividend yield for the trailing twelve months is around 4.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.AS iShares Euro Dividend UCITS ETF | 4.00% | 4.36% | 5.85% | 5.84% | 5.28% | 3.68% | 3.57% | 4.84% | 4.76% | 3.91% | 3.97% | 4.00% |
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 IDVY.AS have a correlation of 0.55, 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 0.40% for IDVY.AS.
IWDA.AS is categorized as Global Equities, while IDVY.AS is Europe Equities. IWDA.AS tracks MSCI ACWI NR USD, while IDVY.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.20% for IWDA.AS and 0.40% for IDVY.AS.
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