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IWDA.AS vs. IWRD.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDA.AS vs. IWRD.AS - 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 MSCI World UCITS ETF (IWRD.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IWDA.AS having a 11.10% return and IWRD.AS slightly lower at 11.01%. Both investments have delivered pretty close results over the past 10 years, with IWDA.AS having a 12.88% annualized return and IWRD.AS not far behind at 12.57%.


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%

IWRD.AS

1D
-0.25%
1M
5.53%
YTD
11.01%
6M
11.58%
1Y
23.56%
3Y*
17.32%
5Y*
12.58%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDA.AS vs. IWRD.AS - 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%
IWRD.AS
iShares MSCI World UCITS ETF
11.01%6.83%26.78%19.68%-13.85%32.06%5.87%29.11%-4.38%7.51%

Correlation

The correlation between IWDA.AS and IWRD.AS is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

1.00

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

0.97

The correlation between IWDA.AS and IWRD.AS has been stable across timeframes, ranging from 0.97 to 1.00 - a consistent structural relationship.

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Return for Risk

IWDA.AS vs. IWRD.AS — 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

IWRD.AS
IWRD.AS Risk / Return Rank: 6767
Overall Rank
IWRD.AS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IWRD.AS Sortino Ratio Rank: 6363
Sortino Ratio Rank
IWRD.AS Omega Ratio Rank: 6565
Omega Ratio Rank
IWRD.AS Calmar Ratio Rank: 6969
Calmar Ratio Rank
IWRD.AS Martin Ratio Rank: 7373
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. IWRD.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 MSCI World UCITS ETF (IWRD.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.ASIWRD.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.41

1.40

+0.01

Calmar ratioReturn relative to maximum drawdown

3.65

3.48

+0.17

Martin ratioReturn relative to average drawdown

14.56

13.70

+0.85

IWDA.AS vs. IWRD.AS - Sharpe Ratio Comparison

The current IWDA.AS Sharpe Ratio is 2.16, which is comparable to the IWRD.AS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IWDA.AS and IWRD.AS, 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.ASIWRD.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.12

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.88

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.82

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.50

+0.32

Drawdowns

IWDA.AS vs. IWRD.AS - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum IWRD.AS drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and IWRD.AS.


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Drawdown Indicators


IWDA.ASIWRD.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-52.51%

+18.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-6.69%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-21.50%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-21.50%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-33.71%

+0.08%

Current Drawdown

Current decline from peak

-0.31%

-0.25%

-0.06%

Average Drawdown

Average peak-to-trough decline

-4.25%

-8.84%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.71%

-0.08%

Volatility

IWDA.AS vs. IWRD.AS - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and iShares MSCI World UCITS ETF (IWRD.AS) have volatilities of 2.79% and 2.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDA.ASIWRD.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.81%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

7.72%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

11.04%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

14.14%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

15.16%

-0.16%

IWDA.AS vs. IWRD.AS - Expense Ratio Comparison

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


Dividends

IWDA.AS vs. IWRD.AS - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while IWRD.AS's dividend yield for the trailing twelve months is around 0.85%.


PositionTTM20252024202320222021202020192018201720162015
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%
IWRD.AS
iShares MSCI World UCITS ETF
0.85%0.95%1.05%1.32%1.49%1.01%1.21%1.62%1.84%1.67%1.70%1.80%

Frequently Asked Questions


With a correlation of 0.99, IWDA.AS and IWRD.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 IWRD.AS.

Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.20% for IWDA.AS and 0.50% for IWRD.AS.

Portfolio Optimizer

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