IWDA.AS vs. MEUD.L
IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) and MEUD.L (Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc) are both exchange-traded funds - IWDA.AS is a Global Equities fund tracking the MSCI World Index, while MEUD.L is a Europe Equities fund tracking the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, IWDA.AS returned 12.81%/yr vs 9.51%/yr for MEUD.L. A 0.77 correlation means they provide meaningful diversification when combined. IWDA.AS charges 0.20%/yr vs 0.15%/yr for MEUD.L.
Performance
IWDA.AS vs. MEUD.L - Performance Comparison
Loading charts...
Different Trading Currencies
IWDA.AS is traded in EUR, while MEUD.L is traded in GBp. To make them comparable, the MEUD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWDA.AS achieves a 11.06% return, which is significantly higher than MEUD.L's 7.18% return. Over the past 10 years, IWDA.AS has outperformed MEUD.L with an annualized return of 12.81%, while MEUD.L has yielded a comparatively lower 9.51% annualized return.
IWDA.AS
- 1D
- -0.03%
- 1M
- 3.65%
- YTD
- 11.06%
- 6M
- 11.08%
- 1Y
- 23.22%
- 3Y*
- 17.53%
- 5Y*
- 12.88%
- 10Y*
- 12.81%
MEUD.L
- 1D
- -0.01%
- 1M
- 2.27%
- YTD
- 7.18%
- 6M
- 9.73%
- 1Y
- 15.48%
- 3Y*
- 13.79%
- 5Y*
- 9.53%
- 10Y*
- 9.51%
IWDA.AS vs. MEUD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 11.06% | 7.08% | 27.23% | 19.89% | -13.54% | 32.54% | 6.20% | 29.58% | -4.16% | 7.49% |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 7.18% | 19.91% | 8.66% | 15.89% | -9.94% | 24.68% | -1.79% | 28.06% | -10.71% | 10.88% |
Correlation
The correlation between IWDA.AS and MEUD.L is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2013 | 0.77 |
The correlation between IWDA.AS and MEUD.L shifts across timeframes, from 0.67 (3 years) to 0.77 (all time), reflecting how their relationship changes across market environments.
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. MEUD.L — Risk / Return Rank
IWDA.AS
MEUD.L
IWDA.AS vs. MEUD.L - 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 Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L). 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 | MEUD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.23 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 1.62 | +2.02 |
| Martin ratioReturn relative to average drawdown | 14.53 | 6.11 | +8.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IWDA.AS | MEUD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.23 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.58 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.54 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.42 | +0.40 |
Drawdowns
IWDA.AS vs. MEUD.L - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum MEUD.L drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and MEUD.L.
Loading charts...
Drawdown Indicators
| IWDA.AS | MEUD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -36.19% | +2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.45% | -9.53% | +3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -15.58% | -6.01% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | -20.75% | -0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | -36.19% | +2.56% |
Current DrawdownCurrent decline from peak | -0.34% | -1.08% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -7.57% | +3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.52% | -0.89% |
Volatility
IWDA.AS vs. MEUD.L - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.62%, while Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) has a volatility of 3.26%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than MEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IWDA.AS | MEUD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.26% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 10.26% | -2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 12.58% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 16.41% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 17.61% | -2.62% |
IWDA.AS vs. MEUD.L - Expense Ratio Comparison
IWDA.AS has a 0.20% expense ratio, which is higher than MEUD.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IWDA.AS vs. MEUD.L - Dividend Comparison
Neither IWDA.AS nor MEUD.L has paid dividends to shareholders.
Frequently Asked Questions
IWDA.AS and MEUD.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MEUD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MEUD.L is cheaper with a 0.15% expense ratio, compared with 0.20% for IWDA.AS.
IWDA.AS is categorized as Global Equities, while MEUD.L is Europe Equities. IWDA.AS tracks MSCI World Index, while MEUD.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IWDA.AS and 0.15% for MEUD.L.
Find the right allocation for IWDA.AS and MEUD.L
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