IWDA.AS vs. PFE

Last updated Jun 5, 2026

IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index, while PFE (Pfizer Inc.) is a stock. Over the past 10 years, IWDA.AS returned 12.81%/yr vs 1.71%/yr for PFE. At a 0.30 correlation, their price movements are largely independent.

Performance

IWDA.AS vs. PFE - 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 Pfizer Inc. (PFE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IWDA.AS is traded in EUR, while PFE is traded in USD. To make them comparable, the PFE 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 PFE's 10.21% return. Over the past 10 years, IWDA.AS has outperformed PFE with an annualized return of 12.81%, while PFE has yielded a comparatively lower 1.71% 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%

PFE

• 1D: 0.00%
• 1M: 3.73%
• YTD: 10.21%
• 6M: 5.49%
• 1Y: 17.99%
• 3Y*: -9.08%
• 5Y*: -2.23%
• 10Y*: 1.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDA.AS vs. PFE - 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%
PFE Pfizer Inc.	8.30%	-11.30%	4.24%	-43.03%	-4.86%	79.16%	-5.43%	-4.80%	30.68%	1.66%

Correlation

The correlation between IWDA.AS and PFE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.25
Correlation (All Time) Calculated using the full available price history since Oct 20, 2009	0.30

The correlation between IWDA.AS and PFE shifts across timeframes, from 0.11 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IWDA.AS vs. PFE — 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: 71
IWDA.AS Sharpe Ratio Rank: 66
IWDA.AS Sortino Ratio Rank: 67
IWDA.AS Omega Ratio Rank: 69
IWDA.AS Calmar Ratio Rank: 74
IWDA.AS Martin Ratio Rank: 77

PFE

PFE Risk / Return Rank: 65
PFE Sharpe Ratio Rank: 66
PFE Sortino Ratio Rank: 61
PFE Omega Ratio Rank: 58
PFE Calmar Ratio Rank: 70
PFE Martin Ratio Rank: 68

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. PFE - 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 Pfizer Inc. (PFE). 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	PFE	Difference
Sharpe ratio: Return per unit of total volatility	2.15	0.77	+1.38
Sortino ratio: Return per unit of downside risk	3.03	1.32	+1.71
Omega ratio: Gain probability vs. loss probability	1.41	1.15	+0.25
Calmar ratio: Return relative to maximum drawdown	3.64	1.64	+2.00
Martin ratio: Return relative to average drawdown	14.53	3.31	+11.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWDA.AS vs. PFE - Sharpe Ratio Comparison

The current IWDA.AS Sharpe Ratio is 2.15, which is higher than the PFE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of IWDA.AS and PFE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IWDA.AS	PFE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	0.77	+1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	-0.09	+0.99
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.84	0.07	+0.77
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.25	+0.57

Drawdowns

IWDA.AS vs. PFE - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum PFE drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and PFE.

Drawdown Indicators

	IWDA.AS	PFE	Difference
Max Drawdown Largest peak-to-trough decline	-33.63%	-58.80%	+25.17%
Max Drawdown (1Y) Largest decline over 1 year	-6.45%	-11.04%	+4.59%
Max Drawdown (3Y) Largest decline over 3 years	-21.59%	-43.32%	+21.73%
Max Drawdown (5Y) Largest decline over 5 years	-21.59%	-58.80%	+37.21%
Max Drawdown (10Y) Largest decline over 10 years	-33.63%	-58.80%	+25.17%
Current Drawdown Current decline from peak	-0.34%	-46.97%	+46.63%
Average Drawdown Average peak-to-trough decline	-4.25%	-17.43%	+13.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	5.45%	-3.82%

Volatility

IWDA.AS vs. PFE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.62%, while Pfizer Inc. (PFE) has a volatility of 4.88%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWDA.AS	PFE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	4.88%	-2.26%
Volatility (6M) Calculated over the trailing 6-month period	7.61%	14.59%	-6.98%
Volatility (1Y) Calculated over the trailing 1-year period	10.90%	23.38%	-12.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.08%	25.62%	-11.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.99%	24.48%	-9.49%

Dividends

IWDA.AS vs. PFE - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while PFE's dividend yield for the trailing twelve months is around 6.71%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
PFE Pfizer Inc.	6.71%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%

Frequently Asked Questions

Can I hold both IWDA.AS and PFE in my portfolio?

IWDA.AS and PFE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.