Correlation
The correlation between IWDA.AS and SPYI.DE is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
IWDA.AS vs. SPYI.DE
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE).
IWDA.AS and SPYI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWDA.AS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. SPYI.DE is a passively managed fund by State Street that tracks the performance of the MSCI All Country World Investable Market (ACWI IMI). It was launched on May 13, 2011. Both IWDA.AS and SPYI.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWDA.AS or SPYI.DE.
Performance
IWDA.AS vs. SPYI.DE - Performance Comparison
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Key characteristics
IWDA.AS:
0.50
SPYI.DE:
0.43
IWDA.AS:
0.78
SPYI.DE:
0.73
IWDA.AS:
1.12
SPYI.DE:
1.11
IWDA.AS:
0.41
SPYI.DE:
0.37
IWDA.AS:
1.42
SPYI.DE:
1.32
IWDA.AS:
6.24%
SPYI.DE:
6.14%
IWDA.AS:
17.30%
SPYI.DE:
17.14%
IWDA.AS:
-33.63%
SPYI.DE:
-34.60%
IWDA.AS:
-8.77%
SPYI.DE:
-8.70%
Returns By Period
In the year-to-date period, IWDA.AS achieves a -4.69% return, which is significantly lower than SPYI.DE's -4.07% return. Over the past 10 years, IWDA.AS has outperformed SPYI.DE with an annualized return of 9.76%, while SPYI.DE has yielded a comparatively lower 8.47% annualized return.
IWDA.AS
-4.69%
6.37%
-5.30%
8.77%
11.05%
13.91%
9.76%
SPYI.DE
-4.07%
6.15%
-5.47%
7.42%
9.37%
12.68%
8.47%
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IWDA.AS vs. SPYI.DE - Expense Ratio Comparison
IWDA.AS has a 0.20% expense ratio, which is higher than SPYI.DE's 0.17% 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%.
Risk-Adjusted Performance
IWDA.AS vs. SPYI.DE — Risk-Adjusted Performance Rank
IWDA.AS
SPYI.DE
IWDA.AS vs. SPYI.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.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.
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Dividends
IWDA.AS vs. SPYI.DE - Dividend Comparison
Neither IWDA.AS nor SPYI.DE has paid dividends to shareholders.
Drawdowns
IWDA.AS vs. SPYI.DE - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, roughly equal to the maximum SPYI.DE drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and SPYI.DE.
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Volatility
IWDA.AS vs. SPYI.DE - Volatility Comparison
iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) have volatilities of 4.94% and 5.04%, 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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