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IWDA.AS vs. SPYI.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

IWDA.AS vs. SPYI.DE - 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 SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IWDA.AS:

0.50

SPYI.DE:

0.43

Sortino Ratio

IWDA.AS:

0.78

SPYI.DE:

0.73

Omega Ratio

IWDA.AS:

1.12

SPYI.DE:

1.11

Calmar Ratio

IWDA.AS:

0.41

SPYI.DE:

0.37

Martin Ratio

IWDA.AS:

1.42

SPYI.DE:

1.32

Ulcer Index

IWDA.AS:

6.24%

SPYI.DE:

6.14%

Daily Std Dev

IWDA.AS:

17.30%

SPYI.DE:

17.14%

Max Drawdown

IWDA.AS:

-33.63%

SPYI.DE:

-34.60%

Current Drawdown

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

YTD

-4.69%

1M

6.37%

6M

-5.30%

1Y

8.77%

3Y*

11.05%

5Y*

13.91%

10Y*

9.76%

SPYI.DE

YTD

-4.07%

1M

6.15%

6M

-5.47%

1Y

7.42%

3Y*

9.37%

5Y*

12.68%

10Y*

8.47%

*Annualized

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SPDR MSCI ACWI IMI UCITS ETF

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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IWDA.AS vs. SPYI.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWDA.AS
The Risk-Adjusted Performance Rank of IWDA.AS is 4545
Overall Rank
The Sharpe Ratio Rank of IWDA.AS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of IWDA.AS is 4444
Sortino Ratio Rank
The Omega Ratio Rank of IWDA.AS is 4949
Omega Ratio Rank
The Calmar Ratio Rank of IWDA.AS is 4545
Calmar Ratio Rank
The Martin Ratio Rank of IWDA.AS is 4242
Martin Ratio Rank

SPYI.DE
The Risk-Adjusted Performance Rank of SPYI.DE is 4141
Overall Rank
The Sharpe Ratio Rank of SPYI.DE is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYI.DE is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SPYI.DE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SPYI.DE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SPYI.DE is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current IWDA.AS Sharpe Ratio is 0.50, which is comparable to the SPYI.DE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IWDA.AS and SPYI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IWDA.AS vs. SPYI.DE - Dividend Comparison

Neither IWDA.AS nor SPYI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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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