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

Performance

IWDA.AS vs. TRET.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 VanEck Global Real Estate UCITS ETF (TRET.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWDA.AS achieves a 11.94% return, which is significantly lower than TRET.AS's 15.90% return. Over the past 10 years, IWDA.AS has outperformed TRET.AS with an annualized return of 12.45%, while TRET.AS has yielded a comparatively lower 4.01% annualized return.


IWDA.AS

1D
-1.12%
1M
0.52%
6M
8.77%
YTD
11.94%
1Y
21.76%
3Y*
17.57%
5Y*
12.06%
10Y*
12.45%

TRET.AS

1D
1.08%
1M
6.86%
6M
11.36%
YTD
15.90%
1Y
20.99%
3Y*
11.56%
5Y*
3.97%
10Y*
4.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDA.AS vs. TRET.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
11.94%7.08%27.23%19.89%-13.54%32.54%6.20%29.58%-4.16%7.49%
TRET.AS
VanEck Global Real Estate UCITS ETF
15.90%1.07%8.21%9.08%-21.18%40.50%-14.55%21.60%0.17%-3.69%

Correlation

The correlation between IWDA.AS and TRET.AS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.40

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

0.54

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

0.57

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2011

0.63

Over the past year, the correlation between IWDA.AS and TRET.AS has dropped to 0.29 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

IWDA.AS vs. TRET.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: 7979
Overall Rank
IWDA.AS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 7777
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 8080
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 8484
Martin Ratio Rank

TRET.AS
TRET.AS Risk / Return Rank: 6464
Overall Rank
TRET.AS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TRET.AS Sortino Ratio Rank: 6666
Sortino Ratio Rank
TRET.AS Omega Ratio Rank: 6161
Omega Ratio Rank
TRET.AS Calmar Ratio Rank: 6666
Calmar Ratio Rank
TRET.AS Martin Ratio Rank: 6262
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. TRET.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 VanEck Global Real Estate UCITS ETF (TRET.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWDA.ASTRET.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.07

Calmar ratioReturn relative to maximum drawdown

3.33

2.56

+0.77

Martin ratioReturn relative to average drawdown

13.18

8.48

+4.70

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

The current IWDA.AS Sharpe Ratio is 1.96, which is comparable to the TRET.AS Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IWDA.AS and TRET.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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Drawdowns

IWDA.AS vs. TRET.AS - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum TRET.AS drawdown of -99.20%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and TRET.AS.


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Drawdown Indicators


IWDA.ASTRET.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-99.20%

+65.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-8.09%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-17.23%

-4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-30.50%

+8.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-41.80%

+8.17%

Current Drawdown

Current decline from peak

-1.19%

-97.38%

+96.19%

Average Drawdown

Average peak-to-trough decline

-4.21%

-96.68%

+92.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.46%

-0.82%

Volatility

IWDA.AS vs. TRET.AS - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.73%, while VanEck Global Real Estate UCITS ETF (TRET.AS) has a volatility of 4.31%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than TRET.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDA.ASTRET.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

4.31%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

10.07%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

12.49%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

15.01%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.95%

16.26%

-1.31%

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

IWDA.AS has a 0.20% expense ratio, which is lower than TRET.AS's 0.25% expense ratio. Despite the difference, 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. TRET.AS - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while TRET.AS's dividend yield for the trailing twelve months is around 3.16%.


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%
TRET.AS
VanEck Global Real Estate UCITS ETF
3.16%3.65%3.41%3.67%4.68%1.78%4.43%3.33%4.31%3.16%3.13%2.55%

Frequently Asked Questions


IWDA.AS and TRET.AS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.25% for TRET.AS.

IWDA.AS is categorized as Global Equities, while TRET.AS is REIT. IWDA.AS tracks MSCI World Index, while TRET.AS tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.20% for IWDA.AS and 0.25% for TRET.AS.

Portfolio Optimizer

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