IWDA.AS vs. VEA
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and Vanguard FTSE Developed Markets ETF (VEA).
IWDA.AS and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both IWDA.AS and VEA 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 VEA.
Key characteristics
| IWDA.AS | VEA | |
|---|---|---|
| YTD Return | 25.95% | 5.01% |
| 1Y Return | 32.79% | 16.10% |
| 3Y Return (Ann) | 9.71% | 1.05% |
| 5Y Return (Ann) | 13.17% | 5.95% |
| 10Y Return (Ann) | 11.81% | 5.38% |
| Sharpe Ratio | 2.98 | 1.24 |
| Sortino Ratio | 3.95 | 1.78 |
| Omega Ratio | 1.62 | 1.22 |
| Calmar Ratio | 3.95 | 1.35 |
| Martin Ratio | 19.07 | 6.72 |
| Ulcer Index | 1.69% | 2.42% |
| Daily Std Dev | 10.79% | 13.09% |
| Max Drawdown | -33.63% | -60.70% |
| Current Drawdown | -0.37% | -7.32% |
Correlation
The correlation between IWDA.AS and VEA is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IWDA.AS vs. VEA - Performance Comparison
In the year-to-date period, IWDA.AS achieves a 25.95% return, which is significantly higher than VEA's 5.01% return. Over the past 10 years, IWDA.AS has outperformed VEA with an annualized return of 11.81%, while VEA has yielded a comparatively lower 5.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IWDA.AS vs. VEA - Expense Ratio Comparison
IWDA.AS has a 0.20% expense ratio, which is higher than VEA's 0.05% 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. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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.
Dividends
IWDA.AS vs. VEA - Dividend Comparison
IWDA.AS has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 3.04%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
IWDA.AS vs. VEA - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and VEA. For additional features, visit the drawdowns tool.
Volatility
IWDA.AS vs. VEA - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 3.13%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.95%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.