PortfoliosLab logoPortfoliosLab logo
IWDA.AS vs. WPAD.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDA.AS vs. WPAD.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 iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IWDA.AS is traded in EUR, while WPAD.AS is traded in USD. To make them comparable, the WPAD.AS 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 11.10% return, which is significantly higher than WPAD.AS's 7.56% return.


IWDA.AS

1D
-0.31%
1M
5.58%
YTD
11.10%
6M
11.60%
1Y
23.84%
3Y*
17.67%
5Y*
12.89%
10Y*
12.88%

WPAD.AS

1D
-0.37%
1M
5.31%
YTD
7.56%
6M
8.59%
1Y
19.57%
3Y*
15.69%
5Y*
11.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
11.10%7.08%27.23%19.89%-13.54%17.78%
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF
7.56%5.45%26.11%21.09%-17.55%19.50%

Correlation

The correlation between IWDA.AS and WPAD.AS is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.71

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

0.56

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2021

0.56

Over the past year, IWDA.AS and WPAD.AS have become more correlated (0.85) than their long-term average of 0.56, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IWDA.AS vs. WPAD.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: 6868
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7575
Martin Ratio Rank

WPAD.AS
WPAD.AS Risk / Return Rank: 5555
Overall Rank
WPAD.AS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WPAD.AS Sortino Ratio Rank: 5959
Sortino Ratio Rank
WPAD.AS Omega Ratio Rank: 5555
Omega Ratio Rank
WPAD.AS Calmar Ratio Rank: 4949
Calmar Ratio Rank
WPAD.AS Martin Ratio Rank: 5555
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. WPAD.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 iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.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.


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

+0.56

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.41

1.29

+0.11

Calmar ratioReturn relative to maximum drawdown

3.65

2.37

+1.28

Martin ratioReturn relative to average drawdown

14.56

8.17

+6.38

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

The current IWDA.AS Sharpe Ratio is 2.16, which is higher than the WPAD.AS Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of IWDA.AS and WPAD.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.


Loading charts...

Sharpe Ratios by Period


IWDA.ASWPAD.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

1.60

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

1.03

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.97

-0.15

Drawdowns

IWDA.AS vs. WPAD.AS - Drawdown Comparison

The maximum IWDA.AS drawdown since its inception was -33.63%, which is greater than WPAD.AS's maximum drawdown of -21.37%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and WPAD.AS.


Loading charts...

Drawdown Indicators


IWDA.ASWPAD.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-21.37%

-12.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-8.89%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-21.37%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-21.37%

-0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-0.31%

-0.37%

+0.06%

Average Drawdown

Average peak-to-trough decline

-4.25%

-5.54%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.53%

-0.90%

Volatility

IWDA.AS vs. WPAD.AS - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.79%, while iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) has a volatility of 3.49%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than WPAD.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IWDA.ASWPAD.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

3.49%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

9.83%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

13.21%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

19.09%

-5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.00%

19.08%

-4.08%

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

Both IWDA.AS and WPAD.AS have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IWDA.AS vs. WPAD.AS - Dividend Comparison

IWDA.AS has not paid dividends to shareholders, while WPAD.AS's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM20252024202320222021
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF
0.98%1.05%1.10%1.23%1.48%0.28%

Frequently Asked Questions


IWDA.AS and WPAD.AS have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.AS and WPAD.AS have the same expense ratio: 0.20% per year.

Both ETFs track MSCI ACWI NR USD.

Portfolio Optimizer

Find the right allocation for IWDA.AS and WPAD.AS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer