IWDA.L vs. ACWI.L
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L).
IWDA.L and ACWI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. ACWI.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011. Both IWDA.L and ACWI.L 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.L or ACWI.L.
Performance
IWDA.L vs. ACWI.L - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IWDA.L having a 18.98% return and ACWI.L slightly lower at 18.38%. Over the past 10 years, IWDA.L has underperformed ACWI.L with an annualized return of 10.00%, while ACWI.L has yielded a comparatively higher 11.55% annualized return.
IWDA.L
18.98%
-0.47%
8.23%
27.05%
12.11%
10.00%
ACWI.L
18.38%
1.73%
7.64%
23.06%
11.34%
11.55%
Key characteristics
| IWDA.L | ACWI.L | |
|---|---|---|
| Sharpe Ratio | 2.33 | 2.33 |
| Sortino Ratio | 3.26 | 3.25 |
| Omega Ratio | 1.43 | 1.44 |
| Calmar Ratio | 3.48 | 3.55 |
| Martin Ratio | 15.00 | 15.72 |
| Ulcer Index | 1.75% | 1.47% |
| Daily Std Dev | 11.25% | 9.89% |
| Max Drawdown | -34.11% | -41.43% |
| Current Drawdown | -1.81% | -0.79% |
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IWDA.L vs. ACWI.L - Expense Ratio Comparison
IWDA.L has a 0.20% expense ratio, which is lower than ACWI.L's 0.40% expense ratio.
Correlation
The correlation between IWDA.L and ACWI.L is 0.84, 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.
Risk-Adjusted Performance
IWDA.L vs. ACWI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L). 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.L vs. ACWI.L - Dividend Comparison
Neither IWDA.L nor ACWI.L has paid dividends to shareholders.
Drawdowns
IWDA.L vs. ACWI.L - Drawdown Comparison
The maximum IWDA.L drawdown since its inception was -34.11%, smaller than the maximum ACWI.L drawdown of -41.43%. Use the drawdown chart below to compare losses from any high point for IWDA.L and ACWI.L. For additional features, visit the drawdowns tool.
Volatility
IWDA.L vs. ACWI.L - Volatility Comparison
iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a higher volatility of 3.59% compared to SPDR MSCI ACWI UCITS ETF (ACWI.L) at 2.97%. This indicates that IWDA.L's price experiences larger fluctuations and is considered to be riskier than ACWI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.