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IWDA.L vs. ICOM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDA.L vs. ICOM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) and iShares Diversified Commodity Swap UCITS ETF (ICOM.L). 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.L achieves a 10.17% return, which is significantly lower than ICOM.L's 20.07% return.


IWDA.L

1D
0.19%
1M
0.21%
6M
9.01%
YTD
10.17%
1Y
22.01%
3Y*
18.87%
5Y*
11.60%
10Y*
12.99%

ICOM.L

1D
-0.10%
1M
1.48%
6M
15.33%
YTD
20.07%
1Y
30.14%
3Y*
12.52%
5Y*
10.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDA.L vs. ICOM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
10.17%21.03%19.11%24.27%-18.11%22.19%16.06%27.13%-9.01%9.44%
ICOM.L
iShares Diversified Commodity Swap UCITS ETF
20.07%16.57%4.40%-7.51%14.83%27.05%-3.74%6.82%-10.21%5.80%

Correlation

The correlation between IWDA.L and ICOM.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.10

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

0.09

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2017

0.27

The correlation between IWDA.L and ICOM.L shifts across timeframes, from -0.10 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWDA.L vs. ICOM.L — Risk / Return Rank

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

IWDA.L
IWDA.L Risk / Return Rank: 7171
Overall Rank
IWDA.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7474
Martin Ratio Rank

ICOM.L
ICOM.L Risk / Return Rank: 5858
Overall Rank
ICOM.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ICOM.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
ICOM.L Omega Ratio Rank: 6666
Omega Ratio Rank
ICOM.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ICOM.L Martin Ratio Rank: 4949
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.L vs. ICOM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) and iShares Diversified Commodity Swap UCITS ETF (ICOM.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.

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.LICOM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.32

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.64

2.08

+0.55

Martin ratioReturn relative to average drawdown

10.75

6.71

+4.05

IWDA.L vs. ICOM.L - Sharpe Ratio Comparison

The current IWDA.L Sharpe Ratio is 1.79, which is comparable to the ICOM.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of IWDA.L and ICOM.L, 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.L vs. ICOM.L - Drawdown Comparison

The maximum IWDA.L drawdown since its inception was -34.11%, roughly equal to the maximum ICOM.L drawdown of -33.13%. Use the drawdown chart below to compare losses from any high point for IWDA.L and ICOM.L.


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Drawdown Indicators


IWDA.LICOM.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-33.13%

-0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-14.39%

+6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-16.94%

-14.39%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-26.74%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

Current Drawdown

Current decline from peak

-0.12%

-8.81%

+8.69%

Average Drawdown

Average peak-to-trough decline

-4.39%

-12.41%

+8.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

4.48%

-2.44%

Volatility

IWDA.L vs. ICOM.L - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) is 2.72%, while iShares Diversified Commodity Swap UCITS ETF (ICOM.L) has a volatility of 4.69%. This indicates that IWDA.L experiences smaller price fluctuations and is considered to be less risky than ICOM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDA.LICOM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

4.69%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

15.21%

-5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

17.14%

-4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

16.54%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

14.97%

+0.81%

IWDA.L vs. ICOM.L - Expense Ratio Comparison

IWDA.L has a 0.20% expense ratio, which is higher than ICOM.L's 0.19% 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%.


Dividends

IWDA.L vs. ICOM.L - Dividend Comparison

Neither IWDA.L nor ICOM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWDA.L and ICOM.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICOM.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICOM.L is cheaper with a 0.19% expense ratio, compared with 0.20% for IWDA.L.

IWDA.L is categorized as Global Equities, while ICOM.L is Commodities. IWDA.L tracks MSCI World Index (Net), while ICOM.L tracks Bloomberg Commodity (Total Return Index). Their fees differ too: 0.20% for IWDA.L and 0.19% for ICOM.L.

Portfolio Optimizer

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