IWDA.L vs. XDWT.DE
IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - IWDA.L is a Global Equities fund tracking the MSCI World Index (Net), while XDWT.DE is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom Index. Both are passively managed. Over the past 10 years, IWDA.L returned 13.34%/yr vs 24.05%/yr for XDWT.DE. A 0.74 correlation means they provide meaningful diversification when combined. IWDA.L charges 0.20%/yr vs 0.25%/yr for XDWT.DE.
Performance
IWDA.L vs. XDWT.DE - Performance Comparison
Loading charts...
Different Trading Currencies
IWDA.L is traded in USD, while XDWT.DE is traded in EUR. To make them comparable, the XDWT.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWDA.L achieves a 8.48% return, which is significantly lower than XDWT.DE's 18.49% return. Over the past 10 years, IWDA.L has underperformed XDWT.DE with an annualized return of 13.34%, while XDWT.DE has yielded a comparatively higher 24.05% annualized return.
IWDA.L
- 1D
- 2.15%
- 1M
- -0.15%
- YTD
- 8.48%
- 6M
- 9.90%
- 1Y
- 23.88%
- 3Y*
- 19.55%
- 5Y*
- 11.47%
- 10Y*
- 13.34%
XDWT.DE
- 1D
- 2.38%
- 1M
- 2.91%
- YTD
- 18.49%
- 6M
- 20.19%
- 1Y
- 42.64%
- 3Y*
- 30.08%
- 5Y*
- 19.92%
- 10Y*
- 24.05%
IWDA.L vs. XDWT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 8.48% | 21.03% | 19.11% | 24.27% | -18.11% | 22.19% | 16.06% | 27.13% | -9.01% | 22.75% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 18.49% | 23.69% | 33.04% | 54.74% | -32.06% | 30.58% | 43.77% | 48.57% | -3.99% | 38.17% |
Correlation
The correlation between IWDA.L and XDWT.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.74 |
The correlation between IWDA.L and XDWT.DE has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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.L vs. XDWT.DE — Risk / Return Rank
IWDA.L
XDWT.DE
IWDA.L vs. XDWT.DE - 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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). 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.L | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.60 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.55 | 7.75 | +3.80 |
Loading charts...
Drawdowns
IWDA.L vs. XDWT.DE - Drawdown Comparison
The maximum IWDA.L drawdown since its inception was -34.11%, smaller than the maximum XDWT.DE drawdown of -45.03%. Use the drawdown chart below to compare losses from any high point for IWDA.L and XDWT.DE.
Loading charts...
Drawdown Indicators
| IWDA.L | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.11% | -45.03% | +10.92% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -16.33% | +8.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.94% | -25.69% | +8.75% |
Max Drawdown (5Y)Largest decline over 5 years | -25.88% | -36.06% | +10.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.11% | -36.06% | +1.95% |
Current DrawdownCurrent decline from peak | -1.65% | -6.92% | +5.27% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -10.19% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 5.49% | -3.47% |
Volatility
IWDA.L vs. XDWT.DE - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) is 3.96%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 8.44%. This indicates that IWDA.L experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IWDA.L | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 8.44% | -4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 16.36% | -6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 21.10% | -8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.72% | 23.53% | -7.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.92% | 22.60% | -6.68% |
IWDA.L vs. XDWT.DE - Expense Ratio Comparison
IWDA.L has a 0.20% expense ratio, which is lower than XDWT.DE'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.L vs. XDWT.DE - Dividend Comparison
Neither IWDA.L nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
IWDA.L and XDWT.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWT.DE.
IWDA.L is categorized as Global Equities, while XDWT.DE is Technology Equities. IWDA.L tracks MSCI World Index (Net), while XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IWDA.L and 0.25% for XDWT.DE.
Find the right allocation for IWDA.L and XDWT.DE
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