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IWDE.L vs. LGUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDE.L vs. LGUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) and L&G US Equity UCITS ETF USD (Acc) (LGUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWDE.L is traded in EUR, while LGUS.L is traded in USD. To make them comparable, the LGUS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDE.L achieves a 9.63% return, which is significantly lower than LGUS.L's 13.35% return.


IWDE.L

1D
0.02%
1M
0.51%
6M
7.50%
YTD
9.63%
1Y
21.01%
3Y*
17.17%
5Y*
10.22%
10Y*
11.07%

LGUS.L

1D
0.25%
1M
2.05%
6M
10.72%
YTD
13.35%
1Y
24.51%
3Y*
19.70%
5Y*
13.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDE.L vs. LGUS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IWDE.L
iShares MSCI World EUR Hedged UCITS ETF (Acc)
9.63%16.39%19.76%21.13%-18.36%23.42%11.49%23.65%-9.61%
LGUS.L
L&G US Equity UCITS ETF USD (Acc)
13.35%3.98%33.35%24.80%-15.53%37.47%11.18%33.86%-10.27%

Correlation

The correlation between IWDE.L and LGUS.L is 0.81, 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

0.81

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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.84

The correlation between IWDE.L and LGUS.L has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.

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Return for Risk

IWDE.L vs. LGUS.L — Risk / Return Rank

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

IWDE.L
IWDE.L Risk / Return Rank: 7171
Overall Rank
IWDE.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWDE.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDE.L Omega Ratio Rank: 7070
Omega Ratio Rank
IWDE.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IWDE.L Martin Ratio Rank: 7676
Martin Ratio Rank

LGUS.L
LGUS.L Risk / Return Rank: 6969
Overall Rank
LGUS.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LGUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
LGUS.L Omega Ratio Rank: 6767
Omega Ratio Rank
LGUS.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
LGUS.L Martin Ratio Rank: 7070
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.

IWDE.L vs. LGUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) and L&G US Equity UCITS ETF USD (Acc) (LGUS.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.


IWDE.LLGUS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.68

3.29

-0.61

Martin ratioReturn relative to average drawdown

11.18

10.80

+0.37

IWDE.L vs. LGUS.L - Sharpe Ratio Comparison

The current IWDE.L Sharpe Ratio is 1.79, which is comparable to the LGUS.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of IWDE.L and LGUS.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

IWDE.L vs. LGUS.L - Drawdown Comparison

The maximum IWDE.L drawdown since its inception was -33.32%, roughly equal to the maximum LGUS.L drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for IWDE.L and LGUS.L.


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Drawdown Indicators


IWDE.LLGUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.32%

-33.76%

+0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-7.43%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.50%

-23.34%

+5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-23.34%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.32%

Current Drawdown

Current decline from peak

0.00%

-0.18%

+0.18%

Average Drawdown

Average peak-to-trough decline

-4.50%

-4.74%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.26%

-0.38%

Volatility

IWDE.L vs. LGUS.L - Volatility Comparison

The current volatility for iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) is 2.67%, while L&G US Equity UCITS ETF USD (Acc) (LGUS.L) has a volatility of 2.90%. This indicates that IWDE.L experiences smaller price fluctuations and is considered to be less risky than LGUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDE.LLGUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

2.90%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

9.36%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

13.02%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

16.51%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

18.18%

-2.92%

IWDE.L vs. LGUS.L - Expense Ratio Comparison

IWDE.L has a 0.55% expense ratio, which is higher than LGUS.L's 0.05% expense ratio.


Dividends

IWDE.L vs. LGUS.L - Dividend Comparison

Neither IWDE.L nor LGUS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWDE.L and LGUS.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGUS.L is cheaper with a 0.05% expense ratio, compared with 0.55% for IWDE.L.

IWDE.L is categorized as Global Equities, while LGUS.L is Large Cap Blend Equities. IWDE.L tracks MSCI World 100% Hedged to EUR Index, while LGUS.L tracks Solactive Core United States Large & Mid Cap Index NTR. They also come from different issuers: iShares and L&G. Their fees differ too: 0.55% for IWDE.L and 0.05% for LGUS.L.

Portfolio Optimizer

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