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IWDE.L vs. TSWE.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDE.L vs. TSWE.AS - 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 VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWDE.L achieves a 9.63% return, which is significantly lower than TSWE.AS's 15.76% return. Over the past 10 years, IWDE.L has underperformed TSWE.AS with an annualized return of 11.07%, while TSWE.AS has yielded a comparatively higher 14.85% annualized 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%

TSWE.AS

1D
-0.54%
1M
0.52%
6M
11.11%
YTD
15.76%
1Y
28.97%
3Y*
17.72%
5Y*
11.11%
10Y*
14.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDE.L vs. TSWE.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-10.06%16.85%
TSWE.AS
VanEck Sustainable World Equal Weight UCITS ETF
15.76%13.10%16.86%16.01%-13.44%32.44%11.32%34.59%0.23%14.40%

Correlation

The correlation between IWDE.L and TSWE.AS is 0.84, 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

0.84

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

0.80

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

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since May 3, 2013

0.85

The correlation between IWDE.L and TSWE.AS has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

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Return for Risk

IWDE.L vs. TSWE.AS — 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

TSWE.AS
TSWE.AS Risk / Return Rank: 8585
Overall Rank
TSWE.AS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TSWE.AS Sortino Ratio Rank: 8787
Sortino Ratio Rank
TSWE.AS Omega Ratio Rank: 8484
Omega Ratio Rank
TSWE.AS Calmar Ratio Rank: 8383
Calmar Ratio Rank
TSWE.AS Martin Ratio Rank: 8686
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. TSWE.AS - 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 VanEck Sustainable World Equal Weight UCITS ETF (TSWE.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.

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.LTSWE.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.33

1.40

-0.07

Calmar ratioReturn relative to maximum drawdown

2.68

3.59

-0.91

Martin ratioReturn relative to average drawdown

11.18

14.14

-2.96

IWDE.L vs. TSWE.AS - Sharpe Ratio Comparison

The current IWDE.L Sharpe Ratio is 1.79, which is comparable to the TSWE.AS Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of IWDE.L and TSWE.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.


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Drawdowns

IWDE.L vs. TSWE.AS - Drawdown Comparison

The maximum IWDE.L drawdown since its inception was -33.32%, smaller than the maximum TSWE.AS drawdown of -75.58%. Use the drawdown chart below to compare losses from any high point for IWDE.L and TSWE.AS.


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Drawdown Indicators


IWDE.LTSWE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.32%

-75.58%

+42.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-7.97%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.50%

-19.53%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-19.53%

-4.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.32%

-32.93%

-0.39%

Current Drawdown

Current decline from peak

0.00%

-1.85%

+1.85%

Average Drawdown

Average peak-to-trough decline

-4.50%

-35.98%

+31.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.03%

-0.15%

Volatility

IWDE.L vs. TSWE.AS - Volatility Comparison

The current volatility for iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) is 2.67%, while VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) has a volatility of 3.85%. This indicates that IWDE.L experiences smaller price fluctuations and is considered to be less risky than TSWE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDE.LTSWE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

3.85%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

10.64%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

13.21%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

13.74%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

14.97%

+0.29%

IWDE.L vs. TSWE.AS - Expense Ratio Comparison

IWDE.L has a 0.55% expense ratio, which is higher than TSWE.AS's 0.20% expense ratio.


Dividends

IWDE.L vs. TSWE.AS - Dividend Comparison

IWDE.L has not paid dividends to shareholders, while TSWE.AS's dividend yield for the trailing twelve months is around 1.79%.


PositionTTM20252024202320222021202020192018201720162015
IWDE.L
iShares MSCI World EUR Hedged UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSWE.AS
VanEck Sustainable World Equal Weight UCITS ETF
1.79%1.94%1.89%1.92%2.05%3.60%6.51%8.08%8.48%7.21%6.39%6.44%

Frequently Asked Questions


IWDE.L and TSWE.AS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSWE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSWE.AS is cheaper with a 0.20% expense ratio, compared with 0.55% for IWDE.L.

IWDE.L tracks MSCI World 100% Hedged to EUR Index, while TSWE.AS tracks MSCI ACWI NR USD. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.55% for IWDE.L and 0.20% for TSWE.AS.

Portfolio Optimizer

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