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IWDG.L vs. EUNL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWDG.L vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI World UCITS ETF (IWDG.L) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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IWDG.L vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWDG.L
iShares Core MSCI World UCITS ETF
-2.02%18.71%21.37%23.13%-17.43%24.30%11.80%24.91%-8.73%8.87%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
-0.98%13.52%20.44%17.73%-8.86%23.35%11.44%24.51%-3.79%7.13%
Different Trading Currencies

IWDG.L is traded in GBp, while EUNL.DE is traded in EUR. To make them comparable, the EUNL.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDG.L achieves a -2.02% return, which is significantly lower than EUNL.DE's -0.98% return.


IWDG.L

1D
2.60%
1M
-3.53%
YTD
-2.02%
6M
1.65%
1Y
19.24%
3Y*
17.55%
5Y*
10.70%
10Y*

EUNL.DE

1D
2.27%
1M
-2.85%
YTD
-0.98%
6M
2.67%
1Y
17.55%
3Y*
14.91%
5Y*
11.44%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWDG.L vs. EUNL.DE - Expense Ratio Comparison

IWDG.L has a 0.30% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.


Return for Risk

IWDG.L vs. EUNL.DE — Risk / Return Rank

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

IWDG.L
IWDG.L Risk / Return Rank: 7171
Overall Rank
IWDG.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IWDG.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDG.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IWDG.L Martin Ratio Rank: 8181
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 4545
Overall Rank
EUNL.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 6060
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.

IWDG.L vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF (IWDG.L) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.


IWDG.LEUNL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.14

+0.09

Sortino ratio

Return per unit of downside risk

1.74

1.61

+0.13

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

2.25

2.30

-0.05

Martin ratio

Return relative to average drawdown

9.77

9.73

+0.03

IWDG.L vs. EUNL.DE - Sharpe Ratio Comparison

The current IWDG.L Sharpe Ratio is 1.23, which is comparable to the EUNL.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IWDG.L and EUNL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IWDG.LEUNL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.14

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.82

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.77

-0.09

Correlation

The correlation between IWDG.L and EUNL.DE is 0.81, 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.


Dividends

IWDG.L vs. EUNL.DE - Dividend Comparison

IWDG.L's dividend yield for the trailing twelve months is around 1.12%, while EUNL.DE has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
IWDG.L
iShares Core MSCI World UCITS ETF
1.12%1.11%1.24%1.42%1.74%1.19%1.35%1.83%2.14%0.61%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IWDG.L vs. EUNL.DE - Drawdown Comparison

The maximum IWDG.L drawdown since its inception was -34.20%, which is greater than EUNL.DE's maximum drawdown of -26.21%. Use the drawdown chart below to compare losses from any high point for IWDG.L and EUNL.DE.


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Drawdown Indicators


IWDG.LEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-33.63%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-13.30%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

-21.73%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

Current Drawdown

Current decline from peak

-4.57%

-4.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-4.70%

-4.29%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.98%

-0.04%

Volatility

IWDG.L vs. EUNL.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF (IWDG.L) has a higher volatility of 5.09% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 4.49%. This indicates that IWDG.L's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDG.LEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

4.49%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

8.48%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

15.31%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

13.80%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

14.99%

+1.01%