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IWDG.L vs. FLES.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDG.L vs. FLES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI World UCITS ETF (IWDG.L) and Franklin Euro Short Maturity UCITS ETF EUR (Dist) (FLES.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWDG.L is traded in GBp, while FLES.L is traded in EUR. To make them comparable, the FLES.L 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 10.68% return, which is significantly higher than FLES.L's -2.02% return.


IWDG.L

1D
-0.04%
1M
0.48%
6M
8.40%
YTD
10.68%
1Y
23.67%
3Y*
19.20%
5Y*
11.85%
10Y*

FLES.L

1D
-0.68%
1M
-1.99%
6M
-1.62%
YTD
-2.02%
1Y
-0.63%
3Y*
2.74%
5Y*
1.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDG.L vs. FLES.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IWDG.L
iShares Core MSCI World UCITS ETF
10.68%18.71%21.37%23.13%-17.43%24.30%11.80%24.91%-8.68%
FLES.L
Franklin Euro Short Maturity UCITS ETF EUR (Dist)
-2.02%7.85%-0.52%1.23%5.31%-5.82%5.53%-5.18%1.41%

Correlation

The correlation between IWDG.L and FLES.L is -0.04, 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

-0.04

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

-0.11

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

-0.09

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Return for Risk

IWDG.L vs. FLES.L — 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: 8080
Overall Rank
IWDG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IWDG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IWDG.L Omega Ratio Rank: 7878
Omega Ratio Rank
IWDG.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IWDG.L Martin Ratio Rank: 8383
Martin Ratio Rank

FLES.L
FLES.L Risk / Return Rank: 8787
Overall Rank
FLES.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FLES.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
FLES.L Omega Ratio Rank: 9191
Omega Ratio Rank
FLES.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
FLES.L Martin Ratio Rank: 8787
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. FLES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF (IWDG.L) and Franklin Euro Short Maturity UCITS ETF EUR (Dist) (FLES.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.


IWDG.LFLES.LDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+3.12

Omega ratioGain probability vs. loss probability

1.37

0.98

+0.39

Calmar ratioReturn relative to maximum drawdown

3.09

-0.17

+3.26

Martin ratioReturn relative to average drawdown

12.99

-0.47

+13.46

IWDG.L vs. FLES.L - Sharpe Ratio Comparison

The current IWDG.L Sharpe Ratio is 2.00, which is higher than the FLES.L Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of IWDG.L and FLES.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

IWDG.L vs. FLES.L - Drawdown Comparison

The maximum IWDG.L drawdown since its inception was -34.20%, which is greater than FLES.L's maximum drawdown of -10.70%. Use the drawdown chart below to compare losses from any high point for IWDG.L and FLES.L.


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Drawdown Indicators


IWDG.LFLES.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-10.70%

-23.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-3.14%

-4.50%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-3.14%

-14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

-4.87%

-17.95%

Current Drawdown

Current decline from peak

-0.04%

-3.14%

+3.10%

Average Drawdown

Average peak-to-trough decline

-4.57%

-4.40%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.15%

+0.67%

Volatility

IWDG.L vs. FLES.L - Volatility Comparison

iShares Core MSCI World UCITS ETF (IWDG.L) has a higher volatility of 2.59% compared to Franklin Euro Short Maturity UCITS ETF EUR (Dist) (FLES.L) at 1.05%. This indicates that IWDG.L's price experiences larger fluctuations and is considered to be riskier than FLES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDG.LFLES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.05%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

2.73%

+6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

4.04%

+7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

5.44%

+9.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.89%

6.28%

+9.61%

IWDG.L vs. FLES.L - Expense Ratio Comparison

IWDG.L has a 0.30% expense ratio, which is higher than FLES.L's 0.15% expense ratio.


Dividends

IWDG.L vs. FLES.L - Dividend Comparison

IWDG.L's dividend yield for the trailing twelve months is around 1.39%, less than FLES.L's 1.92% yield.


PositionTTM202520242023202220212020201920182017
FLES.L
Franklin Euro Short Maturity UCITS ETF EUR (Dist)
1.92%2.62%2.55%1.20%0.26%0.00%0.00%0.00%0.00%0.00%
IWDG.L
iShares Core MSCI World UCITS ETF
1.39%1.11%1.24%1.42%1.74%1.19%1.35%1.83%2.14%0.61%

Frequently Asked Questions


IWDG.L and FLES.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLES.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLES.L is cheaper with a 0.15% expense ratio, compared with 0.30% for IWDG.L.

IWDG.L is categorized as Global Equities, while FLES.L is Ultra Short-Term Bonds. IWDG.L tracks MSCI World Index, while FLES.L tracks ICE BofA 0-1 Year Euro Broad Market Index. They also come from different issuers: iShares and Franklin. Their fees differ too: 0.30% for IWDG.L and 0.15% for FLES.L.

Portfolio Optimizer

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