PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IWDG.L vs. IWDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IWDG.L vs. IWDA.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core MSCI World UCITS ETF (IWDG.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).

IWDG.L and IWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWDG.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jul 28, 2023. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both IWDG.L and IWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IWDG.L vs. IWDA.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 iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IWDG.L vs. IWDA.L - 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%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		-0.71%12.41%21.19%18.05%-8.38%23.34%12.65%22.29%-3.62%6.82%
Different Trading Currencies

IWDG.L is traded in GBp, while IWDA.L is traded in USD. To make them comparable, the IWDA.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 -2.02% return, which is significantly lower than IWDA.L's -0.71% 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*
—

IWDA.L

1D
2.68%
1M
-2.66%
YTD
-0.71%
6M
2.85%
1Y
17.51%
3Y*
14.87%
5Y*
11.48%
10Y*
12.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core MSCI World UCITS ETF

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with IWDG.L:
IWDG.L vs. NQSE.DEIWDG.L vs. VTIWDG.L vs. EVLUIWDG.L vs. VUSA.DEIWDG.L vs. IGDA.LIWDG.L vs. IS3N.DEIWDG.L vs. EUNK.DE
Often compared with IWDA.L:
IWDA.L vs. VWCE.DEIWDA.L vs. SWDA.LIWDA.L vs. VWRP.LIWDA.L vs. VUAA.LIWDA.L vs. URTHIWDA.L vs. ACWI.LIWDA.L vs. SPY

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

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

IWDG.L
iShares Core MSCI World UCITS ETF
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)

Return for Risk

IWDG.L vs. IWDA.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: 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
IWDA.L
IWDA.L Risk / Return Rank: 7575
Overall Rank
IWDA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 7171
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 8282
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. IWDA.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 iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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.

IWDG.LIWDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.17

+0.07

Sortino ratio

Return per unit of downside risk

1.74

1.65

+0.09

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

2.25

2.67

-0.42

Martin ratio

Return relative to average drawdown

9.77

9.71

+0.05

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IWDG.L Sharpe Ratio is 1.23, which is comparable to the IWDA.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IWDG.L and IWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

IWDG.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.17

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.79

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.82

-0.14

Correlation

The correlation between IWDG.L and IWDA.L is 0.83, 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. IWDA.L - Dividend Comparison

IWDG.L's dividend yield for the trailing twelve months is around 1.12%, while IWDA.L 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%
IWDA.L
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. IWDA.L - Drawdown Comparison

The maximum IWDG.L drawdown since its inception was -34.20%, which is greater than IWDA.L's maximum drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for IWDG.L and IWDA.L.

Loading graphics...

Drawdown Indicators

IWDG.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-34.11%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-11.56%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

-25.88%

+3.06%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.11%

—

Current Drawdown

Current decline from peak

-4.57%

-5.16%

+0.59%

Average Drawdown

Average peak-to-trough decline

-4.70%

-4.48%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.11%

-0.17%

Volatility

IWDG.L vs. IWDA.L - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF (IWDG.L) is 5.09%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 5.50%. This indicates that IWDG.L experiences smaller price fluctuations and is considered to be less risky than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

IWDG.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

5.50%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

9.05%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

15.00%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

14.47%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

15.50%

+0.50%