IWLE.DE vs. ASCH.DE
IWLE.DE (iShares Core MSCI World UCITS ETF EUR Hedged Dist) and ASCH.DE (abrdn Future Supply Chains UCITS ETF) are both Global Equities funds. IWLE.DE is passively managed, while ASCH.DE is actively managed. Over the past year, IWLE.DE returned 20.78% vs 47.66% for ASCH.DE. A 0.55 correlation means they provide meaningful diversification when combined. IWLE.DE charges 0.30%/yr vs 0.60%/yr for ASCH.DE.
Performance
IWLE.DE vs. ASCH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IWLE.DE achieves a 7.23% return, which is significantly lower than ASCH.DE's 28.87% return.
IWLE.DE
- 1D
- -0.47%
- 1M
- -0.85%
- YTD
- 7.23%
- 6M
- 7.12%
- 1Y
- 20.78%
- 3Y*
- 17.76%
- 5Y*
- 10.03%
- 10Y*
- —
ASCH.DE
- 1D
- 0.00%
- 1M
- 2.16%
- YTD
- 28.87%
- 6M
- 29.82%
- 1Y
- 47.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWLE.DE vs. ASCH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IWLE.DE iShares Core MSCI World UCITS ETF EUR Hedged Dist | 7.23% | 14.59% |
ASCH.DE abrdn Future Supply Chains UCITS ETF | 28.87% | 15.28% |
Correlation
The correlation between IWLE.DE and ASCH.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since May 19, 2025 | 0.55 |
The correlation between IWLE.DE and ASCH.DE has been stable across timeframes, ranging from 0.53 to 0.55 - a consistent structural relationship.
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Return for Risk
IWLE.DE vs. ASCH.DE — Risk / Return Rank
IWLE.DE
ASCH.DE
IWLE.DE vs. ASCH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.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.
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.
| IWLE.DE | ASCH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.47 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.72 | -0.15 |
| Martin ratioReturn relative to average drawdown | 11.25 | 6.60 | +4.66 |
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Drawdowns
IWLE.DE vs. ASCH.DE - Drawdown Comparison
The maximum IWLE.DE drawdown since its inception was -32.76%, which is greater than ASCH.DE's maximum drawdown of -17.54%. Use the drawdown chart below to compare losses from any high point for IWLE.DE and ASCH.DE.
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Drawdown Indicators
| IWLE.DE | ASCH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.76% | -17.54% | -15.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -17.54% | +9.49% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | — | — |
Current DrawdownCurrent decline from peak | -1.77% | -2.03% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -4.37% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 7.22% | -5.38% |
Volatility
IWLE.DE vs. ASCH.DE - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.DE) is 4.07%, while abrdn Future Supply Chains UCITS ETF (ASCH.DE) has a volatility of 5.88%. This indicates that IWLE.DE experiences smaller price fluctuations and is considered to be less risky than ASCH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWLE.DE | ASCH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 5.88% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 14.13% | -4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.33% | 27.43% | -15.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 26.23% | -11.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 26.23% | -9.47% |
IWLE.DE vs. ASCH.DE - Expense Ratio Comparison
IWLE.DE has a 0.30% expense ratio, which is lower than ASCH.DE's 0.60% expense ratio.
Dividends
IWLE.DE vs. ASCH.DE - Dividend Comparison
IWLE.DE's dividend yield for the trailing twelve months is around 1.05%, while ASCH.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ASCH.DE abrdn Future Supply Chains UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWLE.DE iShares Core MSCI World UCITS ETF EUR Hedged Dist | 1.05% | 1.11% | 1.27% | 1.43% | 1.76% | 1.20% | 1.04% | 0.53% |
Frequently Asked Questions
IWLE.DE and ASCH.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWLE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWLE.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for ASCH.DE.
They also come from different issuers: iShares and abrdn. Their fees differ too: 0.30% for IWLE.DE and 0.60% for ASCH.DE.
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