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IWRD.AS vs. IUSA.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWRD.AS vs. IUSA.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World UCITS ETF (IWRD.AS) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IWRD.AS having a 10.92% return and IUSA.MI slightly higher at 11.29%. Over the past 10 years, IWRD.AS has underperformed IUSA.MI with an annualized return of 12.50%, while IUSA.MI has yielded a comparatively higher 14.76% annualized return.


IWRD.AS

1D
-0.08%
1M
4.72%
YTD
10.92%
6M
11.18%
1Y
23.48%
3Y*
17.21%
5Y*
12.56%
10Y*
12.50%

IUSA.MI

1D
-0.12%
1M
5.15%
YTD
11.29%
6M
11.37%
1Y
25.46%
3Y*
18.75%
5Y*
14.63%
10Y*
14.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWRD.AS vs. IUSA.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWRD.AS
iShares MSCI World UCITS ETF
10.92%6.83%26.78%19.68%-13.85%32.06%5.87%29.11%-4.38%7.51%
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
11.29%4.17%33.56%22.16%-14.75%40.69%7.30%34.11%-1.42%6.61%

Correlation

The correlation between IWRD.AS and IUSA.MI is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.95

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2005

0.91

The correlation between IWRD.AS and IUSA.MI has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

IWRD.AS vs. IUSA.MI — Risk / Return Rank

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

IWRD.AS
IWRD.AS Risk / Return Rank: 6868
Overall Rank
IWRD.AS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IWRD.AS Sortino Ratio Rank: 6565
Sortino Ratio Rank
IWRD.AS Omega Ratio Rank: 6767
Omega Ratio Rank
IWRD.AS Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWRD.AS Martin Ratio Rank: 7474
Martin Ratio Rank

IUSA.MI
IUSA.MI Risk / Return Rank: 7070
Overall Rank
IUSA.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IUSA.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
IUSA.MI Omega Ratio Rank: 7272
Omega Ratio Rank
IUSA.MI Calmar Ratio Rank: 7272
Calmar Ratio Rank
IUSA.MI Martin Ratio Rank: 6969
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.

IWRD.AS vs. IUSA.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS ETF (IWRD.AS) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI). 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.


IWRD.ASIUSA.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.40

1.42

-0.02

Calmar ratioReturn relative to maximum drawdown

3.46

3.54

-0.08

Martin ratioReturn relative to average drawdown

13.65

12.66

+0.99

IWRD.AS vs. IUSA.MI - Sharpe Ratio Comparison

The current IWRD.AS Sharpe Ratio is 2.11, which is comparable to the IUSA.MI Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of IWRD.AS and IUSA.MI, 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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Sharpe Ratios by Period


IWRD.ASIUSA.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.27

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.96

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.91

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.60

-0.10

Drawdowns

IWRD.AS vs. IUSA.MI - Drawdown Comparison

The maximum IWRD.AS drawdown since its inception was -52.51%, roughly equal to the maximum IUSA.MI drawdown of -52.36%. Use the drawdown chart below to compare losses from any high point for IWRD.AS and IUSA.MI.


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Drawdown Indicators


IWRD.ASIUSA.MIDifference

Max Drawdown

Largest peak-to-trough decline

-52.51%

-52.36%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-7.19%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

-23.29%

+1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-23.29%

+1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.71%

-33.68%

-0.03%

Current Drawdown

Current decline from peak

-0.32%

-0.46%

+0.14%

Average Drawdown

Average peak-to-trough decline

-8.84%

-8.05%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.01%

-0.30%

Volatility

IWRD.AS vs. IUSA.MI - Volatility Comparison

iShares MSCI World UCITS ETF (IWRD.AS) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) have volatilities of 2.65% and 2.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWRD.ASIUSA.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

2.70%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

7.46%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.98%

11.24%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

15.13%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

16.08%

-0.92%

IWRD.AS vs. IUSA.MI - Expense Ratio Comparison

IWRD.AS has a 0.50% expense ratio, which is higher than IUSA.MI's 0.07% expense ratio.


Dividends

IWRD.AS vs. IUSA.MI - Dividend Comparison

IWRD.AS's dividend yield for the trailing twelve months is around 0.85%, more than IUSA.MI's 0.73% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
0.73%0.82%0.92%1.16%1.39%0.84%1.21%1.33%1.46%1.33%1.25%1.37%
IWRD.AS
iShares MSCI World UCITS ETF
0.85%0.95%1.05%1.32%1.49%1.01%1.21%1.62%1.84%1.67%1.70%1.80%

Frequently Asked Questions


With a correlation of 0.96, IWRD.AS and IUSA.MI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IUSA.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.MI is cheaper with a 0.07% expense ratio, compared with 0.50% for IWRD.AS.

IWRD.AS is categorized as Global Equities, while IUSA.MI is S&P 500. IWRD.AS tracks MSCI ACWI NR USD, while IUSA.MI tracks S&P 500 Index. Their fees differ too: 0.50% for IWRD.AS and 0.07% for IUSA.MI.

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