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IWRD.AS vs. VDIV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWRD.AS vs. VDIV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World UCITS ETF (IWRD.AS) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWRD.AS achieves a 10.92% return, which is significantly higher than VDIV.DE's 9.79% 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%

VDIV.DE

1D
0.23%
1M
0.01%
YTD
9.79%
6M
12.73%
1Y
25.64%
3Y*
19.95%
5Y*
17.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWRD.AS vs. VDIV.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IWRD.AS
iShares MSCI World UCITS ETF
10.92%6.83%26.78%19.68%-13.85%32.06%5.87%29.11%-4.78%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
9.79%24.55%15.67%11.47%15.47%27.92%-11.00%23.04%-3.07%

Correlation

The correlation between IWRD.AS and VDIV.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.55

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

0.64

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.71

Over the past year, the correlation between IWRD.AS and VDIV.DE has dropped to 0.47 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

IWRD.AS vs. VDIV.DE — 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

VDIV.DE
VDIV.DE Risk / Return Rank: 8888
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 8585
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9090
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. VDIV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS ETF (IWRD.AS) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.


IWRD.ASVDIV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.40

1.51

-0.11

Calmar ratioReturn relative to maximum drawdown

3.46

6.94

-3.47

Martin ratioReturn relative to average drawdown

13.65

20.46

-6.80

IWRD.AS vs. VDIV.DE - Sharpe Ratio Comparison

The current IWRD.AS Sharpe Ratio is 2.11, which is comparable to the VDIV.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of IWRD.AS and VDIV.DE, 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.ASVDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.73

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

1.45

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.94

-0.44

Drawdowns

IWRD.AS vs. VDIV.DE - Drawdown Comparison

The maximum IWRD.AS drawdown since its inception was -52.51%, which is greater than VDIV.DE's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for IWRD.AS and VDIV.DE.


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Drawdown Indicators


IWRD.ASVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.51%

-36.12%

-16.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-3.68%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.50%

-15.12%

-6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-15.12%

-6.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.71%

Current Drawdown

Current decline from peak

-0.32%

-2.39%

+2.07%

Average Drawdown

Average peak-to-trough decline

-8.84%

-4.22%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.25%

+0.46%

Volatility

IWRD.AS vs. VDIV.DE - Volatility Comparison

The current volatility for iShares MSCI World UCITS ETF (IWRD.AS) is 2.65%, while VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) has a volatility of 2.82%. This indicates that IWRD.AS experiences smaller price fluctuations and is considered to be less risky than VDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWRD.ASVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

2.82%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

6.79%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

10.98%

9.36%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

11.92%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

15.36%

-0.20%

IWRD.AS vs. VDIV.DE - Expense Ratio Comparison

IWRD.AS has a 0.50% expense ratio, which is higher than VDIV.DE's 0.38% expense ratio.


Dividends

IWRD.AS vs. VDIV.DE - Dividend Comparison

IWRD.AS's dividend yield for the trailing twelve months is around 0.85%, less than VDIV.DE's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.19%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%0.00%0.00%0.00%

Frequently Asked Questions


IWRD.AS and VDIV.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDIV.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDIV.DE is cheaper with a 0.38% expense ratio, compared with 0.50% for IWRD.AS.

IWRD.AS tracks MSCI ACWI NR USD, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.50% for IWRD.AS and 0.38% for VDIV.DE.

Portfolio Optimizer

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