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

IWRD.AS vs. VWCG.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World UCITS ETF (IWRD.AS) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE).

IWRD.AS and VWCG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWRD.AS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 28, 2005. VWCG.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe. It was launched on Jul 23, 2019. Both IWRD.AS and VWCG.DE 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

IWRD.AS vs. VWCG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World UCITS ETF (IWRD.AS) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022202120202019
IWRD.AS
iShares MSCI World UCITS ETF		-1.26%6.83%26.78%19.68%-13.85%32.06%5.87%9.22%
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating		1.43%20.45%8.94%16.07%-9.71%24.74%-2.59%11.39%

Returns By Period

In the year-to-date period, IWRD.AS achieves a -1.26% return, which is significantly lower than VWCG.DE's 1.43% return.

IWRD.AS

1D
2.11%
1M
-3.19%
YTD
-1.26%
6M
1.92%
1Y
11.59%
3Y*
14.71%
5Y*
10.51%
10Y*
11.61%

VWCG.DE

1D
2.47%
1M
-3.85%
YTD
1.43%
6M
6.77%
1Y
13.97%
3Y*
12.62%
5Y*
9.91%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares MSCI World UCITS ETF

Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating

Often compared with IWRD.AS:
IWRD.AS vs. VWRL.ASIWRD.AS vs. VWCE.DEIWRD.AS vs. VUSA.ASIWRD.AS vs. ICHN.ASIWRD.AS vs. 2B7K.DEIWRD.AS vs. CSPX.LIWRD.AS vs. IJPN.L
Often compared with VWCG.DE:
VWCG.DE vs. VWCE.DEVWCG.DE vs. VUAA.DEVWCG.DE vs. VEAVWCG.DE vs. VNQVWCG.DE vs. USPY.DEVWCG.DE vs. VFEA.DEVWCG.DE vs. D5BK.DE

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

IWRD.AS has a 0.50% expense ratio, which is higher than VWCG.DE's 0.10% expense ratio.

IWRD.AS
iShares MSCI World UCITS ETF
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating

Return for Risk

IWRD.AS vs. VWCG.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: 5858
Overall Rank
IWRD.AS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IWRD.AS Sortino Ratio Rank: 3434
Sortino Ratio Rank
IWRD.AS Omega Ratio Rank: 3838
Omega Ratio Rank
IWRD.AS Calmar Ratio Rank: 9292
Calmar Ratio Rank
IWRD.AS Martin Ratio Rank: 9292
Martin Ratio Rank
VWCG.DE
VWCG.DE Risk / Return Rank: 4949
Overall Rank
VWCG.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VWCG.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
VWCG.DE Omega Ratio Rank: 4949
Omega Ratio Rank
VWCG.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
VWCG.DE Martin Ratio Rank: 5353
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. VWCG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS ETF (IWRD.AS) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.ASVWCG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.92

-0.20

Sortino ratio

Return per unit of downside risk

1.05

1.25

-0.20

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

3.50

1.41

+2.09

Martin ratio

Return relative to average drawdown

13.48

5.41

+8.07

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

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

The current IWRD.AS Sharpe Ratio is 0.72, which is comparable to the VWCG.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IWRD.AS and VWCG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IWRD.ASVWCG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.92

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.69

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.60

-0.14

Correlation

The correlation between IWRD.AS and VWCG.DE is 0.78, 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

IWRD.AS vs. VWCG.DE - Dividend Comparison

IWRD.AS's dividend yield for the trailing twelve months is around 0.96%, while VWCG.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
IWRD.AS
iShares MSCI World UCITS ETF		0.96%0.95%1.05%1.32%1.49%1.01%1.21%1.62%1.84%1.67%1.70%1.80%
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IWRD.AS vs. VWCG.DE - Drawdown Comparison

The maximum IWRD.AS drawdown since its inception was -52.51%, which is greater than VWCG.DE's maximum drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for IWRD.AS and VWCG.DE.

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Drawdown Indicators

IWRD.ASVWCG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.51%

-35.68%

-16.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-12.45%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-20.10%

-1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-33.71%

—

—

Current Drawdown

Current decline from peak

-4.24%

-5.40%

+1.16%

Average Drawdown

Average peak-to-trough decline

-8.91%

-5.17%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.68%

-0.94%

Volatility

IWRD.AS vs. VWCG.DE - Volatility Comparison

The current volatility for iShares MSCI World UCITS ETF (IWRD.AS) is 4.35%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a volatility of 5.88%. This indicates that IWRD.AS experiences smaller price fluctuations and is considered to be less risky than VWCG.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.ASVWCG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

5.88%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

9.19%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

15.94%

15.14%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

14.12%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.20%

17.09%

-1.89%