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M4I.DE vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

M4I.DE vs. IWDA.AS

Last updated Jun 5, 2026

M4I.DE (Mastercard Inc) is a stock, while IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index. Over the past 5 years, M4I.DE returned 7.39%/yr vs 12.88%/yr for IWDA.AS. A 0.60 correlation means they provide meaningful diversification when combined.

Performance

M4I.DE vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Mastercard Inc (M4I.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, M4I.DE achieves a -14.82% return, which is significantly lower than IWDA.AS's 11.06% return.

M4I.DE

1D
3.97%
1M
-0.79%
YTD
-14.82%
6M
-11.34%
1Y
-18.27%
3Y*
6.91%
5Y*
7.39%
10Y*
—

IWDA.AS

1D
-0.03%
1M
3.59%
YTD
11.06%
6M
10.90%
1Y
23.69%
3Y*
17.53%
5Y*
12.88%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

M4I.DE vs. IWDA.AS - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
M4I.DE
Mastercard Inc		-14.82%-2.53%31.81%20.01%1.73%13.01%5.55%4.31%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		11.06%7.08%27.23%19.89%-13.54%32.54%6.20%1.81%

Correlation

The correlation between M4I.DE and IWDA.AS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.43

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

0.55

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2019

0.60

Over the past year, the correlation between M4I.DE and IWDA.AS has dropped to 0.27 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Mastercard Inc

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with M4I.DE:
M4I.DE vs. GBF.DEM4I.DE vs. VM4I.DE vs. AXA.DEM4I.DE vs. AMZ.DEM4I.DE vs. FOO.DEM4I.DE vs. MSF.DEM4I.DE vs. RWE.DE
Often compared with IWDA.AS:
IWDA.AS vs. CSPX.LIWDA.AS vs. VTIWDA.AS vs. IWQU.LIWDA.AS vs. SWRD.ASIWDA.AS vs. IWVL.LIWDA.AS vs. WEBN.DEIWDA.AS vs. SPYI.DE

Return for Risk

M4I.DE vs. IWDA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
M4I.DE
M4I.DE Risk / Return Rank: 99
Overall Rank
M4I.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
M4I.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
M4I.DE Omega Ratio Rank: 1212
Omega Ratio Rank
M4I.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
M4I.DE Martin Ratio Rank: 33
Martin Ratio Rank
IWDA.AS
IWDA.AS Risk / Return Rank: 7171
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6969
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7777
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.

M4I.DE vs. IWDA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastercard Inc (M4I.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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.

M4I.DEIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility
-0.83
2.15

-2.98

Sortino ratioReturn per unit of downside risk
-1.03
3.03

-4.06

Omega ratioGain probability vs. loss probability

0.88

1.41

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.82

3.64

-4.46

Martin ratioReturn relative to average drawdown

-1.69

14.53

-16.22

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

M4I.DE vs. IWDA.AS - Sharpe Ratio Comparison

The current M4I.DE Sharpe Ratio is -0.83, which is lower than the IWDA.AS Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of M4I.DE and IWDA.AS, 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

M4I.DEIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

2.15

-2.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.90

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.84

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.82

-0.53

Drawdowns

M4I.DE vs. IWDA.AS - Drawdown Comparison

The maximum M4I.DE drawdown since its inception was -39.36%, which is greater than IWDA.AS's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for M4I.DE and IWDA.AS.

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Drawdown Indicators

M4I.DEIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-39.36%

-33.63%

-5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-21.97%

-6.45%

-15.52%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-21.59%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-21.59%

-5.15%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.63%

—

Current Drawdown

Current decline from peak

-23.84%

-0.34%

-23.50%

Average Drawdown

Average peak-to-trough decline

-8.47%

-4.25%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.69%

1.63%

+9.06%

Volatility

M4I.DE vs. IWDA.AS - Volatility Comparison

Mastercard Inc (M4I.DE) has a higher volatility of 8.51% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.62%. This indicates that M4I.DE's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

M4I.DEIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

2.62%

+5.89%

Volatility (6M)

Calculated over the trailing 6-month period

16.76%

7.61%

+9.15%

Volatility (1Y)

Calculated over the trailing 1-year period

21.83%

10.90%

+10.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

14.08%

+9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.95%

14.99%

+11.96%

Dividends

M4I.DE vs. IWDA.AS - Dividend Comparison

M4I.DE's dividend yield for the trailing twelve months is around 0.58%, while IWDA.AS has not paid dividends to shareholders.

PositionTTM202520242023202220212020
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
M4I.DE
Mastercard Inc		0.58%0.48%0.41%0.47%0.50%0.40%0.43%

Frequently Asked Questions

M4I.DE and IWDA.AS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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