MAMG.L vs. IWDA.L
Compare and contrast key facts about BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) (MAMG.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
MAMG.L and IWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MAMG.L is a passively managed fund by iShares that tracks the performance of the Morningstar UK Mod Tgt Alloc NR GBP. It was launched on Sep 14, 2020. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both MAMG.L and IWDA.L 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
MAMG.L vs. IWDA.L - Performance Comparison
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MAMG.L vs. IWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MAMG.L BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) | -0.74% | 8.95% | 11.42% | 9.97% | -14.53% | 12.19% | 4.77% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -0.94% | 12.41% | 21.19% | 18.05% | -8.38% | 23.34% | 5.60% |
Different Trading Currencies
MAMG.L is traded in GBP, while IWDA.L is traded in USD. To make them comparable, the IWDA.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with MAMG.L having a -0.74% return and IWDA.L slightly higher at -0.71%.
MAMG.L
- 1D
- -0.24%
- 1M
- -1.64%
- YTD
- -0.74%
- 6M
- 1.67%
- 1Y
- 9.97%
- 3Y*
- 8.64%
- 5Y*
- 4.45%
- 10Y*
- —
IWDA.L
- 1D
- 0.00%
- 1M
- -1.06%
- YTD
- -0.71%
- 6M
- 2.43%
- 1Y
- 17.70%
- 3Y*
- 14.96%
- 5Y*
- 11.48%
- 10Y*
- 12.96%
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MAMG.L vs. IWDA.L - Expense Ratio Comparison
MAMG.L has a 0.25% expense ratio, which is higher than IWDA.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MAMG.L vs. IWDA.L — Risk / Return Rank
MAMG.L
IWDA.L
MAMG.L vs. IWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) (MAMG.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). 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.
| MAMG.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.18 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.66 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.54 | -1.18 |
Martin ratioReturn relative to average drawdown | 11.02 | 13.27 | -2.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MAMG.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.18 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.79 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.82 | -0.15 |
Correlation
The correlation between MAMG.L and IWDA.L is 0.73, 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
MAMG.L vs. IWDA.L - Dividend Comparison
Neither MAMG.L nor IWDA.L has paid dividends to shareholders.
Drawdowns
MAMG.L vs. IWDA.L - Drawdown Comparison
The maximum MAMG.L drawdown since its inception was -17.55%, smaller than the maximum IWDA.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for MAMG.L and IWDA.L.
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Drawdown Indicators
| MAMG.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.55% | -34.11% | +16.56% |
Max Drawdown (1Y)Largest decline over 1 year | -5.15% | -8.67% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | -25.88% | +8.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.11% | — |
Current DrawdownCurrent decline from peak | -3.28% | -5.59% | +2.31% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -4.48% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 1.93% | -0.83% |
Volatility
MAMG.L vs. IWDA.L - Volatility Comparison
The current volatility for BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) (MAMG.L) is 3.00%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 5.27%. This indicates that MAMG.L experiences smaller price fluctuations and is considered to be less risky than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAMG.L | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 5.27% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 4.86% | 9.03% | -4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.17% | 14.95% | -6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.91% | 14.47% | -6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.98% | 15.49% | -7.51% |