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MU vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MU vs. IWDA.AS

Last updated Jun 9, 2026

MU (Micron Technology, 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 10 years, MU returned 55.03%/yr vs 13.07%/yr for IWDA.AS. At a 0.36 correlation, their price movements are largely independent.

Performance

MU vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Micron Technology, Inc. (MU) 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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Different Trading Currencies

MU is traded in USD, while IWDA.AS is traded in EUR. To make them comparable, the IWDA.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MU achieves a 232.74% return, which is significantly higher than IWDA.AS's 9.79% return. Over the past 10 years, MU has outperformed IWDA.AS with an annualized return of 55.03%, while IWDA.AS has yielded a comparatively lower 13.07% annualized return.

MU

1D
9.87%
1M
27.11%
YTD
232.74%
6M
284.77%
1Y
776.52%
3Y*
144.94%
5Y*
65.39%
10Y*
55.03%

IWDA.AS

1D
0.07%
1M
2.12%
YTD
9.79%
6M
10.59%
1Y
25.58%
3Y*
20.73%
5Y*
11.83%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MU vs. IWDA.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MU
Micron Technology, Inc.		232.74%240.24%-0.96%71.93%-45.93%24.21%39.79%69.49%-22.84%87.59%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		9.79%21.46%19.36%23.68%-18.74%23.51%15.60%27.07%-8.63%22.70%

Correlation

The correlation between MU and IWDA.AS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.39

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

0.41

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

0.37

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2009

0.36

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Micron Technology, Inc.

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with MU:
MU vs. SNDKMU vs. AMDMU vs. WDCMU vs. 000660.KSMU vs. MRVLMU vs. LRCXMU vs. GOOG
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

MU vs. IWDA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MU
MU Risk / Return Rank: 9999
Overall Rank
MU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MU Sortino Ratio Rank: 9999
Sortino Ratio Rank
MU Omega Ratio Rank: 9898
Omega Ratio Rank
MU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MU Martin Ratio Rank: 100100
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.

MU vs. IWDA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Micron Technology, Inc. (MU) 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.

MUIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility
11.44
2.22

+9.22

Sortino ratioReturn per unit of downside risk
6.27
3.27

+3.00

Omega ratioGain probability vs. loss probability

1.81

1.40

+0.41

Calmar ratioReturn relative to maximum drawdown

25.90

3.05

+22.85

Martin ratioReturn relative to average drawdown

100.37

13.16

+87.21

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

MU vs. IWDA.AS - Sharpe Ratio Comparison

The current MU Sharpe Ratio is 11.44, which is higher than the IWDA.AS Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of MU 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

MUIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.44

2.22

+9.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.75

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

0.81

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.68

-0.37

Drawdowns

MU vs. IWDA.AS - Drawdown Comparison

The maximum MU drawdown since its inception was -98.25%, which is greater than IWDA.AS's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for MU and IWDA.AS.

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Drawdown Indicators

MUIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-98.25%

-34.11%

-64.14%

Max Drawdown (1Y)

Largest decline over 1 year

-30.28%

-8.39%

-21.89%

Max Drawdown (3Y)

Largest decline over 3 years

-57.63%

-17.83%

-39.80%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

-25.94%

-31.69%

Max Drawdown (10Y)

Largest decline over 10 years

-57.63%

-34.11%

-23.52%

Current Drawdown

Current decline from peak

-12.07%

-0.51%

-11.56%

Average Drawdown

Average peak-to-trough decline

-58.19%

-4.64%

-53.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.80%

1.95%

+5.85%

Volatility

MU vs. IWDA.AS - Volatility Comparison

Micron Technology, Inc. (MU) has a higher volatility of 34.16% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.94%. This indicates that MU'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

MUIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.16%

2.94%

+31.22%

Volatility (6M)

Calculated over the trailing 6-month period

56.74%

8.59%

+48.15%

Volatility (1Y)

Calculated over the trailing 1-year period

68.70%

11.51%

+57.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.91%

15.47%

+37.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.99%

15.80%

+34.19%

Dividends

MU vs. IWDA.AS - Dividend Comparison

MU's dividend yield for the trailing twelve months is around 0.05%, while IWDA.AS has not paid dividends to shareholders.

PositionTTM20252024202320222021
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%
MU
Micron Technology, Inc.		0.05%0.16%0.55%0.54%0.89%0.21%

Frequently Asked Questions

MU and IWDA.AS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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