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

PFE vs. IWDA.AS

Last updated Jun 9, 2026

PFE (Pfizer 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, PFE returned 1.79%/yr vs 13.07%/yr for IWDA.AS. At a 0.29 correlation, their price movements are largely independent.

Performance

PFE vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pfizer Inc. (PFE) 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

PFE 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, PFE achieves a 6.34% return, which is significantly lower than IWDA.AS's 9.79% return. Over the past 10 years, PFE has underperformed IWDA.AS with an annualized return of 1.79%, while IWDA.AS has yielded a comparatively higher 13.07% annualized return.

PFE

1D
-1.61%
1M
-0.23%
YTD
6.34%
6M
2.75%
1Y
17.39%
3Y*
-7.47%
5Y*
-3.62%
10Y*
1.79%

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)

PFE vs. IWDA.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PFE
Pfizer Inc.		6.34%0.65%-2.22%-41.26%-10.41%66.70%3.07%-6.91%24.82%15.90%
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 PFE and IWDA.AS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.21

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

0.14

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

0.19

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

0.25

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

0.29

The correlation between PFE and IWDA.AS shifts across timeframes, from 0.14 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Pfizer Inc.

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with PFE:
PFE vs. MRKPFE vs. JNJPFE vs. UNHPFE vs. ABBVPFE vs. MRNAPFE vs. SCHDPFE vs. SPY
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

PFE vs. IWDA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PFE
PFE Risk / Return Rank: 6565
Overall Rank
PFE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PFE Sortino Ratio Rank: 6161
Sortino Ratio Rank
PFE Omega Ratio Rank: 5858
Omega Ratio Rank
PFE Calmar Ratio Rank: 7070
Calmar Ratio Rank
PFE Martin Ratio Rank: 6868
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.

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

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) 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.

PFEIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility
0.73
2.22

-1.49

Sortino ratioReturn per unit of downside risk
1.25
3.27

-2.03

Omega ratioGain probability vs. loss probability

1.15

1.40

-0.25

Calmar ratioReturn relative to maximum drawdown

1.52

3.05

-1.52

Martin ratioReturn relative to average drawdown

3.11

13.16

-10.05

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

PFE vs. IWDA.AS - Sharpe Ratio Comparison

The current PFE Sharpe Ratio is 0.73, which is lower than the IWDA.AS Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of PFE 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

PFEIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.22

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.75

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.81

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.68

-0.34

Drawdowns

PFE vs. IWDA.AS - Drawdown Comparison

The maximum PFE drawdown since its inception was -69.24%, 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 PFE and IWDA.AS.

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Drawdown Indicators

PFEIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-69.24%

-34.11%

-35.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-8.39%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-40.75%

-17.83%

-22.92%

Max Drawdown (5Y)

Largest decline over 5 years

-58.96%

-25.94%

-33.02%

Max Drawdown (10Y)

Largest decline over 10 years

-58.96%

-34.11%

-24.85%

Current Drawdown

Current decline from peak

-46.90%

-0.51%

-46.39%

Average Drawdown

Average peak-to-trough decline

-22.89%

-4.64%

-18.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

1.95%

+3.66%

Volatility

PFE vs. IWDA.AS - Volatility Comparison

Pfizer Inc. (PFE) has a higher volatility of 4.78% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.94%. This indicates that PFE'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

PFEIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

2.94%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.74%

8.59%

+6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

23.98%

11.51%

+12.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.52%

15.47%

+10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

15.80%

+8.09%

Dividends

PFE vs. IWDA.AS - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 6.71%, while IWDA.AS has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFE
Pfizer Inc.		6.71%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%

Frequently Asked Questions

PFE and IWDA.AS have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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