SEGM.L vs. IWDA.L
Compare and contrast key facts about iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
SEGM.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. SEGM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Oct 19, 2018. 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 SEGM.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
SEGM.L vs. IWDA.L - Performance Comparison
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SEGM.L vs. IWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SEGM.L iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 4.97% | 23.91% | 9.13% | 4.45% | -10.96% | -0.24% | 15.77% | 3.71% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -0.71% | 12.41% | 21.19% | 18.05% | -8.38% | 23.34% | 12.65% | 0.38% |
Different Trading Currencies
SEGM.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
In the year-to-date period, SEGM.L achieves a 4.97% return, which is significantly higher than IWDA.L's -3.29% return.
SEGM.L
- 1D
- 3.23%
- 1M
- -6.18%
- YTD
- 4.97%
- 6M
- 9.34%
- 1Y
- 28.99%
- 3Y*
- 13.48%
- 5Y*
- 5.06%
- 10Y*
- —
IWDA.L
- 1D
- 0.00%
- 1M
- -5.19%
- YTD
- -3.29%
- 6M
- 0.18%
- 1Y
- 14.46%
- 3Y*
- 13.87%
- 5Y*
- 10.89%
- 10Y*
- 12.67%
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SEGM.L vs. IWDA.L - Expense Ratio Comparison
SEGM.L has a 0.18% expense ratio, which is lower than IWDA.L's 0.20% expense ratio. Despite the difference, 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
SEGM.L vs. IWDA.L — Risk / Return Rank
SEGM.L
IWDA.L
SEGM.L vs. IWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.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.
| SEGM.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 0.98 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.39 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.20 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.21 | +0.37 |
Martin ratioReturn relative to average drawdown | 9.37 | 7.93 | +1.44 |
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
| SEGM.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.98 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.75 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.80 | -0.38 |
Correlation
The correlation between SEGM.L and IWDA.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SEGM.L vs. IWDA.L - Dividend Comparison
Neither SEGM.L nor IWDA.L has paid dividends to shareholders.
Drawdowns
SEGM.L vs. IWDA.L - Drawdown Comparison
The maximum SEGM.L drawdown since its inception was -25.92%, roughly equal to the maximum IWDA.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for SEGM.L and IWDA.L.
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Drawdown Indicators
| SEGM.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.92% | -34.11% | +8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -11.56% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -25.88% | +2.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.11% | — |
Current DrawdownCurrent decline from peak | -8.30% | -5.16% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -4.48% | -5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.11% | +1.05% |
Volatility
SEGM.L vs. IWDA.L - Volatility Comparison
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.L) has a higher volatility of 7.10% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 4.72%. This indicates that SEGM.L's price experiences larger fluctuations and is considered to be riskier 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
| SEGM.L | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 4.72% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 8.65% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.40% | 14.77% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 14.43% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 15.47% | +2.17% |