PortfoliosLab logoPortfoliosLab logo
SPPB.L vs. IWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPPB.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Spain Govt Bond UCITS ETF GBP Hedged (Dist) (SPPB.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SPPB.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, SPPB.L achieves a 0.85% return, which is significantly lower than IWDA.L's 9.72% return.


SPPB.L

1D
-0.37%
1M
-0.63%
6M
0.48%
YTD
0.85%
1Y
3.26%
3Y*
4.93%
5Y*
10Y*

IWDA.L

1D
-0.85%
1M
-0.67%
6M
8.35%
YTD
9.72%
1Y
20.72%
3Y*
17.57%
5Y*
11.99%
10Y*
12.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPPB.L vs. IWDA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPPB.L
iShares Spain Govt Bond UCITS ETF GBP Hedged (Dist)
0.85%3.56%4.29%8.02%-0.67%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
9.72%12.41%21.19%18.05%-1.39%

Correlation

The correlation between SPPB.L and IWDA.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2022

0.09

Over the past year, SPPB.L and IWDA.L have become more correlated (0.34) than their long-term average of 0.09, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPPB.L vs. IWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPPB.L
SPPB.L Risk / Return Rank: 2626
Overall Rank
SPPB.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SPPB.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
SPPB.L Omega Ratio Rank: 2626
Omega Ratio Rank
SPPB.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPPB.L Martin Ratio Rank: 2828
Martin Ratio Rank

IWDA.L
IWDA.L Risk / Return Rank: 7171
Overall Rank
IWDA.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7474
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.

SPPB.L vs. IWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Spain Govt Bond UCITS ETF GBP Hedged (Dist) (SPPB.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPPB.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.15

1.32

-0.16

Calmar ratioReturn relative to maximum drawdown

1.05

3.24

-2.19

Martin ratioReturn relative to average drawdown

3.13

11.85

-8.72

SPPB.L vs. IWDA.L - Sharpe Ratio Comparison

The current SPPB.L Sharpe Ratio is 0.79, which is lower than the IWDA.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SPPB.L and IWDA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SPPB.L vs. IWDA.L - Drawdown Comparison

The maximum SPPB.L drawdown since its inception was -6.07%, smaller than the maximum IWDA.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for SPPB.L and IWDA.L.


Loading charts...

Drawdown Indicators


SPPB.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.07%

-26.18%

+20.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-6.37%

+3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-3.64%

-18.91%

+15.27%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

Max Drawdown (10Y)

Largest decline over 10 years

-26.18%

Current Drawdown

Current decline from peak

-1.36%

-1.46%

+0.10%

Average Drawdown

Average peak-to-trough decline

-1.61%

-3.50%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

1.74%

-0.64%

Volatility

SPPB.L vs. IWDA.L - Volatility Comparison

The current volatility for iShares Spain Govt Bond UCITS ETF GBP Hedged (Dist) (SPPB.L) is 1.31%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 2.90%. This indicates that SPPB.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.


Loading charts...

Volatility by Period


SPPB.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

2.90%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

9.48%

-5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

11.98%

-7.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

14.57%

-8.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

15.42%

-9.68%

Dividends

SPPB.L vs. IWDA.L - Dividend Comparison

SPPB.L's dividend yield for the trailing twelve months is around 2.48%, while IWDA.L has not paid dividends to shareholders.


PositionTTM202520242023
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%
SPPB.L
iShares Spain Govt Bond UCITS ETF GBP Hedged (Dist)
2.48%2.37%1.89%1.29%

Frequently Asked Questions


SPPB.L and IWDA.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPPB.L is categorized as Government Bonds, while IWDA.L is Global Equities. SPPB.L tracks iShares Spain Govt Bond UCITS ETF GBP Hedged (Dist), while IWDA.L tracks MSCI World Index (Net).

Portfolio Optimizer

Find the right allocation for SPPB.L and IWDA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer