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TI5A.AS vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TI5A.AS vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD TIPS 0-5 UCITS ETF USD Accumulating (TI5A.AS) 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

TI5A.AS 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, TI5A.AS achieves a 2.16% return, which is significantly lower than IWDA.AS's 9.77% return.


TI5A.AS

1D
-0.02%
1M
0.00%
YTD
2.16%
6M
2.04%
1Y
4.59%
3Y*
5.17%
5Y*
10Y*

IWDA.AS

1D
-0.56%
1M
4.80%
YTD
9.77%
6M
10.97%
1Y
26.41%
3Y*
20.87%
5Y*
11.83%
10Y*
13.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TI5A.AS vs. IWDA.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022
TI5A.AS
iShares USD TIPS 0-5 UCITS ETF USD Accumulating
2.16%5.92%4.73%4.70%-1.86%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
9.77%21.46%19.36%23.68%0.88%

Correlation

The correlation between TI5A.AS and IWDA.AS is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2022

0.04

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Return for Risk

TI5A.AS vs. IWDA.AS — Risk / Return Rank

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

TI5A.AS
TI5A.AS Risk / Return Rank: 7474
Overall Rank
TI5A.AS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TI5A.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
TI5A.AS Omega Ratio Rank: 7070
Omega Ratio Rank
TI5A.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
TI5A.AS Martin Ratio Rank: 8989
Martin Ratio Rank

IWDA.AS
IWDA.AS Risk / Return Rank: 6868
Overall Rank
IWDA.AS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 7575
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.

TI5A.AS vs. IWDA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS 0-5 UCITS ETF USD Accumulating (TI5A.AS) 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.


TI5A.ASIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.41

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

4.98

3.11

+1.87

Martin ratioReturn relative to average drawdown

19.64

13.42

+6.23

TI5A.AS vs. IWDA.AS - Sharpe Ratio Comparison

The current TI5A.AS Sharpe Ratio is 1.97, which is comparable to the IWDA.AS Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of TI5A.AS 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


TI5A.ASIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.27

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

0.68

+0.83

Drawdowns

TI5A.AS vs. IWDA.AS - Drawdown Comparison

The maximum TI5A.AS drawdown since its inception was -3.98%, smaller than the maximum IWDA.AS drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for TI5A.AS and IWDA.AS.


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Drawdown Indicators


TI5A.ASIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-3.98%

-34.11%

+30.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

-8.39%

+7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-1.28%

-17.83%

+16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

Current Drawdown

Current decline from peak

-0.06%

-0.56%

+0.50%

Average Drawdown

Average peak-to-trough decline

-0.51%

-4.64%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

1.95%

-1.72%

Volatility

TI5A.AS vs. IWDA.AS - Volatility Comparison

The current volatility for iShares USD TIPS 0-5 UCITS ETF USD Accumulating (TI5A.AS) is 0.52%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a volatility of 3.28%. This indicates that TI5A.AS experiences smaller price fluctuations and is considered to be less risky 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


TI5A.ASIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

3.28%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

1.74%

8.59%

-6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

2.30%

11.52%

-9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.05%

15.47%

-12.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.05%

15.80%

-12.75%

TI5A.AS vs. IWDA.AS - Expense Ratio Comparison

TI5A.AS has a 0.10% expense ratio, which is lower than IWDA.AS'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%.


Dividends

TI5A.AS vs. IWDA.AS - Dividend Comparison

Neither TI5A.AS nor IWDA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TI5A.AS and IWDA.AS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TI5A.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TI5A.AS is cheaper with a 0.10% expense ratio, compared with 0.20% for IWDA.AS.

TI5A.AS is categorized as Inflation-Protected Bonds, while IWDA.AS is Global Equities. TI5A.AS tracks ICE US Treasury Inflation-Linked Bond 0-5 Years, while IWDA.AS tracks MSCI ACWI NR USD. Their fees differ too: 0.10% for TI5A.AS and 0.20% for IWDA.AS.

Portfolio Optimizer

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