TI5G.L vs. IWDA.L
TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - TI5G.L is a Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5, while IWDA.L is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 5 years, TI5G.L returned 2.89%/yr vs 13.06%/yr for IWDA.L. At a 0.03 correlation, their price movements are largely independent. TI5G.L charges 0.12%/yr vs 0.20%/yr for IWDA.L.
Performance
TI5G.L vs. IWDA.L - Performance Comparison
Loading charts...
Different Trading Currencies
TI5G.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, TI5G.L achieves a 2.07% return, which is significantly lower than IWDA.L's 10.28% return.
TI5G.L
- 1D
- 0.04%
- 1M
- 0.09%
- YTD
- 2.07%
- 6M
- 1.98%
- 1Y
- 4.39%
- 3Y*
- 4.91%
- 5Y*
- 2.89%
- 10Y*
- —
IWDA.L
- 1D
- 0.10%
- 1M
- 5.02%
- YTD
- 10.28%
- 6M
- 10.21%
- 1Y
- 27.20%
- 3Y*
- 17.74%
- 5Y*
- 13.06%
- 10Y*
- 13.91%
TI5G.L vs. IWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 2.07% | 5.70% | 4.60% | 3.62% | -3.69% | 5.28% | 4.05% | 3.05% | -0.77% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 10.28% | 12.41% | 21.19% | 18.05% | -8.38% | 23.34% | 12.65% | 22.29% | -2.13% |
Correlation
The correlation between TI5G.L and IWDA.L is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.03 |
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
TI5G.L vs. IWDA.L — Risk / Return Rank
TI5G.L
IWDA.L
TI5G.L vs. IWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.
| TI5G.L | IWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.44 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 4.25 | +1.01 |
| Martin ratioReturn relative to average drawdown | 17.49 | 16.00 | +1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TI5G.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 2.33 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.90 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.86 | +0.03 |
Drawdowns
TI5G.L vs. IWDA.L - Drawdown Comparison
The maximum TI5G.L drawdown since its inception was -5.63%, smaller than the maximum IWDA.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for TI5G.L and IWDA.L.
Loading charts...
Drawdown Indicators
| TI5G.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -26.18% | +20.55% |
Max Drawdown (1Y)Largest decline over 1 year | -0.83% | -6.37% | +5.54% |
Max Drawdown (3Y)Largest decline over 3 years | -1.55% | -18.91% | +17.36% |
Max Drawdown (5Y)Largest decline over 5 years | -5.63% | -18.91% | +13.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.18% | — |
Current DrawdownCurrent decline from peak | -0.08% | -0.07% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -1.02% | -3.39% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 1.70% | -1.45% |
Volatility
TI5G.L vs. IWDA.L - Volatility Comparison
The current volatility for iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) is 0.58%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 3.39%. This indicates that TI5G.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
| TI5G.L | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 3.39% | -2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 8.83% | -7.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.60% | 11.60% | -9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.08% | 14.49% | -11.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.23% | 15.51% | -12.28% |
TI5G.L vs. IWDA.L - Expense Ratio Comparison
TI5G.L has a 0.12% 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%.
Dividends
TI5G.L vs. IWDA.L - Dividend Comparison
TI5G.L's dividend yield for the trailing twelve months is around 5.85%, while IWDA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IWDA.L 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% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.98% | 6.83% | 5.19% | 0.32% | 0.34% | 3.06% | 3.28% | 2.36% |
Frequently Asked Questions
TI5G.L and IWDA.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TI5G.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TI5G.L is cheaper with a 0.12% expense ratio, compared with 0.20% for IWDA.L.
TI5G.L is categorized as Inflation-Protected Bonds, while IWDA.L is Global Equities. TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.12% for TI5G.L and 0.20% for IWDA.L.
Find the right allocation for TI5G.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