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UHGWW vs. IWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UHGWW and IWDA.L is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

UHGWW vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United Homes Group Inc. (UHGWW) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
2.65%
48.51%
UHGWW
IWDA.L

Key characteristics

Sharpe Ratio

UHGWW:

-0.13

IWDA.L:

1.68

Sortino Ratio

UHGWW:

0.96

IWDA.L:

2.31

Omega Ratio

UHGWW:

1.11

IWDA.L:

1.30

Calmar Ratio

UHGWW:

-0.35

IWDA.L:

2.63

Martin Ratio

UHGWW:

-0.60

IWDA.L:

9.99

Ulcer Index

UHGWW:

32.32%

IWDA.L:

1.99%

Daily Std Dev

UHGWW:

154.13%

IWDA.L:

11.82%

Max Drawdown

UHGWW:

-96.64%

IWDA.L:

-34.11%

Current Drawdown

UHGWW:

-40.09%

IWDA.L:

0.00%

Returns By Period

In the year-to-date period, UHGWW achieves a -14.46% return, which is significantly lower than IWDA.L's 4.60% return.


UHGWW

YTD

-14.46%

1M

5.39%

6M

-8.55%

1Y

-32.46%

5Y*

N/A

10Y*

N/A

IWDA.L

YTD

4.60%

1M

3.08%

6M

9.62%

1Y

19.87%

5Y*

11.82%

10Y*

10.23%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

UHGWW vs. IWDA.L — Risk-Adjusted Performance Rank

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

UHGWW
The Risk-Adjusted Performance Rank of UHGWW is 4141
Overall Rank
The Sharpe Ratio Rank of UHGWW is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of UHGWW is 5656
Sortino Ratio Rank
The Omega Ratio Rank of UHGWW is 5353
Omega Ratio Rank
The Calmar Ratio Rank of UHGWW is 2424
Calmar Ratio Rank
The Martin Ratio Rank of UHGWW is 3333
Martin Ratio Rank

IWDA.L
The Risk-Adjusted Performance Rank of IWDA.L is 7070
Overall Rank
The Sharpe Ratio Rank of IWDA.L is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of IWDA.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of IWDA.L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IWDA.L is 7474
Calmar Ratio Rank
The Martin Ratio Rank of IWDA.L is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UHGWW vs. IWDA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Homes Group Inc. (UHGWW) 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.


Sharpe ratio
The chart of Sharpe ratio for UHGWW, currently valued at -0.21, compared to the broader market-2.000.002.004.00-0.211.62
The chart of Sortino ratio for UHGWW, currently valued at 0.75, compared to the broader market-6.00-4.00-2.000.002.004.006.000.752.23
The chart of Omega ratio for UHGWW, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.30
The chart of Calmar ratio for UHGWW, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.552.52
The chart of Martin ratio for UHGWW, currently valued at -0.93, compared to the broader market-10.000.0010.0020.0030.00-0.939.50
UHGWW
IWDA.L

The current UHGWW Sharpe Ratio is -0.13, which is lower than the IWDA.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of UHGWW and IWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.21
1.62
UHGWW
IWDA.L

Dividends

UHGWW vs. IWDA.L - Dividend Comparison

Neither UHGWW nor IWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UHGWW vs. IWDA.L - Drawdown Comparison

The maximum UHGWW drawdown since its inception was -96.64%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for UHGWW and IWDA.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-40.09%
0
UHGWW
IWDA.L

Volatility

UHGWW vs. IWDA.L - Volatility Comparison

United Homes Group Inc. (UHGWW) has a higher volatility of 34.45% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.52%. This indicates that UHGWW'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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
34.45%
3.52%
UHGWW
IWDA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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