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

UNA.AS vs. IWDA.AS

Last updated Jun 4, 2026

UNA.AS (Unilever PLC) is a stock, while IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI ACWI NR USD. Over the past 5 years, UNA.AS returned 2.76%/yr vs 12.89%/yr for IWDA.AS. At a 0.16 correlation, their price movements are largely independent.

Performance

UNA.AS vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Unilever PLC (UNA.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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Returns By Period

In the year-to-date period, UNA.AS achieves a -12.88% return, which is significantly lower than IWDA.AS's 11.10% return.

UNA.AS

1D
0.35%
1M
-3.39%
YTD
-12.88%
6M
-6.35%
1Y
-11.69%
3Y*
3.63%
5Y*
2.76%
10Y*
—

IWDA.AS

1D
-0.31%
1M
5.58%
YTD
11.10%
6M
11.60%
1Y
23.84%
3Y*
17.67%
5Y*
12.89%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
UNA.AS
Unilever PLC		-12.88%3.73%29.86%-2.64%3.83%-1.17%3.26%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		11.10%7.08%27.23%19.89%-13.54%32.54%0.74%

Correlation

The correlation between UNA.AS and IWDA.AS is 0.00, 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

0.00

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

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2020

0.16

The correlation between UNA.AS and IWDA.AS shifts across timeframes, from 0.00 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Unilever PLC

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with UNA.AS:
UNA.AS vs. FLSWUNA.AS vs. HEIA.ASUNA.AS vs. ASRNL.ASUNA.AS vs. PGUNA.AS vs. DISUNA.AS vs. LOWUNA.AS vs. CL
Often compared with IWDA.AS:
IWDA.AS vs. CSPX.LIWDA.AS vs. VTIWDA.AS vs. IWQU.LIWDA.AS vs. SWRD.ASIWDA.AS vs. IWVL.LIWDA.AS vs. WEBN.DEIWDA.AS vs. SPYI.DE

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UNA.AS
UNA.AS Risk / Return Rank: 1616
Overall Rank
UNA.AS Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UNA.AS Sortino Ratio Rank: 1414
Sortino Ratio Rank
UNA.AS Omega Ratio Rank: 1414
Omega Ratio Rank
UNA.AS Calmar Ratio Rank: 2323
Calmar Ratio Rank
UNA.AS Martin Ratio Rank: 1616
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.

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

This table presents a comparison of risk-adjusted performance metrics for Unilever PLC (UNA.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.

UNA.ASIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility
-0.65
2.16

-2.80

Sortino ratioReturn per unit of downside risk
-0.79
3.03

-3.82

Omega ratioGain probability vs. loss probability

0.90

1.41

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.50

3.65

-4.15

Martin ratioReturn relative to average drawdown

-1.14

14.56

-15.69

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current UNA.AS Sharpe Ratio is -0.65, which is lower than the IWDA.AS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of UNA.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

UNA.ASIWDA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

2.16

-2.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.90

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.85

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.82

-0.63

Drawdowns

UNA.AS vs. IWDA.AS - Drawdown Comparison

The maximum UNA.AS drawdown since its inception was -23.14%, smaller than the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for UNA.AS and IWDA.AS.

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Drawdown Indicators

UNA.ASIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-23.14%

-33.63%

+10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-23.14%

-6.45%

-16.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

-21.59%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-21.59%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.63%

—

Current Drawdown

Current decline from peak

-22.88%

-0.31%

-22.57%

Average Drawdown

Average peak-to-trough decline

-6.45%

-4.25%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.23%

1.63%

+8.60%

Volatility

UNA.AS vs. IWDA.AS - Volatility Comparison

Unilever PLC (UNA.AS) has a higher volatility of 5.30% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.79%. This indicates that UNA.AS's price experiences larger fluctuations and is considered to be riskier 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

UNA.ASIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

2.79%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

7.61%

+7.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

10.96%

+6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

14.08%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

15.00%

+2.81%

Dividends

UNA.AS vs. IWDA.AS - Dividend Comparison

UNA.AS's dividend yield for the trailing twelve months is around 4.09%, while IWDA.AS has not paid dividends to shareholders.

PositionTTM20252024202320222021
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%
UNA.AS
Unilever PLC		4.09%3.66%3.50%4.31%4.03%4.02%

Frequently Asked Questions

UNA.AS and IWDA.AS have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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