URTH vs. IWDA.L
Compare and contrast key facts about iShares MSCI World ETF (URTH) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
URTH and IWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both URTH and IWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: URTH or IWDA.L.
Key characteristics
| URTH | IWDA.L | |
|---|---|---|
| YTD Return | 20.05% | 19.54% |
| 1Y Return | 35.32% | 34.01% |
| 3Y Return (Ann) | 8.03% | 7.94% |
| 5Y Return (Ann) | 13.23% | 13.08% |
| 10Y Return (Ann) | 10.64% | 10.57% |
| Sharpe Ratio | 2.84 | 3.17 |
| Sortino Ratio | 3.85 | 4.48 |
| Omega Ratio | 1.52 | 1.59 |
| Calmar Ratio | 2.57 | 2.83 |
| Martin Ratio | 18.58 | 21.04 |
| Ulcer Index | 1.84% | 1.73% |
| Daily Std Dev | 12.02% | 11.58% |
| Max Drawdown | -34.01% | -34.11% |
| Current Drawdown | -0.09% | -0.00% |
Correlation
The correlation between URTH and IWDA.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
URTH vs. IWDA.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with URTH having a 20.05% return and IWDA.L slightly lower at 19.54%. Both investments have delivered pretty close results over the past 10 years, with URTH having a 10.64% annualized return and IWDA.L not far behind at 10.57%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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URTH vs. IWDA.L - Expense Ratio Comparison
URTH has a 0.24% expense ratio, which is higher than IWDA.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
URTH vs. IWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) 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.
Dividends
URTH vs. IWDA.L - Dividend Comparison
URTH's dividend yield for the trailing twelve months is around 1.44%, while IWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.44% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
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% | 0.00% | 0.00% | 0.00% |
Drawdowns
URTH vs. IWDA.L - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for URTH and IWDA.L. For additional features, visit the drawdowns tool.
Volatility
URTH vs. IWDA.L - Volatility Comparison
iShares MSCI World ETF (URTH) has a higher volatility of 2.58% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 1.91%. This indicates that URTH'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.