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WPAD.AS vs. IWRD.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WPAD.AS vs. IWRD.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) and iShares MSCI World UCITS ETF (IWRD.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WPAD.AS is traded in USD, while IWRD.AS is traded in EUR. To make them comparable, the IWRD.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WPAD.AS achieves a 6.29% return, which is significantly lower than IWRD.AS's 9.68% return.


WPAD.AS

1D
-0.58%
1M
4.56%
YTD
6.29%
6M
8.00%
1Y
22.00%
3Y*
18.84%
5Y*
10.99%
10Y*

IWRD.AS

1D
-0.50%
1M
4.75%
YTD
9.68%
6M
10.95%
1Y
26.13%
3Y*
20.52%
5Y*
11.52%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WPAD.AS vs. IWRD.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF
6.29%19.02%18.93%24.83%-22.07%12.00%
IWRD.AS
iShares MSCI World UCITS ETF
9.68%21.18%18.94%23.47%-19.03%10.72%

Correlation

The correlation between WPAD.AS and IWRD.AS is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.73

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

0.58

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2021

0.58

Over the past year, WPAD.AS and IWRD.AS have become more correlated (0.84) than their long-term average of 0.58, meaning their price movements have been converging.

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Return for Risk

WPAD.AS vs. IWRD.AS — Risk / Return Rank

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

WPAD.AS
WPAD.AS Risk / Return Rank: 5555
Overall Rank
WPAD.AS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WPAD.AS Sortino Ratio Rank: 5959
Sortino Ratio Rank
WPAD.AS Omega Ratio Rank: 5555
Omega Ratio Rank
WPAD.AS Calmar Ratio Rank: 4949
Calmar Ratio Rank
WPAD.AS Martin Ratio Rank: 5555
Martin Ratio Rank

IWRD.AS
IWRD.AS Risk / Return Rank: 6767
Overall Rank
IWRD.AS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IWRD.AS Sortino Ratio Rank: 6363
Sortino Ratio Rank
IWRD.AS Omega Ratio Rank: 6565
Omega Ratio Rank
IWRD.AS Calmar Ratio Rank: 6969
Calmar Ratio Rank
IWRD.AS Martin Ratio Rank: 7373
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.

WPAD.AS vs. IWRD.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) and iShares MSCI World UCITS ETF (IWRD.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.


WPAD.ASIWRD.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

2.38

3.01

-0.64

Martin ratioReturn relative to average drawdown

9.47

13.05

-3.57

WPAD.AS vs. IWRD.AS - Sharpe Ratio Comparison

The current WPAD.AS Sharpe Ratio is 1.84, which is comparable to the IWRD.AS Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of WPAD.AS and IWRD.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


WPAD.ASIWRD.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.22

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.73

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.41

+0.44

Drawdowns

WPAD.AS vs. IWRD.AS - Drawdown Comparison

The maximum WPAD.AS drawdown since its inception was -29.34%, smaller than the maximum IWRD.AS drawdown of -56.99%. Use the drawdown chart below to compare losses from any high point for WPAD.AS and IWRD.AS.


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Drawdown Indicators


WPAD.ASIWRD.ASDifference

Max Drawdown

Largest peak-to-trough decline

-29.34%

-56.99%

+27.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-8.56%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.77%

-17.73%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-29.34%

-26.08%

-3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.19%

Current Drawdown

Current decline from peak

-0.58%

-0.50%

-0.08%

Average Drawdown

Average peak-to-trough decline

-6.31%

-9.70%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.99%

+0.43%

Volatility

WPAD.AS vs. IWRD.AS - Volatility Comparison

iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) has a higher volatility of 3.74% compared to iShares MSCI World UCITS ETF (IWRD.AS) at 3.30%. This indicates that WPAD.AS's price experiences larger fluctuations and is considered to be riskier than IWRD.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WPAD.ASIWRD.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.30%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

8.71%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

11.62%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

15.51%

+4.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

15.93%

+4.26%

WPAD.AS vs. IWRD.AS - Expense Ratio Comparison

WPAD.AS has a 0.20% expense ratio, which is lower than IWRD.AS's 0.50% expense ratio.


Dividends

WPAD.AS vs. IWRD.AS - Dividend Comparison

WPAD.AS's dividend yield for the trailing twelve months is around 0.98%, more than IWRD.AS's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
IWRD.AS
iShares MSCI World UCITS ETF
0.85%0.95%1.05%1.32%1.49%1.01%1.21%1.62%1.84%1.67%1.70%1.80%
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF
0.98%1.05%1.10%1.23%1.48%0.28%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WPAD.AS and IWRD.AS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WPAD.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WPAD.AS is cheaper with a 0.20% expense ratio, compared with 0.50% for IWRD.AS.

Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.20% for WPAD.AS and 0.50% for IWRD.AS.

Portfolio Optimizer

Find the right allocation for WPAD.AS and IWRD.AS

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