WRLD.DE vs. IUSD.DE

Last updated Jun 5, 2026

WRLD.DE (Rize Environmental Impact 100 UCITS ETF) and IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) are both Global Equities funds - WRLD.DE tracks the Foxberry SMS Environmental Impact 100 while IUSD.DE tracks the MSCI World Islamic Index. Both are passively managed. Over the past 3 years, WRLD.DE returned 10.05%/yr vs 15.20%/yr for IUSD.DE. A 0.50 correlation means they provide meaningful diversification when combined. WRLD.DE charges 0.55%/yr vs 0.60%/yr for IUSD.DE.

Performance

WRLD.DE vs. IUSD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rize Environmental Impact 100 UCITS ETF (WRLD.DE) and iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WRLD.DE achieves a 18.45% return, which is significantly lower than IUSD.DE's 20.34% return.

WRLD.DE

• 1D: -0.10%
• 1M: 1.13%
• YTD: 18.45%
• 6M: 18.65%
• 1Y: 26.89%
• 3Y*: 10.05%
• 5Y*: —
• 10Y*: —

IUSD.DE

• 1D: -0.49%
• 1M: 7.71%
• YTD: 20.34%
• 6M: 20.25%
• 1Y: 34.31%
• 3Y*: 15.20%
• 5Y*: 19.36%
• 10Y*: 11.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WRLD.DE vs. IUSD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WRLD.DE Rize Environmental Impact 100 UCITS ETF	18.45%	11.71%	1.59%	11.63%	-16.39%	8.00%
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist)	20.34%	6.31%	11.81%	63.24%	2.81%	0.93%

Correlation

The correlation between WRLD.DE and IUSD.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021	0.50

The correlation between WRLD.DE and IUSD.DE shifts across timeframes, from 0.50 (all time) to 0.71 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

WRLD.DE vs. IUSD.DE — Risk / Return Rank

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

WRLD.DE

WRLD.DE Risk / Return Rank: 61
WRLD.DE Sharpe Ratio Rank: 57
WRLD.DE Sortino Ratio Rank: 57
WRLD.DE Omega Ratio Rank: 56
WRLD.DE Calmar Ratio Rank: 73
WRLD.DE Martin Ratio Rank: 64

IUSD.DE

IUSD.DE Risk / Return Rank: 87
IUSD.DE Sharpe Ratio Rank: 85
IUSD.DE Sortino Ratio Rank: 84
IUSD.DE Omega Ratio Rank: 83
IUSD.DE Calmar Ratio Rank: 94
IUSD.DE Martin Ratio Rank: 92

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.

WRLD.DE vs. IUSD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rize Environmental Impact 100 UCITS ETF (WRLD.DE) and iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE). 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.

	WRLD.DE	IUSD.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.91	2.74	-0.84
Sortino ratio: Return per unit of downside risk	2.66	3.71	-1.05
Omega ratio: Gain probability vs. loss probability	1.34	1.49	-0.15
Calmar ratio: Return relative to maximum drawdown	3.57	7.08	-3.51
Martin ratio: Return relative to average drawdown	11.33	22.57	-11.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WRLD.DE vs. IUSD.DE - Sharpe Ratio Comparison

The current WRLD.DE Sharpe Ratio is 1.91, which is lower than the IUSD.DE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of WRLD.DE and IUSD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WRLD.DE	IUSD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	2.74	-0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.63	-0.26

Drawdowns

WRLD.DE vs. IUSD.DE - Drawdown Comparison

The maximum WRLD.DE drawdown since its inception was -23.55%, roughly equal to the maximum IUSD.DE drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for WRLD.DE and IUSD.DE.

Drawdown Indicators

	WRLD.DE	IUSD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.55%	-23.82%	+0.27%
Max Drawdown (1Y) Largest decline over 1 year	-7.90%	-4.81%	-3.09%
Max Drawdown (3Y) Largest decline over 3 years	-19.51%	-22.97%	+3.46%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.97%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-22.97%	—
Current Drawdown Current decline from peak	-0.38%	-0.49%	+0.11%
Average Drawdown Average peak-to-trough decline	-9.51%	-3.61%	-5.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	1.51%	+0.99%

Volatility

WRLD.DE vs. IUSD.DE - Volatility Comparison

Rize Environmental Impact 100 UCITS ETF (WRLD.DE) has a higher volatility of 4.50% compared to iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) at 3.98%. This indicates that WRLD.DE's price experiences larger fluctuations and is considered to be riskier than IUSD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WRLD.DE	IUSD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.50%	3.98%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	11.34%	9.09%	+2.25%
Volatility (1Y) Calculated over the trailing 1-year period	14.81%	12.41%	+2.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	23.09%	-6.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.98%	16.93%	+0.05%

WRLD.DE vs. IUSD.DE - Expense Ratio Comparison

WRLD.DE has a 0.55% expense ratio, which is lower than IUSD.DE's 0.60% expense ratio.

Dividends

WRLD.DE vs. IUSD.DE - Dividend Comparison

WRLD.DE has not paid dividends to shareholders, while IUSD.DE's dividend yield for the trailing twelve months is around 0.81%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist)	0.81%	1.00%	1.26%	1.47%	2.75%	1.80%	1.55%	1.94%	1.57%	1.45%	1.45%	1.60%
WRLD.DE Rize Environmental Impact 100 UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WRLD.DE and IUSD.DE in my portfolio?

WRLD.DE and IUSD.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WRLD.DE or IUSD.DE?

On fees, WRLD.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WRLD.DE or IUSD.DE?

WRLD.DE is cheaper with a 0.55% expense ratio, compared with 0.60% for IUSD.DE.

What is the main difference between WRLD.DE and IUSD.DE?

WRLD.DE tracks Foxberry SMS Environmental Impact 100, while IUSD.DE tracks MSCI World Islamic Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.55% for WRLD.DE and 0.60% for IUSD.DE.