WTW vs. URTH
Compare and contrast key facts about Willis Towers Watson Public Limited Company (WTW) and iShares MSCI World ETF (URTH).
URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Performance
WTW vs. URTH - Performance Comparison
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WTW vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTW Willis Towers Watson Public Limited Company | -12.21% | 6.09% | 31.48% | 0.08% | 4.53% | 14.16% | 5.83% | 34.81% | 2.42% | 25.05% |
URTH iShares MSCI World ETF | -2.13% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Returns By Period
In the year-to-date period, WTW achieves a -12.21% return, which is significantly lower than URTH's -2.13% return. Over the past 10 years, WTW has underperformed URTH with an annualized return of 10.67%, while URTH has yielded a comparatively higher 12.17% annualized return.
WTW
- 1D
- -1.09%
- 1M
- -5.14%
- YTD
- -12.21%
- 6M
- -15.93%
- 1Y
- -13.67%
- 3Y*
- 8.73%
- 5Y*
- 5.63%
- 10Y*
- 10.67%
URTH
- 1D
- 0.99%
- 1M
- -4.40%
- YTD
- -2.13%
- 6M
- 0.51%
- 1Y
- 20.24%
- 3Y*
- 17.49%
- 5Y*
- 10.46%
- 10Y*
- 12.17%
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Return for Risk
WTW vs. URTH — Risk / Return Rank
WTW
URTH
WTW vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Willis Towers Watson Public Limited Company (WTW) and iShares MSCI World ETF (URTH). 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.
| WTW | URTH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.53 | 1.17 | -1.71 |
Sortino ratioReturn per unit of downside risk | -0.56 | 1.75 | -2.31 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.26 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.70 | 1.74 | -2.44 |
Martin ratioReturn relative to average drawdown | -1.55 | 8.34 | -9.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTW | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.53 | 1.17 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.65 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.71 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.68 | -0.27 |
Correlation
The correlation between WTW and URTH is 0.50, 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.
Dividends
WTW vs. URTH - Dividend Comparison
WTW's dividend yield for the trailing twelve months is around 1.29%, less than URTH's 1.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTW Willis Towers Watson Public Limited Company | 1.29% | 1.12% | 1.12% | 1.39% | 1.34% | 1.27% | 1.31% | 1.29% | 1.58% | 1.41% | 1.57% | 0.00% |
URTH iShares MSCI World ETF | 1.52% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Drawdowns
WTW vs. URTH - Drawdown Comparison
The maximum WTW drawdown since its inception was -32.95%, roughly equal to the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for WTW and URTH.
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Drawdown Indicators
| WTW | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.95% | -34.01% | +1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -19.74% | -11.85% | -7.89% |
Max Drawdown (5Y)Largest decline over 5 years | -28.42% | -26.05% | -2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -32.95% | -34.01% | +1.06% |
Current DrawdownCurrent decline from peak | -17.33% | -5.49% | -11.84% |
Average DrawdownAverage peak-to-trough decline | -7.46% | -4.42% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.98% | 2.47% | +6.51% |
Volatility
WTW vs. URTH - Volatility Comparison
Willis Towers Watson Public Limited Company (WTW) and iShares MSCI World ETF (URTH) have volatilities of 5.86% and 5.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTW | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 5.68% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 20.23% | 9.53% | +10.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.67% | 17.36% | +8.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.21% | 16.16% | +7.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.18% | 17.27% | +6.91% |