WTW vs. URTH
WTW (Willis Towers Watson Public Limited Company) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, WTW returned 10.55%/yr vs 13.03%/yr for URTH. At a 0.47 correlation, their price movements are largely independent.
Performance
WTW vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, WTW achieves a -9.43% return, which is significantly lower than URTH's 10.01% return. Over the past 10 years, WTW has underperformed URTH with an annualized return of 10.55%, while URTH has yielded a comparatively higher 13.03% annualized return.
WTW
- 1D
- 2.04%
- 1M
- 12.94%
- 6M
- -9.66%
- YTD
- -9.43%
- 1Y
- -2.63%
- 3Y*
- 10.13%
- 5Y*
- 7.22%
- 10Y*
- 10.55%
URTH
- 1D
- -0.79%
- 1M
- 1.01%
- 6M
- 7.53%
- YTD
- 10.01%
- 1Y
- 21.11%
- 3Y*
- 18.83%
- 5Y*
- 11.34%
- 10Y*
- 13.03%
WTW vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTW Willis Towers Watson Public Limited Company | -9.43% | 6.09% | 31.48% | 0.08% | 4.53% | 14.16% | 5.83% | 34.81% | 2.42% | 25.05% |
URTH iShares MSCI World ETF | 10.01% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Correlation
The correlation between WTW and URTH is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.47 |
The correlation between WTW and URTH shifts across timeframes, from -0.01 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WTW | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.30 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 2.34 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.19 | 10.17 | -10.35 |
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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 | -30.39% | -9.06% | -21.33% |
Max Drawdown (3Y)Largest decline over 3 years | -30.39% | -16.94% | -13.45% |
Max Drawdown (5Y)Largest decline over 5 years | -30.39% | -26.05% | -4.34% |
Max Drawdown (10Y)Largest decline over 10 years | -32.95% | -34.01% | +1.06% |
Current DrawdownCurrent decline from peak | -14.72% | -0.88% | -13.84% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -4.35% | -3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.14% | 2.08% | +12.06% |
Volatility
WTW vs. URTH - Volatility Comparison
Willis Towers Watson Public Limited Company (WTW) has a higher volatility of 8.78% compared to iShares MSCI World ETF (URTH) at 4.32%. This indicates that WTW's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. 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 | 8.78% | 4.32% | +4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 26.24% | 10.50% | +15.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.75% | 12.81% | +15.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.98% | 16.30% | +7.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.50% | 17.17% | +7.33% |
Dividends
WTW vs. URTH - Dividend Comparison
WTW's dividend yield for the trailing twelve months is around 1.27%, less than URTH's 1.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.40% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
WTW Willis Towers Watson Public Limited Company | 1.27% | 1.12% | 1.12% | 1.39% | 1.34% | 1.27% | 1.31% | 1.29% | 1.58% | 1.41% | 1.57% | 0.00% |
Frequently Asked Questions
WTW and URTH have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTW has higher volatility (8.78%) compared to URTH (4.32%). In terms of maximum drawdown, WTW dropped -32.95% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (1.66 vs -0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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