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 12.59%/yr vs 13.05%/yr for URTH. Their 0.47 correlation means their historical movements had little consistent relationship.
Performance
WTW vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, WTW achieves a 4.69% return, which is significantly lower than URTH's 11.55% return. Both investments have delivered pretty close results over the past 10 years, with WTW having a 12.59% annualized return and URTH not far ahead at 13.05%.
WTW
- 1D
- 1.70%
- 1M
- 19.36%
- 6M
- 8.66%
- YTD
- 4.69%
- 1Y
- 9.89%
- 3Y*
- 18.59%
- 5Y*
- 11.58%
- 10Y*
- 12.59%
- ALL TIME*
- 11.65%
URTH
- 1D
- 1.22%
- 1M
- 1.58%
- 6M
- 8.69%
- YTD
- 11.55%
- 1Y
- 23.64%
- 3Y*
- 19.83%
- 5Y*
- 11.46%
- 10Y*
- 13.05%
- ALL TIME*
- 12.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $88.61M | $87.13M | $139.76M | |
| $207.82M | $182.77M | $191.85M |
WTW vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTW Willis Towers Watson Public Limited Company | 4.69% | 6.09% | 31.48% | 0.08% | 4.53% | 14.16% | 5.83% | 34.81% | 2.42% | 25.05% |
URTH iShares MSCI World ETF | 11.55% | 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 -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 -0.03 (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 | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.32 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.62 | -2.29 |
| Martin ratioReturn relative to average drawdown | 0.68 | 11.33 | -10.65 |
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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 | -1.42% | 0.00% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -4.34% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.51% | 2.09% | +12.42% |
Volatility
WTW vs. URTH - Volatility Comparison
Willis Towers Watson Public Limited Company (WTW) has a higher volatility of 9.62% compared to iShares MSCI World ETF (URTH) at 3.77%. 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 | 9.62% | 3.77% | +5.85% |
Volatility (6M)Calculated over the trailing 6-month period | 27.69% | 10.68% | +17.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.67% | 13.05% | +16.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.85% | 16.31% | +7.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 17.20% | +7.49% |
Dividends
WTW vs. URTH - Dividend Comparison
WTW's dividend yield for the trailing twelve months is around 1.10%, less than URTH's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.38% | 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 | 1.10% | 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 -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTW has higher volatility (9.62%) compared to URTH (3.77%). In terms of maximum drawdown, WTW dropped -32.95% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (1.82 vs 0.34), 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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