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 8.52%/yr vs 13.19%/yr for URTH. At a 0.49 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 -23.37% return, which is significantly lower than URTH's 10.16% return. Over the past 10 years, WTW has underperformed URTH with an annualized return of 8.52%, while URTH has yielded a comparatively higher 13.19% annualized return.
WTW
- 1D
- -2.12%
- 1M
- -3.48%
- YTD
- -23.37%
- 6M
- -20.23%
- 1Y
- -19.06%
- 3Y*
- 5.11%
- 5Y*
- 0.58%
- 10Y*
- 8.52%
URTH
- 1D
- -0.74%
- 1M
- 4.65%
- YTD
- 10.16%
- 6M
- 10.88%
- 1Y
- 26.06%
- 3Y*
- 20.81%
- 5Y*
- 11.86%
- 10Y*
- 13.19%
WTW vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTW Willis Towers Watson Public Limited Company | -23.37% | 6.09% | 31.48% | 0.08% | 4.53% | 14.16% | 5.83% | 34.81% | 2.42% | 25.05% |
URTH iShares MSCI World ETF | 10.16% | 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 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2016 | 0.49 |
Over the past year, the correlation between WTW and URTH has dropped to 0.13 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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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 | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.79 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.39 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 2.89 | -3.52 |
| Martin ratioReturn relative to average drawdown | -1.58 | 13.11 | -14.69 |
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 | -0.70 | 2.17 | -2.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.74 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.77 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.73 | -0.39 |
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 | -27.84% | -0.74% | -27.10% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -4.37% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.13% | 1.99% | +10.14% |
Volatility
WTW vs. URTH - Volatility Comparison
Willis Towers Watson Public Limited Company (WTW) has a higher volatility of 8.57% compared to iShares MSCI World ETF (URTH) at 3.27%. 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 | 8.57% | 3.27% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 24.89% | 9.42% | +15.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.37% | 12.05% | +15.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.96% | 16.19% | +7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.55% | 17.27% | +7.28% |
Dividends
WTW vs. URTH - Dividend Comparison
WTW's dividend yield for the trailing twelve months is around 1.48%, more than URTH's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.35% | 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 | 1.48% | 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 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTW has higher volatility (8.57%) compared to URTH (3.27%). In terms of maximum drawdown, WTW dropped -32.95% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (2.17 vs -0.70), 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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