XDWS.L vs. IWDA.L
Compare and contrast key facts about Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
XDWS.L and IWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWS.L is a passively managed fund by Xtrackers that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Mar 9, 2016. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both XDWS.L and IWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XDWS.L vs. IWDA.L - Performance Comparison
Loading graphics...
XDWS.L vs. IWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.L Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 3.70% | 9.31% | 5.69% | 1.96% | -5.24% | 12.84% | 7.75% | 22.32% | -10.10% | 17.07% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -2.32% | 21.03% | 19.11% | 24.27% | -18.11% | 22.19% | 16.06% | 27.13% | -9.01% | 22.77% |
Returns By Period
In the year-to-date period, XDWS.L achieves a 3.70% return, which is significantly higher than IWDA.L's -2.32% return.
XDWS.L
- 1D
- 0.47%
- 1M
- -7.20%
- YTD
- 3.70%
- 6M
- 5.99%
- 1Y
- 6.49%
- 3Y*
- 5.81%
- 5Y*
- 5.55%
- 10Y*
- —
IWDA.L
- 1D
- 2.92%
- 1M
- -3.75%
- YTD
- -2.32%
- 6M
- 1.15%
- 1Y
- 20.54%
- 3Y*
- 17.66%
- 5Y*
- 10.54%
- 10Y*
- 12.16%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XDWS.L vs. IWDA.L - Expense Ratio Comparison
XDWS.L has a 0.25% expense ratio, which is higher than IWDA.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
XDWS.L vs. IWDA.L — Risk / Return Rank
XDWS.L
IWDA.L
XDWS.L vs. IWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). 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.
| XDWS.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.31 | -0.83 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.86 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.27 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 2.31 | -1.66 |
Martin ratioReturn relative to average drawdown | 1.81 | 9.49 | -7.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XDWS.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.31 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.67 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.75 | -0.26 |
Correlation
The correlation between XDWS.L and IWDA.L is 0.59, 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
XDWS.L vs. IWDA.L - Dividend Comparison
Neither XDWS.L nor IWDA.L has paid dividends to shareholders.
Drawdowns
XDWS.L vs. IWDA.L - Drawdown Comparison
The maximum XDWS.L drawdown since its inception was -23.72%, smaller than the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for XDWS.L and IWDA.L.
Loading graphics...
Drawdown Indicators
| XDWS.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -34.11% | +10.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -11.56% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -17.53% | -25.88% | +8.35% |
Max Drawdown (10Y)Largest decline over 10 years | -23.72% | -34.11% | +10.39% |
Current DrawdownCurrent decline from peak | -8.58% | -5.16% | -3.42% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -4.48% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.11% | +1.41% |
Volatility
XDWS.L vs. IWDA.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) is 4.59%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 5.47%. This indicates that XDWS.L experiences smaller price fluctuations and is considered to be less risky than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XDWS.L | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 5.47% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 8.94% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 15.63% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.92% | 15.63% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 15.86% | -3.46% |