Performance
IWDA.L vs. VWCE.DE - Performance Comparison
In the year-to-date period, IWDA.L achieves a 10.74% return, which is significantly lower than VWCE.DE's 11.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
IWDA.L
VWCE.DE
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IWDA.L vs. VWCE.DE - Expense Ratio Comparison
IWDA.L has a 0.20% expense ratio, which is lower than VWCE.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IWDA.L vs. VWCE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). 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.
IWDA.L vs. VWCE.DE - Sharpe Ratio Comparison
The current IWDA.L Sharpe Ratio is 2.03, which roughly equals the VWCE.DE Sharpe Ratio of 2.14. The chart below compares the 12-month rolling Sharpe Ratio of IWDA.L and VWCE.DE.
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VWCE.DE
Dividends
IWDA.L vs. VWCE.DE - Dividend Comparison
Neither IWDA.L nor VWCE.DE has paid dividends to shareholders.
Tickers have no history of dividend payments
Drawdowns
IWDA.L vs. VWCE.DE - Drawdown Comparison
The maximum IWDA.L drawdown since its inception was -34.11%, roughly equal to the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for IWDA.L and VWCE.DE. For additional features, visit the drawdowns tool.
IWDA.L
VWCE.DE
Volatility
IWDA.L vs. VWCE.DE - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) is 2.58%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 2.82%. This indicates that IWDA.L experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
IWDA.L
VWCE.DE
