iShares MSCI World GBP Hedged UCITS ETF (Acc)

10-Year Study

IGWD.LSE · · GB · ETF

Executive Summary: iShares MSCI World GBP Hedged UCITS ETF (Acc) has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 21.5% and an annualized volatility of 12.7%.

1Y CAGR
+21.8%
3Y CAGR
+19.5%
5Y CAGR
+10.9%
10Y CAGR
+11.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -17.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.11.0-6.78.3————————3.2%
20253.8-2.6-4.8-0.56.73.72.71.42.93.00.21.218.8%
20242.13.83.6-2.72.54.00.61.21.6-0.34.7-1.421.3%
20236.0-0.91.71.6-0.25.82.9-1.5-3.6-3.37.94.722.4%
2022-6.0-1.43.8-6.6-2.1-7.87.3-2.6-7.45.42.9-3.2-17.6%
2021-0.12.34.14.11.22.01.92.7-3.14.5-1.13.624.1%
20200.1-9.7-10.68.64.02.73.16.3-2.5-3.311.23.311.3%
20196.63.31.23.5-5.45.22.1-3.02.51.43.51.524.3%
20183.3-3.2-3.52.90.60.62.61.01.0-7.00.4-7.3-8.9%
20170.43.61.00.91.3-0.21.5-0.12.22.71.31.617.3%
2016———0.32.1-2.14.80.50.3-0.72.72.811.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 84.0% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110028.370543974343
2016-05-0110238.065869002097
2016-06-0110025.903540150486
2016-07-0110503.268780066608
2016-08-0110555.075860367584
2016-09-0110589.613913901565
2016-10-0110518.070803009745
2016-11-0110804.243246577033
2016-12-0111110.151720735166
2017-01-0111153.324287652646
2017-02-0111549.278401381522
2017-03-0111659.06007154311
2017-04-0111767.608239792771
2017-05-0111918.095473047983
2017-06-0111897.125940545207
2017-07-0112078.45072159862
2017-08-0112068.582706303194
2017-09-0112330.085111631923
2017-10-0112661.897125940544
2017-11-0112825.952880226965
2017-12-0113028.24719378315
2018-01-0113462.439866781795
2018-02-0113033.181201430862
2018-03-0112581.719501665228
2018-04-0112951.770075243616
2018-05-0113028.24719378315
2018-06-0113103.490810410756
2018-07-0113443.937338102874
2018-08-0113580.856050326876
2018-09-0113710.373751079314
2018-10-0112745.775255951647
2018-11-0112793.881830516837
2018-12-0111863.821388923152
2019-01-0112647.09510299741
2019-02-0113070.1862587887
2019-03-0113231.775009251265
2019-04-0113694.33822622425
2019-05-0112951.770075243616
2019-06-0113630.196126803998
2019-07-0113918.83557419514
2019-08-0113494.51091649192
2019-09-0113833.723942272112
2019-10-0114032.317750092514
2019-11-0114529.419020599482
2019-12-0114750.215862834588
2020-01-0114762.550881953866
2020-02-0113330.4551622055
2020-03-0111913.16146540027
2020-04-0112935.734550388554
2020-05-0113453.805353398298
2020-06-0113818.921919328975
2020-07-0114246.947082767978
2020-08-0115151.103984211177
2020-09-0114777.352904897003
2020-10-0114288.88614777353
2020-11-0115892.438633279882
2020-12-0116415.44344393734
2021-01-0116396.94091525842
2021-02-0116779.326507956088
2021-03-0117458.986061428393
2021-04-0118167.016158875045
2021-05-0118389.04650302208
2021-06-0118762.797582336254
2021-07-0119110.64512149994
2021-08-0119632.416430245466
2021-09-0119023.066485753054
2021-10-0119886.517824102626
2021-11-0119663.253978043667
2021-12-0120370.05057357839
2022-01-0119137.782163562355
2022-02-0118878.746762057483
2022-03-0119595.41137288763
2022-04-0118306.401874922907
2022-05-0117926.483286049093
2022-06-0116522.75811027507
2022-07-0117721.72196866905
2022-08-0117261.62575551992
2022-09-0115988.651782410263
2022-10-0116844.70210928827
2022-11-0117335.6358702356
2022-12-0116781.793511779942
2023-01-0117788.331071913162
2023-02-0117632.909831010238
2023-03-0117928.950289872948
2023-04-0118215.122733440236
2023-05-0118171.950166522758
2023-06-0119225.360799309237
2023-07-0119787.83767114839
2023-08-0119494.264216109535
2023-09-0118801.03614160602
2023-10-0118173.183668434685
2023-11-0119617.61440730233
2023-12-0120542.740841248306
2024-01-0120984.334525718514
2024-02-0121786.11076847169
2024-03-0122560.74996916245
2024-04-0121960.034538053533
2024-05-0122506.47588503762
2024-06-0123406.932280745037
2024-07-0123557.419514000245
2024-08-0123843.591957567533
2024-09-0124225.9775502652
2024-10-0124156.90144319724
2024-11-0125286.78919452325
2024-12-0124921.672628592572
2025-01-0125877.636610336747
2025-02-0125207.84507215986
2025-03-0123996.5461946466
2025-04-0123884.297520661155
2025-05-0125496.484519551002
2025-06-0126443.813987911682
2025-07-0127165.41260638954
2025-08-0127553.96570864685
2025-09-0128348.340939928457
2025-10-0129187.122240039473
2025-11-0129248.79733563587
2025-12-0129599.11187862341
2026-01-0129924.756383372394
2026-02-0130233.131861354384
2026-03-0128207.721721968668
2026-04-0130558.776366103368
Annual Return Matrix
YearAnnual Return
20170.1726434995003885
2018-0.08937701192955883
20190.24329382407985034
20200.1128951329653789
20210.24090772467688604
2022-0.1761535666707037
20230.22410878353546493
20240.2131620031223731
20250.1876856068105326
20260.03242207034505751
Total Factor Risk
0.12669610431174824
VTI.US Exposure
0.8400177447041781
VEA.US Exposure
0.22968703279466557
VWO.US Exposure
-0.0038513998587259893
QQQ.US Exposure
-0.024958862426807015
VTV.US Exposure
-0.03820886503047946
IJR.US Exposure
-0.0497068762749276
QUAL.US Exposure
-0.061922335605482694
SHV.US Exposure
0.12826172822989373
TLT.US Exposure
0.02183790536912029
LQD.US Exposure
-0.03261790046211588
HYG.US Exposure
-0.04862970307887473
GLD.US Exposure
-0.004820845792765865
USO.US Exposure
-0.003390669138580446
VNQ.US Exposure
0.005102931666497312
BTC-USD.CC Exposure
-0.004211939226431024
CPER.US Exposure
0.006907430284693231
VIX.INDX Exposure
0.01464480441027771
UUP.US Exposure
-0.014906634934396553
TIP.US Exposure
0.013148607292403292
Idiosyncratic Exposure
0.027617847077857964
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI World GBP Hedged UCITS ETF (Acc) a high-risk investment?

iShares MSCI World GBP Hedged UCITS ETF (Acc) (IGWD.LSE) has an annualized volatility of 12.7% and experienced a maximum drawdown of 21.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of IGWD.LSE?

Over the past 10 years, IGWD.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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