iShares Core MSCI World UCITS ETF USD (Acc)

10-Year Study

IWDA.LSE · · GB · ETF

Executive Summary: iShares Core MSCI World UCITS ETF USD (Acc) has compounded at 12.8% annually over the last 10 years, with a maximum drawdown of 24.1% and an annualized volatility of 13.1%.

1Y CAGR
+24.6%
3Y CAGR
+20.9%
5Y CAGR
+11.1%
10Y CAGR
+12.8%

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 →
24.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.97
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +27.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.1%
% 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.
20261.60.8-7.310.7————————5.1%
20253.8-2.5-4.40.86.54.52.11.92.82.50.21.421.0%
20241.43.33.6-3.02.73.71.21.82.1-1.44.4-2.019.1%
20236.6-1.72.61.9-1.16.33.4-2.2-4.0-3.59.25.624.3%
2022-6.0-1.63.5-7.5-1.8-8.77.4-3.3-8.05.44.8-2.3-18.1%
2021-0.52.83.04.61.71.12.02.5-3.75.0-1.94.122.2%
2020-0.2-9.5-11.09.24.22.94.87.0-3.0-3.412.44.516.1%
20197.43.31.03.5-5.36.11.3-2.92.42.23.32.627.1%
20184.6-3.4-3.01.90.20.32.71.00.9-7.50.5-6.9-9.0%
20171.63.31.11.42.00.42.5-0.12.52.01.92.122.8%
2016———0.81.2-1.44.40.20.8-1.91.52.58.2%

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 13.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 84.4% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110079.258626996707
2016-05-0110198.756249237897
2016-06-0110054.871357151565
2016-07-0110501.158395317645
2016-08-0110524.326301670528
2016-09-0110606.02365565175
2016-10-0110399.951225460309
2016-11-0110557.249115961467
2016-12-0110824.289720765759
2017-01-0110998.658700158518
2017-02-0111359.590293866602
2017-03-0111486.404097061333
2017-04-0111642.482624070237
2017-05-0111871.72296061456
2017-06-0111924.155590781611
2017-07-0112226.557736861356
2017-08-0112210.706011462016
2017-09-0112515.546884526277
2017-10-0112769.17449091574
2017-11-0113010.608462382635
2017-12-0113288.623338617243
2018-01-0113897.085721253503
2018-02-0113420.314595781003
2018-03-0113024.021460797463
2018-04-0113266.674795756615
2018-05-0113293.500792586268
2018-06-0113327.642970369467
2018-07-0113692.232654554322
2018-08-0113827.582002194853
2018-09-0113956.834532374098
2018-10-0112915.498109986587
2018-11-0112981.343738568465
2018-12-0112091.208389220827
2019-01-0112991.098646506523
2019-02-0113417.875868796487
2019-03-0113556.88330691379
2019-04-0114032.435068894036
2019-05-0113291.062065601755
2019-06-0114100.71942446043
2019-07-0114288.501402268017
2019-08-0113878.795268869648
2019-09-0114205.584684794536
2019-10-0114512.86428484331
2019-11-0114985.977319839043
2019-12-0115371.296183392269
2020-01-0115342.031459578098
2020-02-0113878.795268869648
2020-03-0112347.274722594806
2020-04-0113481.282770393855
2020-05-0114049.506157785634
2020-06-0114456.773564199488
2020-07-0115144.494573832459
2020-08-0116205.340812096085
2020-09-0115722.472869162297
2020-10-0115181.07547860017
2020-11-0117066.211437629558
2020-12-0117839.28789172052
2021-01-0117751.493720278017
2021-02-0118248.994025118885
2021-03-0118795.26886965004
2021-04-0119651.262041214482
2021-05-0119987.806365077427
2021-06-0120202.414339714665
2021-07-0120597.488111205945
2021-08-0121121.81441287648
2021-09-0120331.666869893917
2021-10-0121343.738568467255
2021-11-0120946.226069991462
2021-12-0121797.341787586876
2022-01-0120485.3066699183
2022-02-0120160.95598097793
2022-03-0120870.625533471524
2022-04-0119302.524082428972
2022-05-0118956.224850627972
2022-06-0117314.961590049992
2022-07-0118600.170710888913
2022-08-0117988.050237775882
2022-09-0116554.0787708816
2022-10-0117444.21412022924
2022-11-0118275.82002194854
2022-12-0117849.042799658575
2023-01-0119019.631752225338
2023-02-0118695.28106328496
2023-03-0119175.710279234238
2023-04-0119539.080599926838
2023-05-0119326.911352274114
2023-06-0120548.71357151567
2023-07-0121243.750762102183
2023-08-0120768.199000121935
2023-09-0119931.715644433607
2023-10-0119229.362272893548
2023-11-0120995.000609681745
2023-12-0122180.22192415559
2024-01-0122489.940251188877
2024-02-0123241.068162419215
2024-03-0124084.86769906109
2024-04-0123350.81087672235
2024-05-0123987.318619680525
2024-06-0124882.33142299719
2024-07-0125189.611023045967
2024-08-0125648.09169613462
2024-09-0126196.80526765029
2024-10-0125828.55749298866
2024-11-0126967.442994756733
2024-12-0126418.729423241064
2025-01-0127435.67857578344
2025-02-0126760.15120107304
2025-03-0125589.56224850628
2025-04-0125791.976588220947
2025-05-0127467.38202658212
2025-06-0128694.061699792703
2025-07-0129284.233630045113
2025-08-0129840.263382514328
2025-09-0130679.185465187173
2025-10-0131454.70064626265
2025-11-0131522.98500182904
2025-12-0131974.14949396415
2026-01-0132498.475795634673
2026-02-0132744.7872210706
2026-03-0130347.518595293255
2026-04-0133600.78039263504
Annual Return Matrix
YearAnnual Return
20170.2276670046186775
2018-0.09010827674802724
20190.27127874142799513
20200.1605584642233857
20210.2218728639781269
2022-0.18113671962407696
20230.24265610056018594
20240.1910940076965364
20250.21028339333517976
20260.05087331248569904
Total Factor Risk
0.13088769738781933
VTI.US Exposure
0.8442624147975583
VEA.US Exposure
0.2410904090879117
VWO.US Exposure
0.0036173875751895723
QQQ.US Exposure
-0.04985005697420761
VTV.US Exposure
-0.035538147229088726
IJR.US Exposure
-0.04245690428353837
QUAL.US Exposure
-0.04946995006563771
SHV.US Exposure
0.09715859184279922
TLT.US Exposure
0.017330971572671723
LQD.US Exposure
-0.0186223917301706
HYG.US Exposure
-0.053518247018877044
GLD.US Exposure
0.0012265329239625198
USO.US Exposure
-0.0032096178528929946
VNQ.US Exposure
0.000048411530660383434
BTC-USD.CC Exposure
-0.005788581757122995
CPER.US Exposure
0.006835199728333767
VIX.INDX Exposure
0.012054004837389058
UUP.US Exposure
-0.004089179347700219
TIP.US Exposure
0.015788772999816177
Idiosyncratic Exposure
0.023130379362943893
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
13.1%

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 →
+5.2%
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 →
+8.0%
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 Core MSCI World UCITS ETF USD (Acc) a high-risk investment?

iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.LSE) has an annualized volatility of 13.1% and experienced a maximum drawdown of 24.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, IWDA.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.8%. 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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