iShares MSCI World UCITS

10-Year Study

IWRD.LSE · · GB · ETF

Executive Summary: iShares MSCI World UCITS has compounded at 13.6% annually over the last 10 years, with a maximum drawdown of 15.1% and an annualized volatility of 13.0%.

1Y CAGR
+21.9%
3Y CAGR
+16.7%
5Y CAGR
+11.9%
10Y CAGR
+13.6%

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 →
15.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.82
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +23.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.3%
% 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.
2026-0.22.5-5.66.5————————2.9%
20254.7-3.7-6.7-2.65.52.85.6-0.23.34.9-0.7-0.112.7%
20241.64.03.5-2.21.14.5-0.4-0.40.12.85.7-0.821.0%
20234.20.00.40.20.43.82.2-0.7-0.4-3.14.94.917.8%
2022-5.8-1.25.6-3.4-2.0-5.17.21.2-4.02.30.6-3.1-8.3%
2021-1.01.04.24.4-0.94.11.33.5-1.73.41.62.023.7%
2020-0.3-6.7-8.47.96.32.8-1.35.20.3-3.59.01.912.2%
20194.52.03.23.3-2.15.65.4-2.81.7-2.93.20.623.4%
2018-0.2-0.7-4.74.03.71.03.52.00.4-5.40.5-6.9-3.5%
2017-0.44.40.4-1.92.10.11.12.3-1.73.20.22.012.2%
2016———-0.81.78.14.81.51.64.5-0.53.927.1%

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 13.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 86.9% of variance. Idiosyncratic stock-specific factors contribute 5.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019916.854679634384
2016-05-0110084.171428379832
2016-06-0110899.927792764249
2016-07-0111418.774058806
2016-08-0111584.805337300095
2016-09-0111767.443688316413
2016-10-0112297.302001586153
2016-11-0112230.547782906511
2016-12-0112710.469990014062
2017-01-0112653.886124001974
2017-02-0113215.535541600619
2017-03-0113271.356113424334
2017-04-0113019.008983795085
2017-05-0113286.076646176063
2017-06-0113303.44454746615
2017-07-0113443.525302807877
2017-08-0113751.279306700086
2017-09-0113517.332596468452
2017-10-0113943.881408145631
2017-11-0113978.005293356442
2017-12-0114262.452197961828
2018-01-0114228.177922100207
2018-02-0114127.496558766057
2018-03-0113460.797052698266
2018-04-0113998.197087293045
2018-05-0114518.400320780793
2018-06-0114665.979899130773
2018-07-0115175.968895465972
2018-08-0115484.132652246128
2018-09-0115548.824793215319
2018-10-0114711.764730246508
2018-11-0114783.699290491426
2018-12-0113762.639471303393
2019-01-0114384.630055763868
2019-02-0114673.72427802133
2019-03-0115142.963324996268
2019-04-0115640.103042743094
2019-05-0115316.741940885528
2019-06-0116174.959256460736
2019-07-0117045.321233443963
2019-08-0116561.29360811135
2019-09-0116842.367817465787
2019-10-0116358.545808203302
2019-11-0116880.271192310887
2019-12-0116979.59706745134
2020-01-0116925.843011094985
2020-02-0115797.005855275083
2020-03-0114465.949485703422
2020-04-0115602.077876125044
2020-05-0116585.222486449555
2020-06-0117057.760759144392
2020-07-0116829.207895893775
2020-08-0117698.1626108527
2020-09-0117756.928374011786
2020-10-0117143.680663746425
2020-11-0118690.427304709603
2020-12-0119054.26962509238
2021-01-0118862.861280255394
2021-02-0119058.82720143807
2021-03-0119854.643737861505
2021-04-0120723.056060309314
2021-05-0120531.091516606382
2021-06-0121367.298544080437
2021-07-0121636.34396679059
2021-08-0122388.292783083034
2021-09-0122002.892825803836
2021-10-0122752.467442149893
2021-11-0123123.79477918609
2021-12-0123577.43017978438
2022-01-0122209.71695197499
2022-02-0121945.894276062798
2022-03-0123181.14193938655
2022-04-0122392.352344486695
2022-05-0121946.917918656505
2022-06-0120819.79620242404
2022-07-0122311.266143326924
2022-08-0122582.44267552167
2022-09-0121679.486853293085
2022-10-0122169.75002016714
2022-11-0122308.149358724404
2022-12-0121613.15471460391
2023-01-0122531.560340969627
2023-02-0122536.27028030253
2023-03-0122617.856961824837
2023-04-0122665.095897954467
2023-05-0122766.658895661232
2023-06-0123623.151403051084
2023-07-0124134.83562252558
2023-08-0123970.620865859626
2023-09-0123872.235795183908
2023-10-0123143.914089759848
2023-11-0124268.633500252163
2023-12-0125450.430847025786
2024-01-0125855.470837132547
2024-02-0126890.840450016163
2024-03-0127831.140982803397
2024-04-0127211.282987079816
2024-05-0127514.004081552957
2024-06-0128752.260544061104
2024-07-0128643.46055100373
2024-08-0128532.242473514976
2024-09-0128569.760256593076
2024-10-0129357.707663848392
2024-11-0131040.27826510923
2024-12-0130795.041901300734
2025-01-0132251.630086729547
2025-02-0131057.66539667926
2025-03-0128974.667113992564
2025-04-0128231.414328905634
2025-05-0129788.589205521203
2025-06-0130636.163300775974
2025-07-0132360.65887080979
2025-08-0132306.6918021218
2025-09-0133360.66153346394
2025-10-0135008.04072243527
2025-11-0134762.16334929546
2025-12-0134718.05155253446
2026-01-0134649.01977839223
2026-02-0135531.64031921081
2026-03-0133549.44223312661
2026-04-0135733.80480062736
Annual Return Matrix
YearAnnual Return
20170.12210266096903388
2018-0.03504395455431286
20190.23374568540109286
20200.12218620673973679
20210.23738304556872092
2022-0.08331168622713891
20230.17754354619175738
20240.21000080848924174
20250.12739095026423808
20260.02925720778298535
Total Factor Risk
0.1302747849227452
VTI.US Exposure
0.8692026762694217
VEA.US Exposure
0.17206996449966172
VWO.US Exposure
-0.018412016927401003
QQQ.US Exposure
-0.20201799518962918
VTV.US Exposure
-0.12180989918144901
IJR.US Exposure
-0.005222081364076221
QUAL.US Exposure
0.1066913878874894
SHV.US Exposure
0.0037398727868186037
TLT.US Exposure
0.03117053916649987
LQD.US Exposure
-0.012393071205650683
HYG.US Exposure
-0.03848953006510509
GLD.US Exposure
0.0027678767362354297
USO.US Exposure
0.00023212203045420312
VNQ.US Exposure
-0.0017551636879379892
BTC-USD.CC Exposure
-0.003832062844344417
CPER.US Exposure
-0.006371727675844019
VIX.INDX Exposure
0.012606383007892522
UUP.US Exposure
0.1596773494342327
TIP.US Exposure
-0.003985767247980392
Idiosyncratic Exposure
0.05613114357071181
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
13.0%

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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.650.01%Solid

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 →
+3.0%
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 →
+5.6%
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 UCITS a high-risk investment?

iShares MSCI World UCITS (IWRD.LSE) has an annualized volatility of 13.0% and experienced a maximum drawdown of 15.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, IWRD.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.6%. 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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