- Issuer
- iShares
- Inception Date
- Sep 27, 2017
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
FSWD.L Performance Chart
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) is up 12.7% since the beginning of the year. FSWD.L is currently trading at £12 per share. Investors who bought £1,000 worth of FSWD.L shares 5 years ago would now be looking at an investment worth £1,746.
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Returns By Period
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) has returned 12.69% so far this year and 25.25% over the past 12 months. Over the last ten years, FSWD.L has returned 11.62% per year, falling short of the S&P 500 Index benchmark, which averaged 13.06% annually.
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)
- 1D
- -0.09%
- 1M
- 0.20%
- 6M
- 12.10%
- YTD
- 12.69%
- 1Y
- 25.25%
- 3Y*
- 19.01%
- 5Y*
- 11.79%
- 10Y*
- 11.62%
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
FSWD.L Monthly Returns History
Based on dividend-adjusted daily data since Sep 4, 2015, FSWD.L's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +8.1%, while the worst month was Sep 2015 at -34.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, FSWD.L closed higher 54% of trading days. The best single day was Nov 16, 2023 with a return of +23.2%, while the worst single day was Sep 9, 2015 at -34.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.95% | 3.36% | -4.83% | 7.22% | 6.78% | 1.04% | -0.03% | 12.69% | |||||
| 2025 | 5.65% | -3.06% | -5.91% | -1.23% | 4.61% | 2.84% | 6.16% | 0.18% | 2.85% | 5.07% | -0.78% | 0.33% | 17.16% |
| 2024 | 2.12% | 3.84% | 4.09% | -2.84% | 0.26% | 3.70% | 0.55% | -0.28% | 0.12% | 2.57% | 6.21% | -2.53% | 18.87% |
| 2023 | 3.61% | -0.05% | -1.55% | -0.53% | -1.99% | 3.49% | 2.37% | -0.69% | 0.66% | -3.16% | 2.87% | 3.99% | 9.04% |
| 2022 | -6.52% | 0.42% | 5.48% | -1.97% | -1.57% | -6.27% | 6.79% | 1.64% | -3.64% | 4.21% | 0.54% | -3.60% | -5.40% |
| 2021 | 0.17% | 1.19% | 5.86% | 3.58% | -0.69% | 2.51% | 0.74% | 2.85% | -2.65% | 1.74% | 1.76% | 3.35% | 22.11% |
Benchmark Metrics
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) has an annualized alpha of 3.22%, beta of 0.50, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since September 04, 2015.
- This ETF participated in 107.24% of S&P 500 Index downside but only 83.66% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.50 may look defensive, but with R2 of 0.19 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.19 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.22%
- Beta
- 0.50
- R²
- 0.19
- Upside Capture
- 83.66%
- Downside Capture
- 107.24%
Expense Ratio
FSWD.L has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FSWD.L ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSWD.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.31 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 2.50 | +2.03 |
| Martin ratioReturn relative to average drawdown | 17.41 | 9.11 | +8.30 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares STOXX World Equity Multifactor UCITS ETF USD (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) was 37.43%, occurring on Feb 11, 2016. Recovery took 430 trading sessions.
The current iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) drawdown is 0.91%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-37.43%Feb 2016 | 5mo 5d | 1y 8mo | 2y 1moSep 2015 - Oct 2017 | — |
-26.27%Mar 2020 | 1mo 2d | 7mo 21d | 8mo 23dFeb 2020 - Nov 2020 | COVID crash2020 |
-19.93%Nov 2023 | 12d | 11mo 20d | 12mo 2dNov 2023 - Nov 2024 | — |
-16.90%Dec 2018 | 3mo 27d | 6mo 11d | 10mo 8dAug 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
-16.69%Apr 2025 | 2mo 16d | 3mo 15d | 6mo 1dJan 2025 - Jul 2025 | 2025 selloff2025 |
Drawdown Indicators
| FSWD.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -37.07% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -8.03% | +2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -22.15% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -19.93% | -22.15% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -26.27% | -26.01% | -0.26% |
Current DrawdownCurrent decline from peak | -0.91% | -1.42% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -5.29% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.20% | -0.66% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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