- Issuer
- iShares
- Inception Date
- Oct 12, 2020
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares MSCI World SRI UCITS ETF GBP Hedged (Dist)
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
SGWS.L Performance Chart
iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) (SGWS.L) is up 11.7% since the beginning of the year. SGWS.L is currently trading at £9 per share. Investors who bought £1,000 worth of SGWS.L shares 5 years ago would now be looking at an investment worth £1,600.
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Returns By Period
iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) (SGWS.L) has returned 11.67% so far this year and 20.35% over the past 12 months.
iShares MSCI World SRI UCITS ETF GBP Hedged (Dist)
- 1D
- -0.28%
- 1M
- -0.65%
- 6M
- 8.99%
- YTD
- 11.67%
- 1Y
- 20.35%
- 3Y*
- 14.60%
- 5Y*
- 9.85%
- 10Y*
- —
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%
SGWS.L Monthly Returns History
Based on dividend-adjusted daily data since Oct 15, 2020, SGWS.L's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +10.6%, while the worst month was Jan 2022 at -7.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SGWS.L closed higher 50% of trading days. The best single day was Apr 10, 2025 with a return of +4.8%, while the worst single day was Apr 7, 2025 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.70% | 1.08% | -7.60% | 9.10% | 4.58% | 3.79% | -1.70% | 11.67% | |||||
| 2025 | 2.19% | -2.94% | -4.61% | -0.58% | 8.30% | 2.28% | 0.66% | 1.05% | 3.23% | 2.27% | -1.11% | 1.89% | 12.73% |
| 2024 | 1.07% | 2.43% | 2.90% | -3.46% | 0.90% | 4.04% | 1.43% | 0.28% | 2.25% | -1.38% | 5.88% | -2.88% | 13.86% |
| 2023 | 7.13% | 0.00% | 1.47% | 0.69% | 0.17% | 6.72% | 2.43% | -1.90% | -3.90% | -4.03% | 9.11% | 5.03% | 24.27% |
| 2022 | -7.94% | -1.92% | 4.60% | -6.40% | -3.50% | -7.54% | 8.10% | -3.48% | -7.26% | 4.49% | 3.93% | -3.81% | -20.28% |
| 2021 | 0.75% | 0.37% | 4.64% | 3.18% | 1.54% | 2.23% | 2.16% | 3.25% | -2.91% | 7.14% | -0.30% | 3.67% | 28.51% |
Benchmark Metrics
iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) has an annualized alpha of 7.93%, beta of 0.38, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since October 15, 2020.
- This ETF participated in 95.22% of S&P 500 Index downside but only 93.45% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.38 may look defensive, but with R2 of 0.15 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 0.15 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
- 7.93%
- Beta
- 0.38
- R²
- 0.15
- Upside Capture
- 93.45%
- Downside Capture
- 95.22%
Expense Ratio
SGWS.L has an expense ratio of 0.23%, which is considered low.
Return for Risk
Risk / Return Rank
SGWS.L ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) (SGWS.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.
| SGWS.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.50 | -0.04 |
| Martin ratioReturn relative to average drawdown | 9.53 | 9.11 | +0.42 |
Dividends
Dividend History
iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) provided a 1.16% dividend yield over the last twelve months, with an annual payout of £0.10 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | £0.10 | £0.09 | £0.10 | £0.10 | £0.09 | £0.08 | £0.01 |
Dividend yield | 1.16% | 1.16% | 1.36% | 1.47% | 1.75% | 1.16% | 0.10% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI World SRI UCITS ETF GBP Hedged (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.05 | £0.00 | £0.06 | |||||
| 2025 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.04 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.02 | £0.09 |
| 2024 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.04 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.02 | £0.10 |
| 2023 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.04 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.02 | £0.10 |
| 2022 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.04 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.02 | £0.09 |
| 2021 | £0.00 | £0.00 | £0.01 | £0.00 | £0.00 | £0.03 | £0.00 | £0.00 | £0.02 | £0.00 | £0.00 | £0.02 | £0.08 |
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 MSCI World SRI UCITS ETF GBP Hedged (Dist). 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 MSCI World SRI UCITS ETF GBP Hedged (Dist) was 25.65%, occurring on Oct 12, 2022. Recovery took 333 trading sessions.
The current iShares MSCI World SRI UCITS ETF GBP Hedged (Dist) drawdown is 1.70%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.65%Oct 2022 | 9mo 15d | 1y 3mo | 2y 1moDec 2021 - Feb 2024 | Bear market2022 |
-17.92%Apr 2025 | 3mo 29d | 2mo 21d | 6mo 20dDec 2024 - Jun 2025 | 2025 selloff2025 |
-8.74%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 | — |
-8.63%Mar 2026 | 29d | 21d | 1mo 20dFeb 2026 - Apr 2026 | — |
-6.88%Mar 2021 | 17d | 26d | 1mo 13dFeb 2021 - Mar 2021 | — |
Drawdown Indicators
| SGWS.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.65% | -37.07% | +11.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -8.03% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.92% | -22.15% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.65% | -22.15% | -3.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -1.70% | -1.42% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -5.29% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.20% | +0.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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