CU1.L vs. FSWD.L
CU1.L (iShares MSCI USA UCITS ETF USD (Acc)) and FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) are both exchange-traded funds - CU1.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while FSWD.L is a Global Equities fund tracking the STOXX Developed World Equity Factor Screened Net Index. Both are passively managed. Over the past 10 years, CU1.L returned 14.31%/yr vs 11.49%/yr for FSWD.L. Their correlation of 0.89 suggests significant overlap in exposure. CU1.L charges 0.33%/yr vs 0.30%/yr for FSWD.L.
Performance
CU1.L vs. FSWD.L - Performance Comparison
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Returns By Period
In the year-to-date period, CU1.L achieves a 8.92% return, which is significantly lower than FSWD.L's 12.10% return. Over the past 10 years, CU1.L has outperformed FSWD.L with an annualized return of 14.31%, while FSWD.L has yielded a comparatively lower 11.49% annualized return.
CU1.L
- 1D
- -1.06%
- 1M
- -0.88%
- 6M
- 7.37%
- YTD
- 8.92%
- 1Y
- 19.25%
- 3Y*
- 18.28%
- 5Y*
- 12.81%
- 10Y*
- 14.31%
FSWD.L
- 1D
- -0.82%
- 1M
- -0.61%
- 6M
- 10.73%
- YTD
- 12.10%
- 1Y
- 24.41%
- 3Y*
- 18.45%
- 5Y*
- 11.68%
- 10Y*
- 11.49%
CU1.L vs. FSWD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CU1.L iShares MSCI USA UCITS ETF USD (Acc) | 8.92% | 9.22% | 27.38% | 20.66% | -10.62% | 28.72% | 16.30% | 26.24% | -0.58% | 10.75% |
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.10% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 6.89% | 17.63% | -7.35% | 15.20% |
Correlation
The correlation between CU1.L and FSWD.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2015 | 0.89 |
The correlation between CU1.L and FSWD.L has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
CU1.L vs. FSWD.L — Risk / Return Rank
CU1.L
FSWD.L
CU1.L vs. FSWD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| CU1.L | FSWD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.40 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 4.12 | -1.62 |
| Martin ratioReturn relative to average drawdown | 8.48 | 15.80 | -7.32 |
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Drawdowns
CU1.L vs. FSWD.L - Drawdown Comparison
The maximum CU1.L drawdown since its inception was -98.42%, which is greater than FSWD.L's maximum drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for CU1.L and FSWD.L.
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Drawdown Indicators
| CU1.L | FSWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.42% | -37.43% | -60.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.68% | -5.90% | -1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -19.93% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -19.93% | -1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -25.87% | -26.27% | +0.40% |
Current DrawdownCurrent decline from peak | -1.89% | -1.42% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -7.38% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.54% | +0.73% |
Volatility
CU1.L vs. FSWD.L - Volatility Comparison
iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) has a higher volatility of 3.12% compared to iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) at 2.86%. This indicates that CU1.L's price experiences larger fluctuations and is considered to be riskier than FSWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CU1.L | FSWD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 2.86% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 8.36% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 10.94% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 18.86% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 17.40% | +0.98% |
CU1.L vs. FSWD.L - Expense Ratio Comparison
CU1.L has a 0.33% expense ratio, which is higher than FSWD.L's 0.30% expense ratio.
Dividends
CU1.L vs. FSWD.L - Dividend Comparison
Neither CU1.L nor FSWD.L has paid dividends to shareholders.
Frequently Asked Questions
CU1.L and FSWD.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FSWD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FSWD.L is cheaper with a 0.30% expense ratio, compared with 0.33% for CU1.L.
CU1.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. CU1.L tracks Russell 1000 TR USD, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. Their fees differ too: 0.33% for CU1.L and 0.30% for FSWD.L.
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