EDMW.DE vs. SWDA.L
Compare and contrast key facts about iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
EDMW.DE and SWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDMW.DE is a passively managed fund by iShares that tracks the performance of the MSCI World ESG Enhanced Focus. It was launched on Apr 16, 2019. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both EDMW.DE and SWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EDMW.DE vs. SWDA.L - Performance Comparison
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EDMW.DE vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMW.DE iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) | -2.01% | 6.42% | 25.12% | 18.98% | -15.82% | 33.40% | 6.84% | 12.25% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -1.00% | 6.76% | 26.95% | 20.08% | -13.06% | 31.68% | 6.15% | 11.28% |
Different Trading Currencies
EDMW.DE is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EDMW.DE achieves a -2.01% return, which is significantly lower than SWDA.L's -0.91% return.
EDMW.DE
- 1D
- 0.02%
- 1M
- -2.21%
- YTD
- -2.01%
- 6M
- 1.03%
- 1Y
- 10.87%
- 3Y*
- 13.67%
- 5Y*
- 9.51%
- 10Y*
- —
SWDA.L
- 1D
- 0.00%
- 1M
- -1.92%
- YTD
- -0.91%
- 6M
- 2.02%
- 1Y
- 11.94%
- 3Y*
- 15.05%
- 5Y*
- 10.91%
- 10Y*
- 11.95%
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EDMW.DE vs. SWDA.L - Expense Ratio Comparison
Both EDMW.DE and SWDA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
EDMW.DE vs. SWDA.L — Risk / Return Rank
EDMW.DE
SWDA.L
EDMW.DE vs. SWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.
| EDMW.DE | SWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.77 | -0.10 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.11 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.82 | -0.51 |
Martin ratioReturn relative to average drawdown | 8.84 | 11.13 | -2.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EDMW.DE | SWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.77 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.77 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.81 | -0.13 |
Correlation
The correlation between EDMW.DE and SWDA.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EDMW.DE vs. SWDA.L - Dividend Comparison
Neither EDMW.DE nor SWDA.L has paid dividends to shareholders.
Drawdowns
EDMW.DE vs. SWDA.L - Drawdown Comparison
The maximum EDMW.DE drawdown since its inception was -33.12%, roughly equal to the maximum SWDA.L drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and SWDA.L.
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Drawdown Indicators
| EDMW.DE | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -25.58% | -7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.54% | -6.55% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -18.50% | -2.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.58% | — |
Current DrawdownCurrent decline from peak | -4.49% | -3.42% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -5.23% | -3.52% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.67% | +0.20% |
Volatility
EDMW.DE vs. SWDA.L - Volatility Comparison
iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) have volatilities of 4.29% and 4.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDMW.DE | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 4.50% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 8.37% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 15.45% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 14.11% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 15.19% | +1.18% |