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EMUM.L vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMUM.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EMU Mid Cap UCITS ETF EUR (Acc) (EMUM.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMUM.L 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

The year-to-date returns for both investments are quite close, with EMUM.L having a 13.16% return and SWDA.L slightly higher at 13.24%.


EMUM.L

1D
-0.66%
1M
0.95%
6M
10.50%
YTD
13.16%
1Y
20.57%
3Y*
19.92%
5Y*
10Y*

SWDA.L

1D
0.12%
1M
1.74%
6M
11.16%
YTD
13.24%
1Y
23.84%
3Y*
18.25%
5Y*
12.40%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMUM.L vs. SWDA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
EMUM.L
iShares MSCI EMU Mid Cap UCITS ETF EUR (Acc)
13.16%31.38%11.63%9.56%-14.55%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
13.24%6.76%26.95%20.08%-10.41%

Correlation

The correlation between EMUM.L and SWDA.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2022

0.25

Over the past year, EMUM.L and SWDA.L have become more correlated (0.49) than their long-term average of 0.25, meaning their price movements have been converging.

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Return for Risk

EMUM.L vs. SWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMUM.L
EMUM.L Risk / Return Rank: 6464
Overall Rank
EMUM.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EMUM.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
EMUM.L Omega Ratio Rank: 6464
Omega Ratio Rank
EMUM.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
EMUM.L Martin Ratio Rank: 6767
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 7979
Overall Rank
SWDA.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 7979
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EMUM.L vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Mid Cap UCITS ETF EUR (Acc) (EMUM.L) 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.

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.


EMUM.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.31

1.40

-0.09

Calmar ratioReturn relative to maximum drawdown

2.72

3.63

-0.91

Martin ratioReturn relative to average drawdown

9.65

14.73

-5.08

EMUM.L vs. SWDA.L - Sharpe Ratio Comparison

The current EMUM.L Sharpe Ratio is 1.63, which is comparable to the SWDA.L Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of EMUM.L and SWDA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMUM.L vs. SWDA.L - Drawdown Comparison

The maximum EMUM.L drawdown since its inception was -23.13%, smaller than the maximum SWDA.L drawdown of -41.36%. Use the drawdown chart below to compare losses from any high point for EMUM.L and SWDA.L.


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Drawdown Indicators


EMUM.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.13%

-41.36%

+18.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-6.53%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-14.40%

-20.55%

+6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

Current Drawdown

Current decline from peak

-1.26%

0.00%

-1.26%

Average Drawdown

Average peak-to-trough decline

-2.58%

-8.73%

+6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.61%

+0.60%

Volatility

EMUM.L vs. SWDA.L - Volatility Comparison

iShares MSCI EMU Mid Cap UCITS ETF EUR (Acc) (EMUM.L) has a higher volatility of 3.11% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.50%. This indicates that EMUM.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMUM.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

2.50%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

7.95%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.17%

11.10%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.57%

14.08%

+11.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

15.19%

+10.38%

EMUM.L vs. SWDA.L - Expense Ratio Comparison

EMUM.L has a 0.49% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.


Dividends

EMUM.L vs. SWDA.L - Dividend Comparison

Neither EMUM.L nor SWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMUM.L and SWDA.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SWDA.L is cheaper with a 0.20% expense ratio, compared with 0.49% for EMUM.L.

EMUM.L is categorized as Europe Equities, while SWDA.L is Global Equities. EMUM.L tracks MSCI EMU Mid Cap Net Index, while SWDA.L tracks MSCI World Index. Their fees differ too: 0.49% for EMUM.L and 0.20% for SWDA.L.

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