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EWSP.L vs. ISAC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EWSP.L vs. ISAC.L

Last updated Jun 5, 2026

EWSP.L (iShares S&P 500 Equal Weight UCITS ETF USD (Acc)) and ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) are both exchange-traded funds - EWSP.L is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while ISAC.L is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 3 years, EWSP.L returned 12.30%/yr vs 18.15%/yr for ISAC.L. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.

Performance

EWSP.L vs. ISAC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EWSP.L is traded in GBP, while ISAC.L is traded in USD. To make them comparable, the ISAC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EWSP.L achieves a 9.60% return, which is significantly lower than ISAC.L's 11.99% return.

EWSP.L

1D
0.41%
1M
4.78%
YTD
9.60%
6M
10.10%
1Y
21.05%
3Y*
12.30%
5Y*
—
10Y*
—

ISAC.L

1D
-0.10%
1M
5.22%
YTD
11.99%
6M
12.22%
1Y
30.05%
3Y*
18.15%
5Y*
12.59%
10Y*
13.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWSP.L vs. ISAC.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
EWSP.L
iShares S&P 500 Equal Weight UCITS ETF USD (Acc)		9.60%3.96%14.13%7.72%-1.67%
ISAC.L
iShares MSCI ACWI UCITS ETF USD (Acc)		11.99%13.64%19.87%16.44%-4.14%

Correlation

The correlation between EWSP.L and ISAC.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.65

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

0.71

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2022

0.73

The correlation between EWSP.L and ISAC.L has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.

EWSP.L vs. ISAC.L - Sectors Allocation Comparison

Sectors
EWSP.L
ISAC.L

Technology

19.8%
33.9%

Financial Services

14.3%
17.3%

Industrials

14.2%
9.0%

Healthcare

11.2%
7.8%

Consumer Cyclical

9.9%
8.5%

Consumer Defensive

6.5%
4.4%

Real Estate

6.3%
1.2%

Utilities

5.8%
2.2%

Energy

4.2%
3.6%

Communication Services

4.0%
8.6%

Basic Materials

3.9%
2.9%

Technology

EWSP.L
19.8%
ISAC.L
33.9%

Financial Services

EWSP.L
14.3%
ISAC.L
17.3%

Industrials

EWSP.L
14.2%
ISAC.L
9.0%

Healthcare

EWSP.L
11.2%
ISAC.L
7.8%

Consumer Cyclical

EWSP.L
9.9%
ISAC.L
8.5%

Consumer Defensive

EWSP.L
6.5%
ISAC.L
4.4%

Real Estate

EWSP.L
6.3%
ISAC.L
1.2%

Utilities

EWSP.L
5.8%
ISAC.L
2.2%

Energy

EWSP.L
4.2%
ISAC.L
3.6%

Communication Services

EWSP.L
4.0%
ISAC.L
8.6%

Basic Materials

EWSP.L
3.9%
ISAC.L
2.9%

Compare stocks, funds, or ETFs

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iShares S&P 500 Equal Weight UCITS ETF USD (Acc)

iShares MSCI ACWI UCITS ETF USD (Acc)

Often compared with EWSP.L:
EWSP.L vs. RSPEWSP.L vs. SPXP.LEWSP.L vs. SPYEWSP.L vs. VOOEWSP.L vs. SPES.LEWSP.L vs. VUAA.LEWSP.L vs. XDWE.L
Often compared with ISAC.L:
ISAC.L vs. VWRA.LISAC.L vs. SSAC.LISAC.L vs. IWDA.LISAC.L vs. VTISAC.L vs. SWDA.LISAC.L vs. VOOISAC.L vs. SWRD.L

Return for Risk

EWSP.L vs. ISAC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EWSP.L
EWSP.L Risk / Return Rank: 6767
Overall Rank
EWSP.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EWSP.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EWSP.L Omega Ratio Rank: 6565
Omega Ratio Rank
EWSP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
EWSP.L Martin Ratio Rank: 6565
Martin Ratio Rank
ISAC.L
ISAC.L Risk / Return Rank: 7373
Overall Rank
ISAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ISAC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISAC.L Omega Ratio Rank: 7373
Omega Ratio Rank
ISAC.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISAC.L Martin Ratio Rank: 7474
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.

EWSP.L vs. ISAC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.

EWSP.LISAC.LDifference
Sharpe ratioReturn per unit of total volatility
2.16
2.52

-0.36

Sortino ratioReturn per unit of downside risk
2.97
3.47

-0.50

Omega ratioGain probability vs. loss probability

1.39

1.47

-0.09

Calmar ratioReturn relative to maximum drawdown

3.69

4.35

-0.66

Martin ratioReturn relative to average drawdown

11.84

16.70

-4.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EWSP.L vs. ISAC.L - Sharpe Ratio Comparison

The current EWSP.L Sharpe Ratio is 2.16, which is comparable to the ISAC.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of EWSP.L and ISAC.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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Sharpe Ratios by Period

EWSP.LISAC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

2.52

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.88

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.87

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.86

-0.20

Drawdowns

EWSP.L vs. ISAC.L - Drawdown Comparison

The maximum EWSP.L drawdown since its inception was -19.59%, smaller than the maximum ISAC.L drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for EWSP.L and ISAC.L.

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Drawdown Indicators

EWSP.LISAC.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.59%

-25.84%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.68%

-6.88%

+1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.33%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.33%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.84%

—

Current Drawdown

Current decline from peak

0.00%

-0.36%

+0.36%

Average Drawdown

Average peak-to-trough decline

-4.68%

-3.56%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.80%

-0.03%

Volatility

EWSP.L vs. ISAC.L - Volatility Comparison

The current volatility for iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) is 1.96%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.70%. This indicates that EWSP.L experiences smaller price fluctuations and is considered to be less risky than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EWSP.LISAC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

3.70%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

6.50%

9.23%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

9.72%

11.88%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.22%

14.28%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.22%

15.48%

-2.26%

EWSP.L vs. ISAC.L - Expense Ratio Comparison

Both EWSP.L and ISAC.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%.

Dividends

EWSP.L vs. ISAC.L - Dividend Comparison

Neither EWSP.L nor ISAC.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

EWSP.L and ISAC.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EWSP.L and ISAC.L have the same expense ratio: 0.20% per year.

EWSP.L is categorized as S&P 500, while ISAC.L is Global Equities. EWSP.L tracks S&P 500 Equal Weight Index, while ISAC.L tracks MSCI ACWI Index.

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