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

Performance

EXPN.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Experian plc (EXPN.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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EXPN.L vs. SWDA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXPN.L
Experian plc
-22.57%-1.12%9.03%15.56%-21.28%32.39%10.32%36.22%18.65%5.36%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
-1.13%12.64%21.11%17.59%-8.33%23.64%12.25%23.03%-3.78%11.78%

Returns By Period

In the year-to-date period, EXPN.L achieves a -22.57% return, which is significantly lower than SWDA.L's -1.13% return. Over the past 10 years, EXPN.L has underperformed SWDA.L with an annualized return of 9.16%, while SWDA.L has yielded a comparatively higher 12.93% annualized return.


EXPN.L

1D
-1.78%
1M
-3.10%
YTD
-22.57%
6M
-26.02%
1Y
-27.33%
3Y*
0.54%
5Y*
1.78%
10Y*
9.16%

SWDA.L

1D
0.18%
1M
-1.75%
YTD
-1.13%
6M
1.88%
1Y
17.03%
3Y*
14.73%
5Y*
11.41%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

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

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

EXPN.L
EXPN.L Risk / Return Rank: 1010
Overall Rank
EXPN.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EXPN.L Sortino Ratio Rank: 77
Sortino Ratio Rank
EXPN.L Omega Ratio Rank: 88
Omega Ratio Rank
EXPN.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
EXPN.L Martin Ratio Rank: 1212
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 7474
Overall Rank
SWDA.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 6363
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 9191
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.

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

This table presents a comparison of risk-adjusted performance metrics for Experian plc (EXPN.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.


EXPN.LSWDA.LDifference

Sharpe ratio

Return per unit of total volatility

-0.95

1.20

-2.15

Sortino ratio

Return per unit of downside risk

-1.27

1.68

-2.96

Omega ratio

Gain probability vs. loss probability

0.85

1.25

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.60

3.40

-4.00

Martin ratio

Return relative to average drawdown

-1.35

13.33

-14.67

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

The current EXPN.L Sharpe Ratio is -0.95, which is lower than the SWDA.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of EXPN.L and SWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EXPN.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

1.20

-2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.85

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.89

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.84

-0.47

Correlation

The correlation between EXPN.L and SWDA.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EXPN.L vs. SWDA.L - Dividend Comparison

EXPN.L's dividend yield for the trailing twelve months is around 1.83%, while SWDA.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EXPN.L
Experian plc
1.83%1.41%1.34%1.36%1.47%0.94%1.34%1.45%1.76%1.34%1.99%2.83%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXPN.L vs. SWDA.L - Drawdown Comparison

The maximum EXPN.L drawdown since its inception was -56.26%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for EXPN.L and SWDA.L.


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Drawdown Indicators


EXPN.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.26%

-25.58%

-30.68%

Max Drawdown (1Y)

Largest decline over 1 year

-41.63%

-6.55%

-35.08%

Max Drawdown (5Y)

Largest decline over 5 years

-41.63%

-18.50%

-23.13%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

-25.58%

-16.05%

Current Drawdown

Current decline from peak

-36.30%

-3.42%

-32.88%

Average Drawdown

Average peak-to-trough decline

-10.87%

-3.52%

-7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.52%

1.67%

+16.85%

Volatility

EXPN.L vs. SWDA.L - Volatility Comparison

Experian plc (EXPN.L) has a higher volatility of 7.42% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.16%. This indicates that EXPN.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


EXPN.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

4.16%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

21.28%

8.09%

+13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

28.76%

14.14%

+14.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.09%

13.37%

+11.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

14.51%

+10.47%