EXPN.L vs. SWDA.L
Compare and contrast key facts about Experian plc (EXPN.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
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.
Performance
EXPN.L vs. SWDA.L - Performance Comparison
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EXPN.L vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
EXPN.L vs. SWDA.L — Risk / Return Rank
EXPN.L
SWDA.L
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.L | SWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.95 | 1.20 | -2.15 |
Sortino ratioReturn per unit of downside risk | -1.27 | 1.68 | -2.96 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.25 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.60 | 3.40 | -4.00 |
Martin ratioReturn relative to average drawdown | -1.35 | 13.33 | -14.67 |
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
| EXPN.L | SWDA.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -36.30% | -3.42% | -32.88% |
Average DrawdownAverage peak-to-trough decline | -10.87% | -3.52% | -7.35% |
Ulcer IndexDepth 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.L | SWDA.L | Difference | |
|---|---|---|---|
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% |