FSWD.L vs. ISUS.L
FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) and ISUS.L (iShares MSCI USA Islamic UCITS ETF USD (Dist)) are both exchange-traded funds - FSWD.L is a Global Equities fund tracking the STOXX Developed World Equity Factor Screened Net Index, while ISUS.L is a Large Cap Blend Equities fund tracking the MSCI US Islamic Gross Index in USD (NET). Both are passively managed. Over the past 10 years, FSWD.L returned 11.49%/yr vs 11.08%/yr for ISUS.L. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
FSWD.L vs. ISUS.L - Performance Comparison
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Returns By Period
In the year-to-date period, FSWD.L achieves a 12.10% return, which is significantly lower than ISUS.L's 15.18% return. Both investments have delivered pretty close results over the past 10 years, with FSWD.L having a 11.49% annualized return and ISUS.L not far behind at 11.08%.
FSWD.L
- 1D
- -0.82%
- 1M
- -0.61%
- 6M
- 10.73%
- YTD
- 12.10%
- 1Y
- 24.41%
- 3Y*
- 18.45%
- 5Y*
- 11.68%
- 10Y*
- 11.49%
ISUS.L
- 1D
- -1.12%
- 1M
- -4.93%
- 6M
- 12.13%
- YTD
- 15.18%
- 1Y
- 26.94%
- 3Y*
- 14.18%
- 5Y*
- 13.20%
- 10Y*
- 11.08%
FSWD.L vs. ISUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.10% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 6.89% | 17.63% | -7.35% | 15.20% |
ISUS.L iShares MSCI USA Islamic UCITS ETF USD (Dist) | 15.18% | 8.35% | 11.17% | 18.94% | -1.34% | 31.21% | 3.24% | 16.79% | -0.56% | 3.81% |
Correlation
The correlation between FSWD.L and ISUS.L is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2015 | 0.87 |
The correlation between FSWD.L and ISUS.L shifts across timeframes, from 0.68 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FSWD.L vs. ISUS.L — Risk / Return Rank
FSWD.L
ISUS.L
FSWD.L vs. ISUS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) and iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.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.
| FSWD.L | ISUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.35 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.46 | +0.66 |
| Martin ratioReturn relative to average drawdown | 15.80 | 12.15 | +3.65 |
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Drawdowns
FSWD.L vs. ISUS.L - Drawdown Comparison
The maximum FSWD.L drawdown since its inception was -37.43%, smaller than the maximum ISUS.L drawdown of -60.74%. Use the drawdown chart below to compare losses from any high point for FSWD.L and ISUS.L.
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Drawdown Indicators
| FSWD.L | ISUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -60.74% | +23.31% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -7.75% | +1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -23.99% | +4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.93% | -23.99% | +4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -26.27% | -24.48% | -1.79% |
Current DrawdownCurrent decline from peak | -1.42% | -7.75% | +6.33% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -14.34% | +6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.21% | -0.67% |
Volatility
FSWD.L vs. ISUS.L - Volatility Comparison
The current volatility for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) is 2.86%, while iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) has a volatility of 6.15%. This indicates that FSWD.L experiences smaller price fluctuations and is considered to be less risky than ISUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSWD.L | ISUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 6.15% | -3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 11.39% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 14.03% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 14.94% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 15.59% | +1.81% |
FSWD.L vs. ISUS.L - Expense Ratio Comparison
Both FSWD.L and ISUS.L have an expense ratio of 0.30%.
Dividends
FSWD.L vs. ISUS.L - Dividend Comparison
FSWD.L has not paid dividends to shareholders, while ISUS.L's dividend yield for the trailing twelve months is around 0.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor 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% |
ISUS.L iShares MSCI USA Islamic UCITS ETF USD (Dist) | 0.66% | 0.75% | 0.89% | 1.13% | 1.53% | 1.00% | 1.50% | 1.41% | 1.45% | 1.43% | 1.23% | 1.39% |
Frequently Asked Questions
FSWD.L and ISUS.L have a correlation of 0.68, 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 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FSWD.L and ISUS.L have the same expense ratio: 0.30% per year.
FSWD.L is categorized as Global Equities, while ISUS.L is Large Cap Blend Equities. FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index, while ISUS.L tracks MSCI US Islamic Gross Index in USD (NET).
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