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FSWD.L vs. ISUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSWD.L vs. ISUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) and iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSWD.L vs. ISUS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

FSWD.L
FSWD.L Risk / Return Rank: 8989
Overall Rank
FSWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9191
Martin Ratio Rank

ISUS.L
ISUS.L Risk / Return Rank: 8080
Overall Rank
ISUS.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ISUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISUS.L Omega Ratio Rank: 7979
Omega Ratio Rank
ISUS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ISUS.L Martin Ratio Rank: 8383
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.

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.LISUS.LDifference
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

FSWD.L vs. ISUS.L - Sharpe Ratio Comparison

The current FSWD.L Sharpe Ratio is 2.24, which is comparable to the ISUS.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FSWD.L and ISUS.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

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.LISUS.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.42%

-7.75%

+6.33%

Average Drawdown

Average peak-to-trough decline

-7.38%

-14.34%

+6.96%

Ulcer Index

Depth 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.LISUS.LDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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