FSWD.L vs. PACW.L
FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) and PACW.L (Amundi Prime All Country World UCITS ETF Income) are both Global Equities funds - FSWD.L tracks the STOXX Developed World Equity Factor Screened Net Index while PACW.L tracks the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, FSWD.L returned 24.41% vs 22.47% for PACW.L. Their correlation of 0.89 suggests significant overlap in exposure. FSWD.L charges 0.30%/yr vs 0.07%/yr for PACW.L.
Performance
FSWD.L vs. PACW.L - Performance Comparison
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Different Trading Currencies
FSWD.L is traded in GBp, while PACW.L is traded in GBP. To make them comparable, the PACW.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FSWD.L achieves a 12.10% return, which is significantly higher than PACW.L's 10.95% return.
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%
PACW.L
- 1D
- 0.00%
- 1M
- -1.26%
- 6M
- 8.28%
- YTD
- 10.95%
- 1Y
- 22.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSWD.L vs. PACW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.10% | 11.08% |
PACW.L Amundi Prime All Country World UCITS ETF Income | 10.95% | 9.40% |
Correlation
The correlation between FSWD.L and PACW.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2025 | 0.89 |
The correlation between FSWD.L and PACW.L has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
FSWD.L vs. PACW.L — Risk / Return Rank
FSWD.L
PACW.L
FSWD.L vs. PACW.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 Amundi Prime All Country World UCITS ETF Income (PACW.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 | PACW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.20 | +0.92 |
| Martin ratioReturn relative to average drawdown | 15.80 | 12.37 | +3.42 |
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Drawdowns
FSWD.L vs. PACW.L - Drawdown Comparison
The maximum FSWD.L drawdown since its inception was -37.43%, which is greater than PACW.L's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for FSWD.L and PACW.L.
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Drawdown Indicators
| FSWD.L | PACW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -17.74% | -19.69% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -7.06% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.27% | — | — |
Current DrawdownCurrent decline from peak | -1.42% | -2.16% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -2.91% | -4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.82% | -0.28% |
Volatility
FSWD.L vs. PACW.L - Volatility Comparison
The current volatility for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) is 2.86%, while Amundi Prime All Country World UCITS ETF Income (PACW.L) has a volatility of 3.15%. This indicates that FSWD.L experiences smaller price fluctuations and is considered to be less risky than PACW.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 | PACW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 3.15% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 8.64% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 11.23% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 13.89% | +4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 13.89% | +3.51% |
FSWD.L vs. PACW.L - Expense Ratio Comparison
FSWD.L has a 0.30% expense ratio, which is higher than PACW.L's 0.07% expense ratio.
Dividends
FSWD.L vs. PACW.L - Dividend Comparison
FSWD.L has not paid dividends to shareholders, while PACW.L's dividend yield for the trailing twelve months is around 1.24%.
| Position | TTM |
|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 0.00% |
PACW.L Amundi Prime All Country World UCITS ETF Income | 1.24% |
Frequently Asked Questions
FSWD.L and PACW.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PACW.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PACW.L is cheaper with a 0.07% expense ratio, compared with 0.30% for FSWD.L.
FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index, while PACW.L tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for FSWD.L and 0.07% for PACW.L.
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