GCP.L vs. SWDA.L
Compare and contrast key facts about GCP Infrastructure Investments Limited (GCP.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
GCP.L vs. SWDA.L - Performance Comparison
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GCP.L vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCP.L GCP Infrastructure Investments Limited | -1.11% | 15.63% | 7.90% | -22.98% | 0.44% | 6.30% | -11.70% | 9.93% | 5.00% | 11.41% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -1.30% | 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, GCP.L achieves a -1.11% return, which is significantly higher than SWDA.L's -1.30% return. Over the past 10 years, GCP.L has underperformed SWDA.L with an annualized return of 2.30%, while SWDA.L has yielded a comparatively higher 12.86% annualized return.
GCP.L
- 1D
- -0.96%
- 1M
- -5.77%
- YTD
- -1.11%
- 6M
- 4.68%
- 1Y
- 10.64%
- 3Y*
- 3.76%
- 5Y*
- 1.26%
- 10Y*
- 2.30%
SWDA.L
- 1D
- 1.95%
- 1M
- -3.36%
- YTD
- -1.30%
- 6M
- 2.30%
- 1Y
- 16.83%
- 3Y*
- 14.80%
- 5Y*
- 11.37%
- 10Y*
- 12.86%
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Return for Risk
GCP.L vs. SWDA.L — Risk / Return Rank
GCP.L
SWDA.L
GCP.L vs. SWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GCP Infrastructure Investments Limited (GCP.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.
| GCP.L | SWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.19 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.66 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 2.57 | -1.35 |
Martin ratioReturn relative to average drawdown | 2.38 | 9.40 | -7.02 |
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
| GCP.L | SWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.19 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.85 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.88 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.84 | -0.56 |
Correlation
The correlation between GCP.L and SWDA.L is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GCP.L vs. SWDA.L - Dividend Comparison
GCP.L's dividend yield for the trailing twelve months is around 9.74%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCP.L GCP Infrastructure Investments Limited | 9.74% | 9.41% | 9.89% | 9.72% | 6.86% | 6.46% | 6.97% | 5.77% | 5.97% | 5.89% | 6.18% | 6.33% |
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
GCP.L vs. SWDA.L - Drawdown Comparison
The maximum GCP.L drawdown since its inception was -44.22%, 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 GCP.L and SWDA.L.
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Drawdown Indicators
| GCP.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.22% | -25.58% | -18.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -10.26% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -44.22% | -18.50% | -25.72% |
Max Drawdown (10Y)Largest decline over 10 years | -44.22% | -25.58% | -18.64% |
Current DrawdownCurrent decline from peak | -15.18% | -3.59% | -11.59% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -3.52% | -4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.73% | 1.79% | +2.94% |
Volatility
GCP.L vs. SWDA.L - Volatility Comparison
GCP Infrastructure Investments Limited (GCP.L) has a higher volatility of 5.57% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.34%. This indicates that GCP.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
| GCP.L | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 4.34% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 8.09% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 14.18% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 13.38% | +6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 14.51% | +6.02% |