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GGRA.L vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GGRA.L vs. SWDA.L

Last updated Jun 25, 2026

GGRA.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - GGRA.L is a Global Equity Income fund tracking the WisdomTree Global Developed Quality Dividend Growth, while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, GGRA.L returned 12.02%/yr vs 13.29%/yr for SWDA.L. Their correlation of 0.81 suggests significant overlap in exposure. GGRA.L charges 0.38%/yr vs 0.20%/yr for SWDA.L.

Performance

GGRA.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GGRA.L is traded in USD, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GGRA.L achieves a 4.30% return, which is significantly lower than SWDA.L's 8.04% return. Over the past 10 years, GGRA.L has underperformed SWDA.L with an annualized return of 12.02%, while SWDA.L has yielded a comparatively higher 13.29% annualized return.

GGRA.L

1D
0.50%
1M
0.52%
YTD
4.30%
6M
4.36%
1Y
15.35%
3Y*
12.63%
5Y*
7.81%
10Y*
12.02%

SWDA.L

1D
0.30%
1M
-0.48%
YTD
8.04%
6M
7.87%
1Y
22.44%
3Y*
19.75%
5Y*
11.31%
10Y*
13.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGRA.L vs. SWDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GGRA.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc		4.30%16.21%8.94%18.40%-13.65%19.40%16.48%34.97%-8.59%25.42%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		8.04%21.14%19.09%23.79%-18.13%22.52%15.68%27.97%-9.23%22.42%

Correlation

The correlation between GGRA.L and SWDA.L is 0.81, 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.81

The correlation between GGRA.L and SWDA.L has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

GGRA.L vs. SWDA.L - Sectors Allocation Comparison

Sectors
GGRA.L
SWDA.L

Technology

20.2%
30.2%

Industrials

16.5%
10.9%

Healthcare

15.4%
9.0%

Consumer Cyclical

15.2%
8.9%

Financial Services

9.8%
15.6%

Consumer Defensive

7.0%
5.2%

Communication Services

6.7%
8.7%

Basic Materials

3.6%
3.2%

Utilities

0.4%
2.5%

Real Estate

0.3%
1.8%

Energy

0.0%
4.1%

Technology

GGRA.L
20.2%
SWDA.L
30.2%

Industrials

GGRA.L
16.5%
SWDA.L
10.9%

Healthcare

GGRA.L
15.4%
SWDA.L
9.0%

Consumer Cyclical

GGRA.L
15.2%
SWDA.L
8.9%

Financial Services

GGRA.L
9.8%
SWDA.L
15.6%

Consumer Defensive

GGRA.L
7.0%
SWDA.L
5.2%

Communication Services

GGRA.L
6.7%
SWDA.L
8.7%

Basic Materials

GGRA.L
3.6%
SWDA.L
3.2%

Utilities

GGRA.L
0.4%
SWDA.L
2.5%

Real Estate

GGRA.L
0.3%
SWDA.L
1.8%

Energy

GGRA.L
0.0%
SWDA.L
4.1%

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WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with GGRA.L:
GGRA.L vs. IWFQ.LGGRA.L vs. XMAW.LGGRA.L vs. JPGL.LGGRA.L vs. FGQD.LGGRA.L vs. DFIVGGRA.L vs. QQQGGRA.L vs. SCHD
Often compared with SWDA.L:
SWDA.L vs. IWDA.LSWDA.L vs. VWRP.LSWDA.L vs. VWCE.DESWDA.L vs. SPYSWDA.L vs. IUSQ.DESWDA.L vs. EUN.LSWDA.L vs. VOO

Return for Risk

GGRA.L vs. SWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GGRA.L
GGRA.L Risk / Return Rank: 3939
Overall Rank
GGRA.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GGRA.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
GGRA.L Omega Ratio Rank: 4040
Omega Ratio Rank
GGRA.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
GGRA.L Martin Ratio Rank: 4141
Martin Ratio Rank
SWDA.L
SWDA.L Risk / Return Rank: 8686
Overall Rank
SWDA.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8787
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8585
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.

GGRA.L vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.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.

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.

GGRA.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility
1.25
1.92

-0.67

Sortino ratioReturn per unit of downside risk
2.04
2.85

-0.81

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.11

Calmar ratioReturn relative to maximum drawdown

1.51

2.60

-1.09

Martin ratioReturn relative to average drawdown

6.00

11.17

-5.18

GGRA.L vs. SWDA.L - Sharpe Ratio Comparison

The current GGRA.L Sharpe Ratio is 1.25, which is lower than the SWDA.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of GGRA.L and SWDA.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

GGRA.L vs. SWDA.L - Drawdown Comparison

The maximum GGRA.L drawdown since its inception was -30.94%, smaller than the maximum SWDA.L drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for GGRA.L and SWDA.L.

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Drawdown Indicators

GGRA.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.94%

-45.69%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-8.59%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-14.76%

-17.07%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-26.50%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

-33.61%

+2.67%

Current Drawdown

Current decline from peak

-1.49%

-2.02%

+0.53%

Average Drawdown

Average peak-to-trough decline

-4.20%

-11.19%

+6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.00%

+0.56%

Volatility

GGRA.L vs. SWDA.L - Volatility Comparison

WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) have volatilities of 3.36% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GGRA.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.47%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

9.07%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.32%

11.72%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

15.35%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

15.76%

-0.87%

GGRA.L vs. SWDA.L - Expense Ratio Comparison

GGRA.L has a 0.38% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.

Dividends

GGRA.L vs. SWDA.L - Dividend Comparison

Neither GGRA.L nor SWDA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

GGRA.L and SWDA.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SWDA.L is cheaper with a 0.20% expense ratio, compared with 0.38% for GGRA.L.

GGRA.L is categorized as Global Equity Income, while SWDA.L is Global Equities. GGRA.L tracks WisdomTree Global Developed Quality Dividend Growth, while SWDA.L tracks MSCI World Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for GGRA.L and 0.20% for SWDA.L.

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