PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
GPSA.L vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GPSA.L vs. SWDA.L

Last updated Jun 5, 2026

GPSA.L (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - GPSA.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 5 years, GPSA.L returned 15.27%/yr vs 13.06%/yr for SWDA.L. With a 0.95 correlation, they move nearly in lockstep. GPSA.L charges 0.07%/yr vs 0.20%/yr for SWDA.L.

Performance

GPSA.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with GPSA.L having a 10.42% return and SWDA.L slightly lower at 10.08%.

GPSA.L

1D
0.14%
1M
4.94%
YTD
10.42%
6M
9.60%
1Y
29.51%
3Y*
20.13%
5Y*
15.27%
10Y*
—

SWDA.L

1D
0.15%
1M
3.75%
YTD
10.08%
6M
9.92%
1Y
27.16%
3Y*
17.68%
5Y*
13.06%
10Y*
13.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
GPSA.L
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		10.42%9.72%28.95%23.60%-11.94%29.93%17.87%1.19%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		10.08%12.64%21.11%17.59%-8.33%23.64%12.25%0.74%

Correlation

The correlation between GPSA.L and SWDA.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.95

The correlation between GPSA.L and SWDA.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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

Sectors
GPSA.L
SWDA.L

Technology

40.6%
30.0%

Communication Services

11.7%
9.2%

Financial Services

11.7%
15.4%

Consumer Cyclical

10.6%
9.0%

Healthcare

9.0%
8.7%

Industrials

7.3%
10.9%

Consumer Defensive

2.5%
5.2%

Real Estate

2.0%
1.8%

Basic Materials

1.8%
3.2%

Energy

1.7%
4.2%

Utilities

1.2%
2.5%

Technology

GPSA.L
40.6%
SWDA.L
30.0%

Communication Services

GPSA.L
11.7%
SWDA.L
9.2%

Financial Services

GPSA.L
11.7%
SWDA.L
15.4%

Consumer Cyclical

GPSA.L
10.6%
SWDA.L
9.0%

Healthcare

GPSA.L
9.0%
SWDA.L
8.7%

Industrials

GPSA.L
7.3%
SWDA.L
10.9%

Consumer Defensive

GPSA.L
2.5%
SWDA.L
5.2%

Real Estate

GPSA.L
2.0%
SWDA.L
1.8%

Basic Materials

GPSA.L
1.8%
SWDA.L
3.2%

Energy

GPSA.L
1.7%
SWDA.L
4.2%

Utilities

GPSA.L
1.2%
SWDA.L
2.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI USA ESG Screened UCITS ETF USD (Acc)

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with GPSA.L:
GPSA.L vs. XDUS.LGPSA.L vs. SDUS.LGPSA.L vs. V3AA.DEGPSA.L vs. ESUS.LGPSA.L vs. VUAG.LGPSA.L vs. CSPX.LGPSA.L vs. VUSA.L
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GPSA.L
GPSA.L Risk / Return Rank: 7575
Overall Rank
GPSA.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GPSA.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
GPSA.L Omega Ratio Rank: 8181
Omega Ratio Rank
GPSA.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
GPSA.L Martin Ratio Rank: 6464
Martin Ratio Rank
SWDA.L
SWDA.L Risk / Return Rank: 8383
Overall Rank
SWDA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8484
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SWDA.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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.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.

GPSA.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility
2.59
2.66

-0.07

Sortino ratioReturn per unit of downside risk
3.49
3.69

-0.20

Omega ratioGain probability vs. loss probability

1.48

1.51

-0.03

Calmar ratioReturn relative to maximum drawdown

3.32

4.14

-0.83

Martin ratioReturn relative to average drawdown

11.67

16.55

-4.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current GPSA.L Sharpe Ratio is 2.59, which is comparable to the SWDA.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of GPSA.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.

Loading charts...

Sharpe Ratios by Period

GPSA.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

2.66

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.98

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.96

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.88

+0.08

Drawdowns

GPSA.L vs. SWDA.L - Drawdown Comparison

The maximum GPSA.L drawdown since its inception was -23.14%, smaller than the maximum SWDA.L drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for GPSA.L and SWDA.L.

Loading charts...

Drawdown Indicators

GPSA.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.14%

-25.58%

+2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-6.55%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-22.33%

-18.50%

-3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-18.50%

-3.83%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.58%

—

Current Drawdown

Current decline from peak

-0.19%

-0.10%

-0.09%

Average Drawdown

Average peak-to-trough decline

-4.09%

-3.49%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.64%

+0.91%

Volatility

GPSA.L vs. SWDA.L - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) has a higher volatility of 2.87% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.52%. This indicates that GPSA.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.

Loading charts...

Volatility by Period

GPSA.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.52%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

7.29%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.45%

10.19%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

13.30%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

14.50%

+2.20%

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

GPSA.L has a 0.07% expense ratio, which is lower than SWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

GPSA.L vs. SWDA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.96, GPSA.L and SWDA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, GPSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GPSA.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SWDA.L.

GPSA.L is categorized as Large Cap Blend Equities, while SWDA.L is Global Equities. GPSA.L tracks Russell 1000 TR USD, while SWDA.L tracks MSCI World Index. Their fees differ too: 0.07% for GPSA.L and 0.20% for SWDA.L.

Portfolio Optimizer

Find the right allocation for GPSA.L and SWDA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer