HDIQ.L vs. SWDA.L
HDIQ.L (iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - HDIQ.L is a Dividend fund tracking the iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist), while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, HDIQ.L returned 10.45%/yr vs 12.77%/yr for SWDA.L. Their correlation of 0.86 suggests significant overlap in exposure. HDIQ.L charges 0.35%/yr vs 0.20%/yr for SWDA.L.
Performance
HDIQ.L vs. SWDA.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HDIQ.L achieves a 13.03% return, which is significantly higher than SWDA.L's 9.95% return. Over the past 10 years, HDIQ.L has underperformed SWDA.L with an annualized return of 10.45%, while SWDA.L has yielded a comparatively higher 12.77% annualized return.
HDIQ.L
- 1D
- -0.54%
- 1M
- -1.79%
- 6M
- 11.38%
- YTD
- 13.03%
- 1Y
- 22.75%
- 3Y*
- 16.55%
- 5Y*
- 12.28%
- 10Y*
- 10.45%
SWDA.L
- 1D
- -0.55%
- 1M
- -0.21%
- 6M
- 8.73%
- YTD
- 9.95%
- 1Y
- 21.07%
- 3Y*
- 17.79%
- 5Y*
- 12.11%
- 10Y*
- 12.77%
HDIQ.L vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDIQ.L iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) | 13.03% | 8.74% | 17.34% | 8.04% | 4.90% | 23.47% | -3.34% | 17.58% | -0.65% | 6.76% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 9.95% | 12.64% | 21.11% | 17.59% | -8.33% | 23.64% | 12.25% | 23.03% | -3.78% | 11.78% |
Correlation
The correlation between HDIQ.L and SWDA.L is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2014 | 0.86 |
The correlation between HDIQ.L and SWDA.L has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HDIQ.L vs. SWDA.L — Risk / Return Rank
HDIQ.L
SWDA.L
HDIQ.L vs. SWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.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.
| HDIQ.L | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 3.20 | +1.58 |
| Martin ratioReturn relative to average drawdown | 16.29 | 12.47 | +3.82 |
Loading charts...
Drawdowns
HDIQ.L vs. SWDA.L - Drawdown Comparison
The maximum HDIQ.L drawdown since its inception was -41.26%, roughly equal to the maximum SWDA.L drawdown of -41.70%. Use the drawdown chart below to compare losses from any high point for HDIQ.L and SWDA.L.
Loading charts...
Drawdown Indicators
| HDIQ.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.26% | -41.70% | +0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -6.55% | +1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -18.80% | -18.50% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -18.50% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -24.46% | -25.58% | +1.12% |
Current DrawdownCurrent decline from peak | -2.55% | -1.05% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -9.44% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.69% | -0.20% |
Volatility
HDIQ.L vs. SWDA.L - Volatility Comparison
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (HDIQ.L) has a higher volatility of 2.84% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.61%. This indicates that HDIQ.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
| HDIQ.L | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 2.61% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 7.86% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 10.57% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.05% | 13.36% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 14.50% | -0.25% |
HDIQ.L vs. SWDA.L - Expense Ratio Comparison
HDIQ.L has a 0.35% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.
Dividends
HDIQ.L vs. SWDA.L - Dividend Comparison
HDIQ.L's dividend yield for the trailing twelve months is around 1.53%, while SWDA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDIQ.L iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) | 1.53% | 1.69% | 1.90% | 2.05% | 2.28% | 2.04% | 2.71% | 2.43% | 0.00% | 1.13% | 2.13% | 2.40% |
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% |
Frequently Asked Questions
HDIQ.L and SWDA.L have a correlation of 0.80, 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 0.35% for HDIQ.L.
HDIQ.L is categorized as Dividend, while SWDA.L is Global Equities. HDIQ.L tracks iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist), while SWDA.L tracks MSCI World Index. Their fees differ too: 0.35% for HDIQ.L and 0.20% for SWDA.L.
Find the right allocation for HDIQ.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