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ICGA.DE vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICGA.DE vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI China UCITS ETF USD Acc (ICGA.DE) 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

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

Returns By Period

In the year-to-date period, ICGA.DE achieves a -7.21% return, which is significantly lower than SWDA.L's 11.28% return.


ICGA.DE

1D
1.03%
1M
-2.20%
YTD
-7.21%
6M
-6.68%
1Y
3.16%
3Y*
6.05%
5Y*
-3.91%
10Y*

SWDA.L

1D
1.15%
1M
2.64%
YTD
11.28%
6M
12.42%
1Y
25.22%
3Y*
17.18%
5Y*
12.61%
10Y*
13.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICGA.DE vs. SWDA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
-7.21%16.59%27.32%-14.87%-15.07%-17.34%15.34%14.19%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
11.28%6.76%26.95%20.08%-13.06%31.68%6.15%10.82%

Correlation

The correlation between ICGA.DE and SWDA.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.35

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

0.36

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

0.41

The correlation between ICGA.DE and SWDA.L shifts across timeframes, from 0.35 (3 years) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ICGA.DE vs. SWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ICGA.DE
ICGA.DE Risk / Return Rank: 1111
Overall Rank
ICGA.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ICGA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
ICGA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
ICGA.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
ICGA.DE Martin Ratio Rank: 1111
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 8787
Overall Rank
SWDA.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8888
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8686
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.

ICGA.DE vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China UCITS ETF USD Acc (ICGA.DE) 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.


ICGA.DESWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.80

Omega ratioGain probability vs. loss probability

1.04

1.42

-0.38

Calmar ratioReturn relative to maximum drawdown

0.18

3.84

-3.66

Martin ratioReturn relative to average drawdown

0.37

15.58

-15.21

ICGA.DE vs. SWDA.L - Sharpe Ratio Comparison

The current ICGA.DE Sharpe Ratio is 0.17, which is lower than the SWDA.L Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of ICGA.DE 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

ICGA.DE vs. SWDA.L - Drawdown Comparison

The maximum ICGA.DE drawdown since its inception was -55.91%, which is greater than SWDA.L's maximum drawdown of -41.36%. Use the drawdown chart below to compare losses from any high point for ICGA.DE and SWDA.L.


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Drawdown Indicators


ICGA.DESWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.91%

-41.36%

-14.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

-6.53%

-10.97%

Max Drawdown (3Y)

Largest decline over 3 years

-24.29%

-20.55%

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-49.29%

-20.55%

-28.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

Current Drawdown

Current decline from peak

-32.83%

-0.08%

-32.75%

Average Drawdown

Average peak-to-trough decline

-28.78%

-8.77%

-20.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

1.61%

+6.86%

Volatility

ICGA.DE vs. SWDA.L - Volatility Comparison

iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a higher volatility of 6.02% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.96%. This indicates that ICGA.DE'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


ICGA.DESWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

2.96%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

13.75%

7.93%

+5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

11.12%

+7.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.79%

14.11%

+13.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.05%

15.25%

+11.80%

ICGA.DE vs. SWDA.L - Expense Ratio Comparison

ICGA.DE has a 0.28% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.


Dividends

ICGA.DE vs. SWDA.L - Dividend Comparison

Neither ICGA.DE nor SWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ICGA.DE and SWDA.L have a correlation of 0.46, 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 0.28% for ICGA.DE.

ICGA.DE is categorized as China Equities, while SWDA.L is Global Equities. ICGA.DE tracks MSCI China, while SWDA.L tracks MSCI World Index. Their fees differ too: 0.28% for ICGA.DE and 0.20% for SWDA.L.

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