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

IDAP.L vs. SWDA.L

Last updated Jun 5, 2026

IDAP.L (iShares Asia Pacific Dividend UCITS) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - IDAP.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pacific NR USD, while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, IDAP.L returned 7.15%/yr vs 13.08%/yr for SWDA.L. A 0.59 correlation means they provide meaningful diversification when combined. IDAP.L charges 0.59%/yr vs 0.20%/yr for SWDA.L.

Performance

IDAP.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia Pacific Dividend UCITS (IDAP.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

IDAP.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, IDAP.L achieves a 12.85% return, which is significantly higher than SWDA.L's 9.81% return. Over the past 10 years, IDAP.L has underperformed SWDA.L with an annualized return of 7.15%, while SWDA.L has yielded a comparatively higher 13.08% annualized return.

IDAP.L

1D
-0.38%
1M
-0.35%
YTD
12.85%
6M
13.89%
1Y
38.26%
3Y*
21.67%
5Y*
9.72%
10Y*
7.15%

SWDA.L

1D
0.20%
1M
4.22%
YTD
9.81%
6M
11.17%
1Y
26.04%
3Y*
20.71%
5Y*
11.87%
10Y*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IDAP.L
iShares Asia Pacific Dividend UCITS		12.85%29.69%6.18%13.48%-1.96%3.39%-9.38%13.90%-15.23%17.00%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		9.81%21.14%19.09%23.79%-18.13%22.52%15.68%27.97%-9.23%22.42%

Correlation

The correlation between IDAP.L and SWDA.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.65

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

0.64

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

0.65

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

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2009

0.59

The correlation between IDAP.L and SWDA.L has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.

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

Sectors
IDAP.L
SWDA.L

Financial Services

30.9%
15.4%

Basic Materials

16.1%
3.2%

Consumer Cyclical

10.9%
9.0%

Real Estate

10.6%
1.8%

Industrials

7.1%
10.9%

Consumer Defensive

5.2%
5.2%

Energy

5.1%
4.2%

Communication Services

4.7%
9.2%

Utilities

4.5%
2.5%

Healthcare

3.5%
8.7%

Technology

1.6%
30.0%

Financial Services

IDAP.L
30.9%
SWDA.L
15.4%

Basic Materials

IDAP.L
16.1%
SWDA.L
3.2%

Consumer Cyclical

IDAP.L
10.9%
SWDA.L
9.0%

Real Estate

IDAP.L
10.6%
SWDA.L
1.8%

Industrials

IDAP.L
7.1%
SWDA.L
10.9%

Consumer Defensive

IDAP.L
5.2%
SWDA.L
5.2%

Energy

IDAP.L
5.1%
SWDA.L
4.2%

Communication Services

IDAP.L
4.7%
SWDA.L
9.2%

Utilities

IDAP.L
4.5%
SWDA.L
2.5%

Healthcare

IDAP.L
3.5%
SWDA.L
8.7%

Technology

IDAP.L
1.6%
SWDA.L
30.0%

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iShares Asia Pacific Dividend UCITS

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with IDAP.L:
IDAP.L vs. EWLIDAP.L vs. VAPX.ASIDAP.L vs. ASDV.LIDAP.L vs. DVYAIDAP.L vs. SEDY.LIDAP.L vs. HYGWIDAP.L vs. LCAL.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDAP.L
IDAP.L Risk / Return Rank: 8686
Overall Rank
IDAP.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 8686
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IDAP.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.

IDAP.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility
2.95
2.27

+0.68

Sortino ratioReturn per unit of downside risk
4.06
3.37

+0.69

Omega ratioGain probability vs. loss probability

1.52

1.41

+0.11

Calmar ratioReturn relative to maximum drawdown

4.34

3.02

+1.33

Martin ratioReturn relative to average drawdown

16.72

13.29

+3.43

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

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

The current IDAP.L Sharpe Ratio is 2.95, which is comparable to the SWDA.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of IDAP.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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Sharpe Ratios by Period

IDAP.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

2.27

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.78

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.83

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.73

-0.49

Drawdowns

IDAP.L vs. SWDA.L - Drawdown Comparison

The maximum IDAP.L drawdown since its inception was -69.37%, which is greater than SWDA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IDAP.L and SWDA.L.

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Drawdown Indicators

IDAP.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.37%

-33.62%

-35.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-8.59%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-17.07%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-26.50%

+1.13%

Max Drawdown (10Y)

Largest decline over 10 years

-45.71%

-33.62%

-12.09%

Current Drawdown

Current decline from peak

-3.01%

-0.42%

-2.59%

Average Drawdown

Average peak-to-trough decline

-11.15%

-4.58%

-6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.95%

+0.33%

Volatility

IDAP.L vs. SWDA.L - Volatility Comparison

iShares Asia Pacific Dividend UCITS (IDAP.L) has a higher volatility of 4.29% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.81%. This indicates that IDAP.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

IDAP.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

2.81%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.41%

8.58%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

12.92%

11.41%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

15.30%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

15.73%

+1.00%

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

IDAP.L has a 0.59% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.

Dividends

IDAP.L vs. SWDA.L - Dividend Comparison

IDAP.L's dividend yield for the trailing twelve months is around 3.65%, while SWDA.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDAP.L
iShares Asia Pacific Dividend UCITS		3.65%4.22%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.47%
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

IDAP.L and SWDA.L have a correlation of 0.65, 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 0.59% for IDAP.L.

IDAP.L is categorized as Asia Pacific Equities, while SWDA.L is Global Equities. IDAP.L tracks MSCI AC Asia Pacific NR USD, while SWDA.L tracks MSCI World Index. Their fees differ too: 0.59% for IDAP.L and 0.20% for SWDA.L.

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