IDAR.L vs. SWDA.L
IDAR.L (iShares Asia Property Yield UCITS ETF) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - IDAR.L is a REIT fund tracking the iShares Asia Property Yield UCITS ETF, while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, IDAR.L returned 1.36%/yr vs 13.08%/yr for SWDA.L. A 0.61 correlation means they provide meaningful diversification when combined. IDAR.L charges 0.59%/yr vs 0.20%/yr for SWDA.L.
Performance
IDAR.L vs. SWDA.L - Performance Comparison
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Different Trading Currencies
IDAR.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, IDAR.L achieves a -3.46% return, which is significantly lower than SWDA.L's 10.59% return. Over the past 10 years, IDAR.L has underperformed SWDA.L with an annualized return of 1.36%, while SWDA.L has yielded a comparatively higher 13.08% annualized return.
IDAR.L
- 1D
- 0.02%
- 1M
- 0.02%
- 6M
- -5.89%
- YTD
- -3.46%
- 1Y
- 6.69%
- 3Y*
- 4.28%
- 5Y*
- -1.60%
- 10Y*
- 1.36%
SWDA.L
- 1D
- 0.59%
- 1M
- 0.70%
- 6M
- 9.50%
- YTD
- 10.59%
- 1Y
- 22.47%
- 3Y*
- 19.10%
- 5Y*
- 11.75%
- 10Y*
- 13.08%
IDAR.L vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDAR.L iShares Asia Property Yield UCITS ETF | -3.46% | 30.42% | -10.04% | -2.19% | -12.15% | 4.47% | -8.54% | 15.87% | -2.04% | 18.26% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 10.59% | 21.14% | 19.09% | 23.79% | -18.13% | 22.52% | 15.68% | 27.97% | -9.23% | 22.42% |
Correlation
The correlation between IDAR.L and SWDA.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2009 | 0.61 |
The correlation between IDAR.L and SWDA.L shifts across timeframes, from 0.48 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDAR.L vs. SWDA.L — Risk / Return Rank
IDAR.L
SWDA.L
IDAR.L vs. SWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF (IDAR.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.
| IDAR.L | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.34 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 2.60 | -2.20 |
| Martin ratioReturn relative to average drawdown | 0.92 | 11.09 | -10.17 |
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Drawdowns
IDAR.L vs. SWDA.L - Drawdown Comparison
The maximum IDAR.L drawdown since its inception was -67.69%, which is greater than SWDA.L's maximum drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for IDAR.L and SWDA.L.
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Drawdown Indicators
| IDAR.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -45.69% | -22.00% |
Max Drawdown (1Y)Largest decline over 1 year | -14.43% | -8.59% | -5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.88% | -17.07% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -28.96% | -26.50% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -39.83% | -33.61% | -6.22% |
Current DrawdownCurrent decline from peak | -11.14% | 0.00% | -11.14% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -11.15% | -6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 2.02% | +4.37% |
Volatility
IDAR.L vs. SWDA.L - Volatility Comparison
iShares Asia Property Yield UCITS ETF (IDAR.L) has a higher volatility of 3.40% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.88%. This indicates that IDAR.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
| IDAR.L | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 2.88% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 9.14% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 11.74% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 15.34% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.53% | 15.69% | -0.16% |
IDAR.L vs. SWDA.L - Expense Ratio Comparison
IDAR.L has a 0.59% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.
Dividends
IDAR.L vs. SWDA.L - Dividend Comparison
IDAR.L's dividend yield for the trailing twelve months is around 3.66%, while SWDA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDAR.L iShares Asia Property Yield UCITS ETF | 3.66% | 3.38% | 4.23% | 3.74% | 3.74% | 3.06% | 3.22% | 2.93% | 3.42% | 2.99% | 3.10% | 3.54% |
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
IDAR.L and SWDA.L have a correlation of 0.48, 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 IDAR.L.
IDAR.L is categorized as REIT, while SWDA.L is Global Equities. IDAR.L tracks iShares Asia Property Yield UCITS ETF, while SWDA.L tracks MSCI World Index. Their fees differ too: 0.59% for IDAR.L and 0.20% for SWDA.L.
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