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IDKOY vs. SWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDKOY and SWDA.L is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

IDKOY vs. SWDA.L

Last updated May 30, 2025

Compare and contrast key facts about Idemitsu Kosan Co Ltd ADR (IDKOY) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).

SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDKOY or SWDA.L.

Performance

IDKOY vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Idemitsu Kosan Co Ltd ADR (IDKOY) 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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Key characteristics

Sharpe Ratio

IDKOY:

-0.14

SWDA.L:

0.49

Sortino Ratio

IDKOY:

0.22

SWDA.L:

0.78

Omega Ratio

IDKOY:

1.04

SWDA.L:

1.11

Calmar Ratio

IDKOY:

-0.13

SWDA.L:

0.42

Martin Ratio

IDKOY:

-0.47

SWDA.L:

1.42

Ulcer Index

IDKOY:

14.33%

SWDA.L:

5.43%

Daily Std Dev

IDKOY:

54.73%

SWDA.L:

15.10%

Max Drawdown

IDKOY:

-60.76%

SWDA.L:

-25.58%

Current Drawdown

IDKOY:

-47.26%

SWDA.L:

-7.70%

Returns By Period

In the year-to-date period, IDKOY achieves a -14.12% return, which is significantly lower than SWDA.L's -3.28% return. Over the past 10 years, IDKOY has underperformed SWDA.L with an annualized return of 4.98%, while SWDA.L has yielded a comparatively higher 11.33% annualized return.

IDKOY

YTD

-14.12%

1M

-2.84%

6M

-8.06%

1Y

-7.85%

3Y*

-3.22%

5Y*

4.41%

10Y*

4.98%

SWDA.L

YTD

-3.28%

1M

5.77%

6M

-3.76%

1Y

7.38%

3Y*

10.31%

5Y*

12.38%

10Y*

11.33%

*Annualized

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Idemitsu Kosan Co Ltd ADR

iShares Core MSCI World UCITS ETF USD (Acc)

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IDKOY vs. SWDA.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDKOY
The Risk-Adjusted Performance Rank of IDKOY is 4242
Overall Rank
The Sharpe Ratio Rank of IDKOY is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of IDKOY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of IDKOY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of IDKOY is 4242
Calmar Ratio Rank
The Martin Ratio Rank of IDKOY is 4141
Martin Ratio Rank
SWDA.L
The Risk-Adjusted Performance Rank of SWDA.L is 4545
Overall Rank
The Sharpe Ratio Rank of SWDA.L is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SWDA.L is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SWDA.L is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SWDA.L is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SWDA.L is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDKOY vs. SWDA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Idemitsu Kosan Co Ltd ADR (IDKOY) 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.

The current IDKOY Sharpe Ratio is -0.14, which is lower than the SWDA.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of IDKOY and SWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IDKOY vs. SWDA.L - Dividend Comparison

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

TTM20242023202220212020201920182017201620152014
IDKOY
Idemitsu Kosan Co Ltd ADR		0.00%0.00%0.71%1.12%0.95%1.50%1.07%0.61%0.35%0.42%0.63%0.65%
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%

Drawdowns

IDKOY vs. SWDA.L - Drawdown Comparison

The maximum IDKOY drawdown since its inception was -60.76%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for IDKOY and SWDA.L.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IDKOY vs. SWDA.L - Volatility Comparison

Idemitsu Kosan Co Ltd ADR (IDKOY) has a higher volatility of 12.80% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.58%. This indicates that IDKOY'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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