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IDNA.L vs. FSWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDNA.L vs. FSWD.L

Last updated Jul 22, 2026
Documentation

IDNA.L (iShares MSCI North America UCITS ETF USD (Dist)) and FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) are both exchange-traded funds - IDNA.L is a Large Cap Blend Equities fund tracking the MSCI North America Index (USD), while FSWD.L is a Global Equities fund tracking the STOXX Developed World Equity Factor Screened Net Index. Both are passively managed. Over the past 10 years, IDNA.L returned 14.22%/yr vs 11.74%/yr for FSWD.L. Their correlation of 0.85 suggests significant overlap in exposure. IDNA.L charges 0.40%/yr vs 0.30%/yr for FSWD.L.

Performance

IDNA.L vs. FSWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI North America UCITS ETF USD (Dist) (IDNA.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDNA.L is traded in USD, while FSWD.L is traded in GBp. To make them comparable, the FSWD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDNA.L achieves a 9.13% return, which is significantly lower than FSWD.L's 12.78% return. Over the past 10 years, IDNA.L has outperformed FSWD.L with an annualized return of 14.22%, while FSWD.L has yielded a comparatively lower 11.74% annualized return.

IDNA.L

1D
0.19%
1M
0.34%
6M
9.46%
YTD
9.13%
1Y
19.18%
3Y*
19.16%
5Y*
11.96%
10Y*
14.22%
ALL TIME*
9.84%

FSWD.L

1D
0.51%
1M
0.94%
6M
13.74%
YTD
12.78%
1Y
24.82%
3Y*
19.76%
5Y*
11.18%
10Y*
11.74%
ALL TIME*
7.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDNA.L vs. FSWD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDNA.L
iShares MSCI North America UCITS ETF USD (Dist)		9.13%17.55%24.50%26.38%-19.84%27.07%19.54%30.25%-6.70%21.02%
FSWD.L
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)		12.78%26.00%16.89%14.80%-15.51%21.00%10.16%22.35%-12.59%26.17%

Correlation

The correlation between IDNA.L and FSWD.L is 0.82, 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

0.82

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

0.84

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

0.86

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

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2015

0.85

The correlation between IDNA.L and FSWD.L has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

IDNA.L vs. FSWD.L - Sectors Allocation Comparison

Sectors
IDNA.L
FSWD.L

Technology

36.2%
30.9%

Financial Services

13.3%
19.4%

Communication Services

9.8%
8.7%

Consumer Cyclical

9.3%
10.4%

Industrials

8.6%
8.0%

Healthcare

8.6%
8.4%

Consumer Defensive

4.4%
5.7%

Energy

3.9%
3.8%

Basic Materials

2.2%
1.6%

Utilities

2.1%
2.2%

Real Estate

1.7%
1.0%

Technology

IDNA.L
36.2%
FSWD.L
30.9%

Financial Services

IDNA.L
13.3%
FSWD.L
19.4%

Communication Services

IDNA.L
9.8%
FSWD.L
8.7%

Consumer Cyclical

IDNA.L
9.3%
FSWD.L
10.4%

Industrials

IDNA.L
8.6%
FSWD.L
8.0%

Healthcare

IDNA.L
8.6%
FSWD.L
8.4%

Consumer Defensive

IDNA.L
4.4%
FSWD.L
5.7%

Energy

IDNA.L
3.9%
FSWD.L
3.8%

Basic Materials

IDNA.L
2.2%
FSWD.L
1.6%

Utilities

IDNA.L
2.1%
FSWD.L
2.2%

Real Estate

IDNA.L
1.7%
FSWD.L
1.0%

Compare stocks, funds, or ETFs

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iShares MSCI North America UCITS ETF USD (Dist)

iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)

Often compared with IDNA.L:
IDNA.L vs. CSP1.LIDNA.L vs. EIMI.LIDNA.L vs. IUIT.LIDNA.L vs. FLXK.LIDNA.L vs. G500.LIDNA.L vs. IITU.LIDNA.L vs. QUID.L
Often compared with FSWD.L:
FSWD.L vs. SASU.LFSWD.L vs. ISUS.LFSWD.L vs. LGUS.LFSWD.L vs. UC99.LFSWD.L vs. IDIN.LFSWD.L vs. MOGB.LFSWD.L vs. VRPS.L

Return for Risk

IDNA.L vs. FSWD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDNA.L
IDNA.L Risk / Return Rank: 6464
Overall Rank
IDNA.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IDNA.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
IDNA.L Omega Ratio Rank: 6161
Omega Ratio Rank
IDNA.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IDNA.L Martin Ratio Rank: 6969
Martin Ratio Rank
FSWD.L
FSWD.L Risk / Return Rank: 9090
Overall Rank
FSWD.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8888
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9292
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.

IDNA.L vs. FSWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF USD (Dist) (IDNA.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.

IDNA.LFSWD.LDifference
Sharpe ratioReturn per unit of total volatility
1.58
2.05

-0.46

Sortino ratioReturn per unit of downside risk
2.37
3.05

-0.67

Omega ratioGain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratioReturn relative to maximum drawdown

2.29

3.10

-0.81

Martin ratioReturn relative to average drawdown

9.24

12.77

-3.53

IDNA.L vs. FSWD.L - Sharpe Ratio Comparison

The current IDNA.L Sharpe Ratio is 1.58, which is comparable to the FSWD.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IDNA.L and FSWD.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

IDNA.L vs. FSWD.L - Drawdown Comparison

The maximum IDNA.L drawdown since its inception was -56.08%, which is greater than FSWD.L's maximum drawdown of -41.16%. Use the drawdown chart below to compare losses from any high point for IDNA.L and FSWD.L.

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Drawdown Indicators

IDNA.LFSWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.08%

-41.16%

-14.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-7.98%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.54%

-18.85%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-25.01%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-34.62%

-34.31%

-0.31%

Current Drawdown

Current decline from peak

-1.32%

-0.63%

-0.69%

Average Drawdown

Average peak-to-trough decline

-8.94%

-12.26%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.94%

+0.13%

Volatility

IDNA.L vs. FSWD.L - Volatility Comparison

iShares MSCI North America UCITS ETF USD (Dist) (IDNA.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) have volatilities of 3.08% and 3.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDNA.LFSWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

3.11%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

9.59%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

12.10%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

20.18%

-4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

18.37%

-2.16%

IDNA.L vs. FSWD.L - Expense Ratio Comparison

IDNA.L has a 0.40% expense ratio, which is higher than FSWD.L's 0.30% expense ratio.

Dividends

IDNA.L vs. FSWD.L - Dividend Comparison

IDNA.L's dividend yield for the trailing twelve months is around 0.60%, while FSWD.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
FSWD.L
iShares STOXX World Equity Multifactor 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%
IDNA.L
iShares MSCI North America UCITS ETF USD (Dist)		0.60%0.66%0.77%0.96%1.13%0.76%1.03%1.23%1.45%1.27%1.42%1.56%

Frequently Asked Questions

IDNA.L and FSWD.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FSWD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FSWD.L is cheaper with a 0.30% expense ratio, compared with 0.40% for IDNA.L.

IDNA.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. IDNA.L tracks MSCI North America Index (USD), while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. Their fees differ too: 0.40% for IDNA.L and 0.30% for FSWD.L.

Portfolio Optimizer

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