IOGP.L vs. SWDA.L
IOGP.L (iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc)) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - IOGP.L is a Oil & Gas fund tracking the S&P Commodity Producers Oil & Gas Exploration & Production Index, while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, IOGP.L returned 7.46%/yr vs 13.16%/yr for SWDA.L. At a 0.44 correlation, their price movements are largely independent. IOGP.L charges 0.55%/yr vs 0.20%/yr for SWDA.L.
Performance
IOGP.L vs. SWDA.L - Performance Comparison
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Different Trading Currencies
IOGP.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, IOGP.L achieves a 28.57% return, which is significantly higher than SWDA.L's 9.66% return. Over the past 10 years, IOGP.L has underperformed SWDA.L with an annualized return of 7.46%, while SWDA.L has yielded a comparatively higher 13.16% annualized return.
IOGP.L
- 1D
- 2.02%
- 1M
- -2.81%
- YTD
- 28.57%
- 6M
- 24.95%
- 1Y
- 36.79%
- 3Y*
- 14.41%
- 5Y*
- 16.29%
- 10Y*
- 7.46%
SWDA.L
- 1D
- -0.52%
- 1M
- 4.05%
- YTD
- 9.66%
- 6M
- 10.89%
- 1Y
- 26.32%
- 3Y*
- 20.84%
- 5Y*
- 11.84%
- 10Y*
- 13.16%
IOGP.L vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IOGP.L iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) | 28.57% | 6.29% | -0.90% | 2.72% | 37.88% | 67.23% | -31.61% | 8.06% | -21.55% | -3.94% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 9.66% | 21.14% | 19.09% | 23.79% | -18.13% | 22.52% | 15.68% | 27.97% | -9.23% | 22.42% |
Correlation
The correlation between IOGP.L and SWDA.L is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2011 | 0.44 |
The correlation between IOGP.L and SWDA.L shifts across timeframes, from -0.12 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IOGP.L vs. SWDA.L — Risk / Return Rank
IOGP.L
SWDA.L
IOGP.L vs. SWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.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.
| IOGP.L | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.05 | -0.68 |
| Martin ratioReturn relative to average drawdown | 6.32 | 13.43 | -7.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IOGP.L | SWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.30 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.77 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.83 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.73 | -0.65 |
Drawdowns
IOGP.L vs. SWDA.L - Drawdown Comparison
The maximum IOGP.L drawdown since its inception was -83.56%, 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 IOGP.L and SWDA.L.
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Drawdown Indicators
| IOGP.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.56% | -33.62% | -49.94% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -8.59% | -6.85% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -17.07% | -10.07% |
Max Drawdown (5Y)Largest decline over 5 years | -32.41% | -26.50% | -5.91% |
Max Drawdown (10Y)Largest decline over 10 years | -74.37% | -33.62% | -40.75% |
Current DrawdownCurrent decline from peak | -8.38% | -0.52% | -7.86% |
Average DrawdownAverage peak-to-trough decline | -35.25% | -4.58% | -30.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 1.95% | +3.86% |
Volatility
IOGP.L vs. SWDA.L - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF USD (Acc) (IOGP.L) has a higher volatility of 8.37% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.76%. This indicates that IOGP.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
| IOGP.L | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 2.76% | +5.61% |
Volatility (6M)Calculated over the trailing 6-month period | 20.52% | 8.57% | +11.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.66% | 11.42% | +13.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.34% | 15.30% | +15.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.81% | 15.74% | +17.07% |
IOGP.L vs. SWDA.L - Expense Ratio Comparison
IOGP.L has a 0.55% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.
Dividends
IOGP.L vs. SWDA.L - Dividend Comparison
Neither IOGP.L nor SWDA.L has paid dividends to shareholders.
Frequently Asked Questions
IOGP.L and SWDA.L have a correlation of -0.12, 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 0.55% for IOGP.L.
IOGP.L is categorized as Oil & Gas, while SWDA.L is Global Equities. IOGP.L tracks S&P Commodity Producers Oil & Gas Exploration & Production Index, while SWDA.L tracks MSCI World Index. Their fees differ too: 0.55% for IOGP.L and 0.20% for SWDA.L.
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