ISAC.L vs. TSWE.DE
ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) and TSWE.DE (VanEck Sustainable World Equal Weight UCITS ETF A) are both Global Equities funds - ISAC.L tracks the MSCI ACWI Index while TSWE.DE tracks the Solactive Sustainable World Equity. Both are passively managed. Over the past 5 years, ISAC.L returned 11.38%/yr vs 10.62%/yr for TSWE.DE. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
ISAC.L vs. TSWE.DE - Performance Comparison
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Different Trading Currencies
ISAC.L is traded in USD, while TSWE.DE is traded in EUR. To make them comparable, the TSWE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with ISAC.L having a 11.54% return and TSWE.DE slightly higher at 12.00%.
ISAC.L
- 1D
- -0.10%
- 1M
- 4.26%
- YTD
- 11.54%
- 6M
- 13.01%
- 1Y
- 28.81%
- 3Y*
- 21.19%
- 5Y*
- 11.38%
- 10Y*
- 12.63%
TSWE.DE
- 1D
- 0.11%
- 1M
- 5.87%
- YTD
- 12.00%
- 6M
- 14.98%
- 1Y
- 27.95%
- 3Y*
- 20.31%
- 5Y*
- 10.62%
- 10Y*
- —
ISAC.L vs. TSWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.54% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -3.22% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 12.00% | 28.55% | 9.76% | 19.95% | -17.85% | 19.08% | 15.29% | 25.72% | -4.01% |
Correlation
The correlation between ISAC.L and TSWE.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2018 | 0.89 |
The correlation between ISAC.L and TSWE.DE has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
ISAC.L vs. TSWE.DE — Risk / Return Rank
ISAC.L
TSWE.DE
ISAC.L vs. TSWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE). 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.
| ISAC.L | TSWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.70 | +0.58 |
| Martin ratioReturn relative to average drawdown | 13.72 | 10.58 | +3.13 |
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
| ISAC.L | TSWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 1.95 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.67 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.77 | -0.02 |
Drawdowns
ISAC.L vs. TSWE.DE - Drawdown Comparison
The maximum ISAC.L drawdown since its inception was -33.82%, roughly equal to the maximum TSWE.DE drawdown of -34.35%. Use the drawdown chart below to compare losses from any high point for ISAC.L and TSWE.DE.
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Drawdown Indicators
| ISAC.L | TSWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -34.35% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -10.32% | +1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -15.85% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -26.07% | -28.20% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | — | — |
Current DrawdownCurrent decline from peak | -0.72% | -0.26% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -5.52% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.63% | -0.53% |
Volatility
ISAC.L vs. TSWE.DE - Volatility Comparison
iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a higher volatility of 3.84% compared to VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) at 3.57%. This indicates that ISAC.L's price experiences larger fluctuations and is considered to be riskier than TSWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISAC.L | TSWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 3.57% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 11.28% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.40% | 14.30% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 15.74% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 17.37% | -1.42% |
ISAC.L vs. TSWE.DE - Expense Ratio Comparison
Both ISAC.L and TSWE.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
ISAC.L vs. TSWE.DE - Dividend Comparison
ISAC.L has not paid dividends to shareholders, while TSWE.DE's dividend yield for the trailing twelve months is around 1.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 1.83% | 1.94% | 2.19% | 2.22% | 2.37% | 1.63% | 1.87% | 2.32% |
Frequently Asked Questions
ISAC.L and TSWE.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ISAC.L and TSWE.DE have the same expense ratio: 0.20% per year.
ISAC.L tracks MSCI ACWI Index, while TSWE.DE tracks Solactive Sustainable World Equity. They also come from different issuers: iShares and VanEck.
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