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ISAG.L vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISAG.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Agribusiness UCITS ETF USD (Acc) (ISAG.L) 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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Different Trading Currencies

ISAG.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, ISAG.L achieves a 11.78% return, which is significantly higher than SWDA.L's 10.59% return. Over the past 10 years, ISAG.L has underperformed SWDA.L with an annualized return of 7.24%, while SWDA.L has yielded a comparatively higher 13.08% annualized return.


ISAG.L

1D
0.72%
1M
1.26%
6M
5.61%
YTD
11.78%
1Y
14.56%
3Y*
5.53%
5Y*
4.56%
10Y*
7.24%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISAG.L vs. SWDA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISAG.L
iShares Agribusiness UCITS ETF USD (Acc)
11.78%16.78%-5.66%-8.90%2.73%23.33%10.28%17.65%-12.99%19.93%
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 ISAG.L and SWDA.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

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

0.43

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

0.53

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

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.65

Over the past year, the correlation between ISAG.L and SWDA.L has dropped to 0.23 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

ISAG.L vs. SWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISAG.L
ISAG.L Risk / Return Rank: 3838
Overall Rank
ISAG.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ISAG.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
ISAG.L Omega Ratio Rank: 3838
Omega Ratio Rank
ISAG.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
ISAG.L Martin Ratio Rank: 3535
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 7979
Overall Rank
SWDA.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 7979
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8181
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.

ISAG.L vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Agribusiness UCITS ETF USD (Acc) (ISAG.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.


ISAG.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratioReturn relative to maximum drawdown

1.55

2.60

-1.06

Martin ratioReturn relative to average drawdown

4.36

11.09

-6.72

ISAG.L vs. SWDA.L - Sharpe Ratio Comparison

The current ISAG.L Sharpe Ratio is 1.17, which is lower than the SWDA.L Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ISAG.L and SWDA.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

ISAG.L vs. SWDA.L - Drawdown Comparison

The maximum ISAG.L drawdown since its inception was -37.16%, smaller than the maximum SWDA.L drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for ISAG.L and SWDA.L.


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Drawdown Indicators


ISAG.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.16%

-45.69%

+8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-8.59%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-19.13%

-17.07%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-33.22%

-26.50%

-6.72%

Max Drawdown (10Y)

Largest decline over 10 years

-37.16%

-33.61%

-3.55%

Current Drawdown

Current decline from peak

-7.20%

0.00%

-7.20%

Average Drawdown

Average peak-to-trough decline

-10.38%

-11.15%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.02%

+1.60%

Volatility

ISAG.L vs. SWDA.L - Volatility Comparison

iShares Agribusiness UCITS ETF USD (Acc) (ISAG.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) have volatilities of 2.94% and 2.88%, 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


ISAG.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

2.88%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

9.14%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

11.74%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

15.34%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

15.69%

+2.15%

ISAG.L vs. SWDA.L - Expense Ratio Comparison

ISAG.L has a 0.55% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.


Dividends

ISAG.L vs. SWDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ISAG.L and SWDA.L have a correlation of 0.23, 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 ISAG.L.

ISAG.L tracks iShares Agribusiness UCITS ETF USD (Acc), while SWDA.L tracks MSCI World Index. Their fees differ too: 0.55% for ISAG.L and 0.20% for SWDA.L.

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