ISDU.L vs. FSWD.L
ISDU.L (iShares MSCI USA Islamic UCITS ETF) and FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) are both exchange-traded funds - ISDU.L is a Large Cap Blend Equities fund tracking the MSCI USA Islamic Index, 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, ISDU.L returned 11.27%/yr vs 11.78%/yr for FSWD.L. Their correlation of 0.80 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
ISDU.L vs. FSWD.L - Performance Comparison
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Different Trading Currencies
ISDU.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, ISDU.L achieves a 14.99% return, which is significantly higher than FSWD.L's 12.04% return. Both investments have delivered pretty close results over the past 10 years, with ISDU.L having a 11.27% annualized return and FSWD.L not far ahead at 11.78%.
ISDU.L
- 1D
- -1.35%
- 1M
- -4.71%
- 6M
- 12.48%
- YTD
- 14.99%
- 1Y
- 27.16%
- 3Y*
- 15.09%
- 5Y*
- 12.53%
- 10Y*
- 11.27%
FSWD.L
- 1D
- -1.03%
- 1M
- 0.58%
- 6M
- 11.33%
- YTD
- 12.04%
- 1Y
- 24.72%
- 3Y*
- 19.69%
- 5Y*
- 11.17%
- 10Y*
- 11.78%
ISDU.L vs. FSWD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISDU.L iShares MSCI USA Islamic UCITS ETF | 14.99% | 15.85% | 9.35% | 25.84% | -11.90% | 29.59% | 6.85% | 20.61% | -6.03% | 14.02% |
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.04% | 26.00% | 16.89% | 14.80% | -15.51% | 21.00% | 10.16% | 22.35% | -12.59% | 26.17% |
Correlation
The correlation between ISDU.L and FSWD.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2015 | 0.80 |
The correlation between ISDU.L and FSWD.L shifts across timeframes, from 0.69 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ISDU.L vs. FSWD.L — Risk / Return Rank
ISDU.L
FSWD.L
ISDU.L vs. FSWD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Islamic UCITS ETF (ISDU.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.
| ISDU.L | FSWD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | 3.09 | +0.78 |
| Martin ratioReturn relative to average drawdown | 10.99 | 12.73 | -1.73 |
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Drawdowns
ISDU.L vs. FSWD.L - Drawdown Comparison
The maximum ISDU.L drawdown since its inception was -44.43%, 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 ISDU.L and FSWD.L.
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Drawdown Indicators
| ISDU.L | FSWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -41.16% | -3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.98% | -7.98% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -21.98% | -18.85% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.98% | -25.01% | +3.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.00% | -34.31% | +1.31% |
Current DrawdownCurrent decline from peak | -6.98% | -1.28% | -5.70% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -12.27% | +6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.94% | +0.52% |
Volatility
ISDU.L vs. FSWD.L - Volatility Comparison
iShares MSCI USA Islamic UCITS ETF (ISDU.L) has a higher volatility of 6.24% compared to iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) at 3.11%. This indicates that ISDU.L's price experiences larger fluctuations and is considered to be riskier than FSWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISDU.L | FSWD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 3.11% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 9.67% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.97% | 12.17% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 20.20% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 18.37% | -2.09% |
ISDU.L vs. FSWD.L - Expense Ratio Comparison
Both ISDU.L and FSWD.L have an expense ratio of 0.30%.
Dividends
ISDU.L vs. FSWD.L - Dividend Comparison
ISDU.L's dividend yield for the trailing twelve months is around 0.66%, while FSWD.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ISDU.L iShares MSCI USA Islamic UCITS ETF | 0.66% | 0.39% | 0.90% | 1.10% | 1.52% | 1.01% | 1.39% | 1.37% | 1.49% | 1.38% | 1.34% | 1.43% |
Frequently Asked Questions
ISDU.L and FSWD.L have a correlation of 0.69, 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 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ISDU.L and FSWD.L have the same expense ratio: 0.30% per year.
ISDU.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. ISDU.L tracks MSCI USA Islamic Index, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index.
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