ISFU.L vs. SWDA.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).

ISFU.L and SWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISFU.L is a passively managed fund by iShares that tracks the performance of the FTSE 100 Index. It was launched on Apr 27, 2000. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both ISFU.L and SWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ISFU.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	4.24%	35.25%	7.52%	13.76%	-6.04%	15.95%	-8.61%	21.31%	-14.02%	23.72%
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc)	-2.41%	21.14%	19.09%	23.79%	-18.13%	22.52%	15.68%	27.97%	-9.23%	22.42%

Different Trading Currencies

ISFU.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, ISFU.L achieves a 4.24% return, which is significantly higher than SWDA.L's -4.80% return.

ISFU.L

• 1D: 2.56%
• 1M: -3.79%
• YTD: 4.24%
• 6M: 10.25%
• 1Y: 28.01%
• 3Y*: 17.55%
• 5Y*: 12.07%
• 10Y*: —

SWDA.L

• 1D: 0.00%
• 1M: -6.42%
• YTD: -4.80%
• 6M: -1.47%
• 1Y: 17.35%
• 3Y*: 16.78%
• 5Y*: 9.97%
• 10Y*: 11.84%

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

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

ISFU.L has a 0.07% expense ratio, which is lower than SWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

SWDA.L

iShares Core MSCI World UCITS ETF USD (Acc)

ISFU.L

iShares Core FTSE 100 UCITS ETF GBP (Dist)

Return for Risk

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

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

ISFU.L

ISFU.L Risk / Return Rank: 81
ISFU.L Sharpe Ratio Rank: 83
ISFU.L Sortino Ratio Rank: 78
ISFU.L Omega Ratio Rank: 85
ISFU.L Calmar Ratio Rank: 77
ISFU.L Martin Ratio Rank: 82

SWDA.L

SWDA.L Risk / Return Rank: 72
SWDA.L Sharpe Ratio Rank: 65
SWDA.L Sortino Ratio Rank: 63
SWDA.L Omega Ratio Rank: 66
SWDA.L Calmar Ratio Rank: 84
SWDA.L Martin Ratio Rank: 82

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.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.

	ISFU.L	SWDA.L	Difference
Sharpe ratio Return per unit of total volatility	1.68	1.13	+0.56
Sortino ratio Return per unit of downside risk	2.12	1.61	+0.51
Omega ratio Gain probability vs. loss probability	1.35	1.23	+0.12
Calmar ratio Return relative to maximum drawdown	2.35	1.94	+0.42
Martin ratio Return relative to average drawdown	10.20	7.84	+2.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ISFU.L Sharpe Ratio is 1.68, which is higher than the SWDA.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ISFU.L and SWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ISFU.L	SWDA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	1.13	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.65	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.67	-0.16

Correlation

The correlation between ISFU.L and SWDA.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ISFU.L vs. SWDA.L - Dividend Comparison

ISFU.L's dividend yield for the trailing twelve months is around 2.93%, while SWDA.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ISFU.L iShares Core FTSE 100 UCITS ETF GBP (Dist)	2.93%	3.01%	3.80%	3.80%	3.78%	3.85%	2.91%	4.33%	4.61%	3.81%	0.72%
SWDA.L iShares Core MSCI World 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%

Drawdowns

ISFU.L vs. SWDA.L - Drawdown Comparison

The maximum ISFU.L drawdown since its inception was -42.59%, 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 ISFU.L and SWDA.L.

Drawdown Indicators

	ISFU.L	SWDA.L	Difference
Max Drawdown Largest peak-to-trough decline	-42.59%	-25.58%	-17.01%
Max Drawdown (1Y) Largest decline over 1 year	-12.27%	-10.26%	-2.01%
Max Drawdown (5Y) Largest decline over 5 years	-26.05%	-18.50%	-7.55%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.58%	—
Current Drawdown Current decline from peak	-5.64%	-3.59%	-2.05%
Average Drawdown Average peak-to-trough decline	-6.39%	-3.52%	-2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	1.79%	+0.97%

Volatility

ISFU.L vs. SWDA.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF GBP (Dist) (ISFU.L) has a higher volatility of 6.15% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.26%. This indicates that ISFU.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.

Volatility by Period

	ISFU.L	SWDA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	4.26%	+1.89%
Volatility (6M) Calculated over the trailing 6-month period	9.97%	8.47%	+1.50%
Volatility (1Y) Calculated over the trailing 1-year period	16.57%	15.35%	+1.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	15.30%	+1.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.08%	15.70%	+2.38%