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

Performance

IWDE.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.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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IWDE.L vs. SWDA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWDE.L
iShares MSCI World EUR Hedged UCITS ETF (Acc)
-2.56%16.39%19.76%21.13%-18.36%23.42%11.49%23.65%-10.06%16.85%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
-0.91%6.76%26.95%20.08%-13.06%31.68%6.15%30.86%-4.97%7.38%
Different Trading Currencies

IWDE.L is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDE.L achieves a -2.56% return, which is significantly higher than SWDA.L's -3.29% return. Over the past 10 years, IWDE.L has underperformed SWDA.L with an annualized return of 10.30%, while SWDA.L has yielded a comparatively higher 11.68% annualized return.


IWDE.L

1D
2.62%
1M
-3.68%
YTD
-2.56%
6M
0.66%
1Y
16.80%
3Y*
15.56%
5Y*
9.10%
10Y*
10.30%

SWDA.L

1D
0.00%
1M
-5.40%
YTD
-3.29%
6M
-0.02%
1Y
9.54%
3Y*
14.31%
5Y*
10.37%
10Y*
11.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

IWDE.L
IWDE.L Risk / Return Rank: 6363
Overall Rank
IWDE.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IWDE.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IWDE.L Omega Ratio Rank: 5959
Omega Ratio Rank
IWDE.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
IWDE.L Martin Ratio Rank: 7171
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 7272
Overall Rank
SWDA.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 6666
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.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.


IWDE.LSWDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.62

+0.49

Sortino ratio

Return per unit of downside risk

1.58

0.91

+0.67

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.10

Calmar ratio

Return relative to maximum drawdown

1.96

1.24

+0.72

Martin ratio

Return relative to average drawdown

8.33

4.76

+3.57

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

The current IWDE.L Sharpe Ratio is 1.11, which is higher than the SWDA.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IWDE.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.


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Sharpe Ratios by Period


IWDE.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.62

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.74

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.77

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.80

-0.15

Correlation

The correlation between IWDE.L and SWDA.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IWDE.L vs. SWDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IWDE.L vs. SWDA.L - Drawdown Comparison

The maximum IWDE.L drawdown since its inception was -33.32%, roughly equal to the maximum SWDA.L drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for IWDE.L and SWDA.L.


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Drawdown Indicators


IWDE.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.32%

-25.58%

-7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-10.26%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-18.50%

-5.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.32%

-25.58%

-7.74%

Current Drawdown

Current decline from peak

-4.75%

-3.59%

-1.16%

Average Drawdown

Average peak-to-trough decline

-4.54%

-3.52%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.79%

+0.19%

Volatility

IWDE.L vs. SWDA.L - Volatility Comparison

iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) has a higher volatility of 5.19% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 3.79%. This indicates that IWDE.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


IWDE.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

3.79%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

8.00%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

15.33%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

14.07%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

15.17%

+0.16%