IWDG.L vs. SASU.L
IWDG.L (iShares Core MSCI World UCITS ETF) and SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IWDG.L tracks the MSCI World Index while SASU.L tracks the iShares MSCI USA Screened UCITS ETF USD (Acc). Both are passively managed. Over the past 5 years, IWDG.L returned 11.85%/yr vs 13.63%/yr for SASU.L. Their correlation of 0.81 suggests significant overlap in exposure. IWDG.L charges 0.30%/yr vs 0.07%/yr for SASU.L.
Performance
IWDG.L vs. SASU.L - Performance Comparison
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Different Trading Currencies
IWDG.L is traded in GBp, while SASU.L is traded in USD. To make them comparable, the SASU.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWDG.L achieves a 10.68% return, which is significantly higher than SASU.L's 9.94% return.
IWDG.L
- 1D
- -0.04%
- 1M
- 0.48%
- 6M
- 8.40%
- YTD
- 10.68%
- 1Y
- 23.67%
- 3Y*
- 19.20%
- 5Y*
- 11.85%
- 10Y*
- —
SASU.L
- 1D
- 0.43%
- 1M
- 0.08%
- 6M
- 8.28%
- YTD
- 9.94%
- 1Y
- 22.65%
- 3Y*
- 19.61%
- 5Y*
- 13.63%
- 10Y*
- —
IWDG.L vs. SASU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IWDG.L iShares Core MSCI World UCITS ETF | 10.68% | 18.71% | 21.37% | 23.13% | -17.43% | 24.30% | 11.80% | 24.91% | -8.74% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 9.94% | 9.44% | 29.12% | 24.16% | -11.99% | 29.47% | 18.41% | 26.03% | -6.71% |
Correlation
The correlation between IWDG.L and SASU.L is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.81 |
The correlation between IWDG.L and SASU.L has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.
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Return for Risk
IWDG.L vs. SASU.L — Risk / Return Rank
IWDG.L
SASU.L
IWDG.L vs. SASU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF (IWDG.L) and iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.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.
| IWDG.L | SASU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.52 | +0.57 |
| Martin ratioReturn relative to average drawdown | 12.99 | 8.20 | +4.79 |
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Drawdowns
IWDG.L vs. SASU.L - Drawdown Comparison
The maximum IWDG.L drawdown since its inception was -34.20%, which is greater than SASU.L's maximum drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for IWDG.L and SASU.L.
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Drawdown Indicators
| IWDG.L | SASU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -26.18% | -8.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -8.95% | +1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -22.50% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -22.82% | -22.50% | -0.32% |
Current DrawdownCurrent decline from peak | -0.04% | -0.92% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -3.93% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.76% | -0.94% |
Volatility
IWDG.L vs. SASU.L - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF (IWDG.L) is 2.59%, while iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has a volatility of 3.16%. This indicates that IWDG.L experiences smaller price fluctuations and is considered to be less risky than SASU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWDG.L | SASU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 3.16% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 9.96% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.80% | 13.20% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 16.36% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 17.82% | -1.93% |
IWDG.L vs. SASU.L - Expense Ratio Comparison
IWDG.L has a 0.30% expense ratio, which is higher than SASU.L's 0.07% expense ratio.
Dividends
IWDG.L vs. SASU.L - Dividend Comparison
IWDG.L's dividend yield for the trailing twelve months is around 1.39%, while SASU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IWDG.L iShares Core MSCI World UCITS ETF | 1.39% | 1.11% | 1.24% | 1.42% | 1.74% | 1.19% | 1.35% | 1.83% | 2.14% | 0.61% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IWDG.L and SASU.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SASU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SASU.L is cheaper with a 0.07% expense ratio, compared with 0.30% for IWDG.L.
IWDG.L tracks MSCI World Index, while SASU.L tracks iShares MSCI USA Screened UCITS ETF USD (Acc). Their fees differ too: 0.30% for IWDG.L and 0.07% for SASU.L.
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