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IWDG.L vs. SASU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDG.L vs. SASU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI World UCITS ETF (IWDG.L) and iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L). The values are adjusted to include any dividend payments, if applicable.

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

IWDG.L vs. SASU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

IWDG.L
IWDG.L Risk / Return Rank: 8080
Overall Rank
IWDG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IWDG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IWDG.L Omega Ratio Rank: 7878
Omega Ratio Rank
IWDG.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IWDG.L Martin Ratio Rank: 8383
Martin Ratio Rank

SASU.L
SASU.L Risk / Return Rank: 6767
Overall Rank
SASU.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SASU.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
SASU.L Omega Ratio Rank: 6666
Omega Ratio Rank
SASU.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
SASU.L Martin Ratio Rank: 6868
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.

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.LSASU.LDifference
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

IWDG.L vs. SASU.L - Sharpe Ratio Comparison

The current IWDG.L Sharpe Ratio is 2.00, which is comparable to the SASU.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IWDG.L and SASU.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

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.LSASU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.04%

-0.92%

+0.88%

Average Drawdown

Average peak-to-trough decline

-4.57%

-3.93%

-0.64%

Ulcer Index

Depth 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.LSASU.LDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

Find the right allocation for IWDG.L and SASU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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