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

IWFV.L vs. SWDA.L

Last updated Jun 4, 2026

IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IWFV.L tracks the MSCI ACWI Value NR USD while SWDA.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IWFV.L returned 13.95%/yr vs 14.05%/yr for SWDA.L. Their correlation of 0.87 suggests significant overlap in exposure. IWFV.L charges 0.30%/yr vs 0.20%/yr for SWDA.L.

Performance

IWFV.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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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Returns By Period

In the year-to-date period, IWFV.L achieves a 35.48% return, which is significantly higher than SWDA.L's 9.92% return. Both investments have delivered pretty close results over the past 10 years, with IWFV.L having a 13.95% annualized return and SWDA.L not far ahead at 14.05%.

IWFV.L

1D
0.18%
1M
16.50%
YTD
35.48%
6M
38.78%
1Y
68.86%
3Y*
27.38%
5Y*
17.65%
10Y*
13.95%

SWDA.L

1D
-0.25%
1M
5.16%
YTD
9.92%
6M
10.29%
1Y
27.16%
3Y*
17.83%
5Y*
13.02%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		35.48%30.69%6.85%13.02%0.95%21.60%-6.91%14.69%-9.34%12.04%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		9.92%12.64%21.11%17.59%-8.33%23.64%12.25%23.03%-3.78%11.78%

Correlation

The correlation between IWFV.L and SWDA.L is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2014

0.87

The correlation between IWFV.L and SWDA.L shifts across timeframes, from 0.74 (3 years) to 0.87 (all time), reflecting how their relationship changes across market environments.

IWFV.L vs. SWDA.L - Sectors Allocation Comparison

Sectors
IWFV.L
SWDA.L

Technology

33.9%
30.0%

Financial Services

14.8%
15.4%

Industrials

11.3%
10.9%

Healthcare

8.8%
8.7%

Consumer Cyclical

7.9%
9.0%

Communication Services

7.6%
9.2%

Consumer Defensive

4.5%
5.2%

Energy

3.8%
4.2%

Basic Materials

3.0%
3.2%

Utilities

2.5%
2.5%

Real Estate

1.8%
1.8%

Technology

IWFV.L
33.9%
SWDA.L
30.0%

Financial Services

IWFV.L
14.8%
SWDA.L
15.4%

Industrials

IWFV.L
11.3%
SWDA.L
10.9%

Healthcare

IWFV.L
8.8%
SWDA.L
8.7%

Consumer Cyclical

IWFV.L
7.9%
SWDA.L
9.0%

Communication Services

IWFV.L
7.6%
SWDA.L
9.2%

Consumer Defensive

IWFV.L
4.5%
SWDA.L
5.2%

Energy

IWFV.L
3.8%
SWDA.L
4.2%

Basic Materials

IWFV.L
3.0%
SWDA.L
3.2%

Utilities

IWFV.L
2.5%
SWDA.L
2.5%

Real Estate

IWFV.L
1.8%
SWDA.L
1.8%

Compare stocks, funds, or ETFs

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iShares Edge MSCI World Value Factor UCITS ETF

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with IWFV.L:
IWFV.L vs. OEFIWFV.L vs. VOOIWFV.L vs. IOOIWFV.L vs. IWQU.LIWFV.L vs. VWRA.LIWFV.L vs. SMGB.LIWFV.L vs. IWDA.L
Often compared with SWDA.L:
SWDA.L vs. IWDA.LSWDA.L vs. VWRP.LSWDA.L vs. VWCE.DESWDA.L vs. SPYSWDA.L vs. IUSQ.DESWDA.L vs. EUN.LSWDA.L vs. VOO

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWFV.L
IWFV.L Risk / Return Rank: 9797
Overall Rank
IWFV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
Martin Ratio Rank
SWDA.L
SWDA.L Risk / Return Rank: 8181
Overall Rank
SWDA.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8282
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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.

IWFV.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility
5.11
2.66

+2.46

Sortino ratioReturn per unit of downside risk
6.89
3.68

+3.20

Omega ratioGain probability vs. loss probability

1.97

1.51

+0.46

Calmar ratioReturn relative to maximum drawdown

9.68

4.13

+5.55

Martin ratioReturn relative to average drawdown

37.44

16.50

+20.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IWFV.L Sharpe Ratio is 5.11, which is higher than the SWDA.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of IWFV.L and SWDA.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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Sharpe Ratios by Period

IWFV.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.11

2.66

+2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

0.98

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.97

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.88

-0.09

Drawdowns

IWFV.L vs. SWDA.L - Drawdown Comparison

The maximum IWFV.L drawdown since its inception was -28.79%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for IWFV.L and SWDA.L.

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Drawdown Indicators

IWFV.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-25.58%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-6.55%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

-18.50%

+4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-13.82%

-18.50%

+4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-28.79%

-25.58%

-3.21%

Current Drawdown

Current decline from peak

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

-4.38%

-3.49%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.64%

+0.19%

Volatility

IWFV.L vs. SWDA.L - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a higher volatility of 5.47% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.52%. This indicates that IWFV.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

IWFV.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

2.52%

+2.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

7.30%

+3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

10.23%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

13.30%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

14.50%

+0.60%

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

IWFV.L has a 0.30% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.

Dividends

IWFV.L vs. SWDA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

IWFV.L and SWDA.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SWDA.L is cheaper with a 0.20% expense ratio, compared with 0.30% for IWFV.L.

IWFV.L tracks MSCI ACWI Value NR USD, while SWDA.L tracks MSCI ACWI NR USD. Their fees differ too: 0.30% for IWFV.L and 0.20% for SWDA.L.

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