PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
KETL.L vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KETL.L vs. SWDA.L

Last updated Jun 5, 2026

KETL.L (Strix Group plc) is a stock, while SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index. Over the past 5 years, KETL.L returned -32.11%/yr vs 13.06%/yr for SWDA.L. At a 0.20 correlation, their price movements are largely independent.

Performance

KETL.L vs. SWDA.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KETL.L achieves a -15.53% return, which is significantly lower than SWDA.L's 10.08% return.

KETL.L

1D
-2.58%
1M
-3.52%
YTD
-15.53%
6M
10.43%
1Y
-10.79%
3Y*
-26.40%
5Y*
-32.11%
10Y*
—

SWDA.L

1D
0.15%
1M
3.75%
YTD
10.08%
6M
9.92%
1Y
27.16%
3Y*
17.68%
5Y*
13.06%
10Y*
13.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
KETL.L
Strix Group plc		-15.53%-2.49%-35.39%-4.79%-71.54%41.70%17.29%44.73%-1.22%13.68%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		10.08%12.64%21.11%17.59%-8.33%23.64%12.25%23.03%-3.78%3.68%

Correlation

The correlation between KETL.L and SWDA.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

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

0.14

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

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2017

0.20

The correlation between KETL.L and SWDA.L shifts across timeframes, from 0.05 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Strix Group plc

iShares Core MSCI World UCITS ETF USD (Acc)

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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KETL.L
KETL.L Risk / Return Rank: 2929
Overall Rank
KETL.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
KETL.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
KETL.L Omega Ratio Rank: 2828
Omega Ratio Rank
KETL.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
KETL.L Martin Ratio Rank: 3131
Martin Ratio Rank
SWDA.L
SWDA.L Risk / Return Rank: 8383
Overall Rank
SWDA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8484
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for Strix Group plc (KETL.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.

KETL.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility
-0.28
2.66

-2.94

Sortino ratioReturn per unit of downside risk
-0.12
3.69

-3.82

Omega ratioGain probability vs. loss probability

0.98

1.51

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.35

4.14

-4.49

Martin ratioReturn relative to average drawdown

-0.63

16.55

-17.19

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

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

The current KETL.L Sharpe Ratio is -0.28, which is lower than the SWDA.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of KETL.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.

Loading charts...

Sharpe Ratios by Period

KETL.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

2.66

-2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

0.98

-1.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.96

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.88

-1.12

Drawdowns

KETL.L vs. SWDA.L - Drawdown Comparison

The maximum KETL.L drawdown since its inception was -90.46%, 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 KETL.L and SWDA.L.

Loading charts...

Drawdown Indicators

KETL.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-90.46%

-25.58%

-64.88%

Max Drawdown (1Y)

Largest decline over 1 year

-33.90%

-6.55%

-27.35%

Max Drawdown (3Y)

Largest decline over 3 years

-68.67%

-18.50%

-50.17%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

-18.50%

-71.96%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.58%

—

Current Drawdown

Current decline from peak

-88.54%

-0.10%

-88.44%

Average Drawdown

Average peak-to-trough decline

-41.35%

-3.49%

-37.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.57%

1.64%

+16.93%

Volatility

KETL.L vs. SWDA.L - Volatility Comparison

Strix Group plc (KETL.L) has a higher volatility of 11.07% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.52%. This indicates that KETL.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.

Loading charts...

Volatility by Period

KETL.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

2.52%

+8.55%

Volatility (6M)

Calculated over the trailing 6-month period

31.58%

7.29%

+24.29%

Volatility (1Y)

Calculated over the trailing 1-year period

42.03%

10.19%

+31.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.57%

13.30%

+35.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.72%

14.50%

+28.22%

Dividends

KETL.L vs. SWDA.L - Dividend Comparison

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

PositionTTM202520242023202220212020201920182017
KETL.L
Strix Group plc		0.00%0.00%0.00%5.56%10.18%2.64%3.50%3.74%2.98%0.68%
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%

Frequently Asked Questions

KETL.L and SWDA.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for KETL.L and SWDA.L

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

Open Portfolio Optimizer