SAWD.L vs. FWIA.DE
Compare and contrast key facts about iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SAWD.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE).
SAWD.L and FWIA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SAWD.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 19, 2018. FWIA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE All-World. It was launched on Jun 26, 2023. Both SAWD.L and FWIA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAWD.L or FWIA.DE.
Key characteristics
| SAWD.L | FWIA.DE | |
|---|---|---|
| YTD Return | 21.65% | 23.41% |
| 1Y Return | 34.24% | 30.94% |
| Sharpe Ratio | 2.92 | 2.63 |
| Sortino Ratio | 3.99 | 3.59 |
| Omega Ratio | 1.54 | 1.54 |
| Calmar Ratio | 3.98 | 3.75 |
| Martin Ratio | 18.20 | 17.82 |
| Ulcer Index | 1.92% | 1.65% |
| Daily Std Dev | 11.97% | 11.14% |
| Max Drawdown | -33.81% | -7.83% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SAWD.L and FWIA.DE is 0.85, 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.
Performance
SAWD.L vs. FWIA.DE - Performance Comparison
In the year-to-date period, SAWD.L achieves a 21.65% return, which is significantly lower than FWIA.DE's 23.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SAWD.L vs. FWIA.DE - Expense Ratio Comparison
SAWD.L has a 0.20% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SAWD.L vs. FWIA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SAWD.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). 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.
Dividends
SAWD.L vs. FWIA.DE - Dividend Comparison
Neither SAWD.L nor FWIA.DE has paid dividends to shareholders.
Drawdowns
SAWD.L vs. FWIA.DE - Drawdown Comparison
The maximum SAWD.L drawdown since its inception was -33.81%, which is greater than FWIA.DE's maximum drawdown of -7.83%. Use the drawdown chart below to compare losses from any high point for SAWD.L and FWIA.DE. For additional features, visit the drawdowns tool.
Volatility
SAWD.L vs. FWIA.DE - Volatility Comparison
iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SAWD.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) have volatilities of 3.30% and 3.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.