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

SDUS.L vs. SWDA.L

Last updated Jun 5, 2026

SDUS.L (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - SDUS.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 5 years, SDUS.L returned 14.04%/yr vs 11.87%/yr for SWDA.L. Their correlation of 0.91 suggests significant overlap in exposure. SDUS.L charges 0.07%/yr vs 0.20%/yr for SWDA.L.

Performance

SDUS.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.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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Different Trading Currencies

SDUS.L is traded in USD, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SDUS.L having a 10.25% return and SWDA.L slightly lower at 9.81%.

SDUS.L

1D
0.08%
1M
5.05%
YTD
10.25%
6M
10.89%
1Y
28.55%
3Y*
23.31%
5Y*
14.04%
10Y*
—

SWDA.L

1D
0.20%
1M
4.22%
YTD
9.81%
6M
11.17%
1Y
26.04%
3Y*
20.71%
5Y*
11.87%
10Y*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		10.25%17.72%26.89%30.69%-21.32%28.28%22.03%30.98%-7.54%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		9.81%21.14%19.09%23.79%-18.13%22.52%15.68%27.97%-6.57%

Correlation

The correlation between SDUS.L and SWDA.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.90

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

0.90

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

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

0.91

The correlation between SDUS.L and SWDA.L has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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

Sectors
SDUS.L
SWDA.L

Technology

38.0%
30.0%

Financial Services

12.4%
15.4%

Communication Services

12.1%
9.2%

Consumer Cyclical

10.8%
9.0%

Healthcare

9.2%
8.7%

Industrials

7.7%
10.9%

Consumer Defensive

2.7%
5.2%

Real Estate

2.0%
1.8%

Energy

1.9%
4.2%

Basic Materials

1.8%
3.2%

Utilities

1.3%
2.5%

Technology

SDUS.L
38.0%
SWDA.L
30.0%

Financial Services

SDUS.L
12.4%
SWDA.L
15.4%

Communication Services

SDUS.L
12.1%
SWDA.L
9.2%

Consumer Cyclical

SDUS.L
10.8%
SWDA.L
9.0%

Healthcare

SDUS.L
9.2%
SWDA.L
8.7%

Industrials

SDUS.L
7.7%
SWDA.L
10.9%

Consumer Defensive

SDUS.L
2.7%
SWDA.L
5.2%

Real Estate

SDUS.L
2.0%
SWDA.L
1.8%

Energy

SDUS.L
1.9%
SWDA.L
4.2%

Basic Materials

SDUS.L
1.8%
SWDA.L
3.2%

Utilities

SDUS.L
1.3%
SWDA.L
2.5%

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iShares MSCI USA ESG Screened UCITS ETF USD (Dist)

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with SDUS.L:
SDUS.L vs. GPSA.LSDUS.L vs. VWRA.LSDUS.L vs. IUSA.LSDUS.L vs. ISDU.LSDUS.L vs. MVEA.LSDUS.L vs. XZMD.LSDUS.L vs. BBUS.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDUS.L
SDUS.L Risk / Return Rank: 7070
Overall Rank
SDUS.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SDUS.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SDUS.L Omega Ratio Rank: 7171
Omega Ratio Rank
SDUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SDUS.L Martin Ratio Rank: 6969
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.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.

SDUS.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility
2.28
2.27

+0.01

Sortino ratioReturn per unit of downside risk
3.33
3.37

-0.04

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.00

3.02

-0.02

Martin ratioReturn relative to average drawdown

12.48

13.29

-0.80

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

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

The current SDUS.L Sharpe Ratio is 2.28, which is comparable to the SWDA.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SDUS.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

SDUS.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.27

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.78

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.73

+0.18

Drawdowns

SDUS.L vs. SWDA.L - Drawdown Comparison

The maximum SDUS.L drawdown since its inception was -33.90%, roughly equal to the maximum SWDA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for SDUS.L and SWDA.L.

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Drawdown Indicators

SDUS.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-33.62%

-0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-8.59%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-17.07%

-3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.23%

-26.50%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.62%

—

Current Drawdown

Current decline from peak

-0.54%

-0.42%

-0.12%

Average Drawdown

Average peak-to-trough decline

-5.44%

-4.58%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.95%

+0.33%

Volatility

SDUS.L vs. SWDA.L - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SDUS.L) has a higher volatility of 3.55% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.81%. This indicates that SDUS.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

SDUS.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

2.81%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

8.58%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

11.41%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

15.30%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

15.73%

+2.50%

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

SDUS.L has a 0.07% expense ratio, which is lower than SWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SDUS.L vs. SWDA.L - Dividend Comparison

SDUS.L's dividend yield for the trailing twelve months is around 0.73%, while SWDA.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
SDUS.L
iShares MSCI USA ESG Screened UCITS ETF USD (Dist)		0.73%0.80%0.90%1.06%1.32%0.95%1.18%1.40%0.22%
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%

Frequently Asked Questions

With a correlation of 0.90, SDUS.L and SWDA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SDUS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDUS.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SWDA.L.

SDUS.L is categorized as Large Cap Blend Equities, while SWDA.L is Global Equities. SDUS.L tracks Russell 1000 TR USD, while SWDA.L tracks MSCI World Index. Their fees differ too: 0.07% for SDUS.L and 0.20% for SWDA.L.

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