SDWD.L vs. ACWI
Compare and contrast key facts about iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares MSCI ACWI ETF (ACWI).
SDWD.L and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDWD.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. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both SDWD.L and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SDWD.L vs. ACWI - Performance Comparison
Loading graphics...
SDWD.L vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDWD.L iShares MSCI World ESG Screened UCITS ETF USD (Dist) | -3.98% | 20.86% | 20.47% | 26.73% | -19.56% | 22.41% | 17.75% | 27.43% | -6.00% |
ACWI iShares MSCI ACWI ETF | -1.45% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -6.63% |
Returns By Period
In the year-to-date period, SDWD.L achieves a -3.98% return, which is significantly lower than ACWI's -1.45% return.
SDWD.L
- 1D
- -0.45%
- 1M
- -2.43%
- YTD
- -3.98%
- 6M
- -0.73%
- 1Y
- 19.21%
- 3Y*
- 17.79%
- 5Y*
- 10.49%
- 10Y*
- —
ACWI
- 1D
- -0.16%
- 1M
- -2.95%
- YTD
- -1.45%
- 6M
- 1.01%
- 1Y
- 20.74%
- 3Y*
- 17.05%
- 5Y*
- 9.57%
- 10Y*
- 11.70%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SDWD.L vs. ACWI - Expense Ratio Comparison
SDWD.L has a 0.20% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Return for Risk
SDWD.L vs. ACWI — Risk / Return Rank
SDWD.L
ACWI
SDWD.L vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares MSCI ACWI ETF (ACWI). 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.
| SDWD.L | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.19 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.76 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.50 | 1.82 | +0.68 |
Martin ratioReturn relative to average drawdown | 10.92 | 8.22 | +2.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SDWD.L | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.19 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.60 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.39 | +0.34 |
Correlation
The correlation between SDWD.L and ACWI is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SDWD.L vs. ACWI - Dividend Comparison
SDWD.L's dividend yield for the trailing twelve months is around 1.16%, less than ACWI's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDWD.L iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 1.16% | 1.12% | 1.27% | 1.42% | 1.66% | 1.22% | 1.28% | 1.77% | 0.20% | 0.00% | 0.00% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.58% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
SDWD.L vs. ACWI - Drawdown Comparison
The maximum SDWD.L drawdown since its inception was -33.64%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for SDWD.L and ACWI.
Loading graphics...
Drawdown Indicators
| SDWD.L | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.64% | -56.00% | +22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.31% | -9.73% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.93% | -26.42% | -0.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.53% | — |
Current DrawdownCurrent decline from peak | -6.22% | -6.20% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -8.68% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.60% | -0.47% |
Volatility
SDWD.L vs. ACWI - Volatility Comparison
The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) is 5.41%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.13%. This indicates that SDWD.L experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SDWD.L | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 6.13% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 10.07% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 17.50% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 15.96% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 17.07% | +0.48% |