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SDWD.L vs. IWDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SDWD.L vs. IWDA.L

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).

SDWD.L and IWDA.L 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. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both SDWD.L and IWDA.L 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. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

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SDWD.L vs. IWDA.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
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%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		-2.76%21.03%19.11%24.27%-18.11%22.19%16.06%27.13%-6.19%

Returns By Period

In the year-to-date period, SDWD.L achieves a -3.98% return, which is significantly lower than IWDA.L's -2.76% 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*
—

IWDA.L

1D
-0.45%
1M
-3.77%
YTD
-2.76%
6M
-0.27%
1Y
23.38%
3Y*
17.32%
5Y*
10.44%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares MSCI World ESG Screened UCITS ETF USD (Dist)

iShares Core MSCI World UCITS ETF USD (Acc)

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SDWD.L vs. NVDASDWD.L vs. BRK-BSDWD.L vs. ACWISDWD.L vs. IITU.LSDWD.L vs. IWVG.LSDWD.L vs. JEPG.LSDWD.L vs. MWOZ.L
Often compared with IWDA.L:
IWDA.L vs. VWCE.DEIWDA.L vs. SWDA.LIWDA.L vs. VWRP.LIWDA.L vs. VUAA.LIWDA.L vs. URTHIWDA.L vs. ACWI.LIWDA.L vs. SPY

SDWD.L vs. IWDA.L - Expense Ratio Comparison

Both SDWD.L and IWDA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

SDWD.L
iShares MSCI World ESG Screened UCITS ETF USD (Dist)
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)

Return for Risk

SDWD.L vs. IWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDWD.L
SDWD.L Risk / Return Rank: 6969
Overall Rank
SDWD.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SDWD.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
SDWD.L Omega Ratio Rank: 6262
Omega Ratio Rank
SDWD.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
SDWD.L Martin Ratio Rank: 8181
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 7373
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 8585
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.

SDWD.L vs. IWDA.L - 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 Core MSCI World UCITS ETF USD (Acc) (IWDA.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.

SDWD.LIWDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.24

-0.07

Sortino ratio

Return per unit of downside risk

1.70

1.78

-0.08

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

2.50

2.81

-0.32

Martin ratio

Return relative to average drawdown

10.92

12.10

-1.18

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

SDWD.L vs. IWDA.L - Sharpe Ratio Comparison

The current SDWD.L Sharpe Ratio is 1.17, which is comparable to the IWDA.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SDWD.L and IWDA.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

SDWD.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.24

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.67

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.76

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.74

-0.01

Correlation

The correlation between SDWD.L and IWDA.L is 0.99, 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.

Dividends

SDWD.L vs. IWDA.L - Dividend Comparison

SDWD.L's dividend yield for the trailing twelve months is around 1.16%, while IWDA.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018
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%
IWDA.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%

Drawdowns

SDWD.L vs. IWDA.L - Drawdown Comparison

The maximum SDWD.L drawdown since its inception was -33.64%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SDWD.L and IWDA.L.

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Drawdown Indicators

SDWD.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-34.11%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.31%

-8.31%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.93%

-25.88%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.11%

—

Current Drawdown

Current decline from peak

-6.22%

-5.59%

-0.63%

Average Drawdown

Average peak-to-trough decline

-5.35%

-4.48%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.93%

+0.20%

Volatility

SDWD.L vs. IWDA.L - Volatility Comparison

iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) have volatilities of 5.41% and 5.20%, 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.

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Volatility by Period

SDWD.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

5.20%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

8.91%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

15.60%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

15.63%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

15.86%

+1.69%