SRIU.L vs. FSWD.L
SRIU.L (UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis) and FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) are both exchange-traded funds - SRIU.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while FSWD.L is a Global Equities fund tracking the STOXX Developed World Equity Factor Screened Net Index. Both are passively managed. Over the past 5 years, SRIU.L returned 11.11%/yr vs 11.68%/yr for FSWD.L. Their correlation of 0.86 suggests significant overlap in exposure. SRIU.L charges 0.22%/yr vs 0.30%/yr for FSWD.L.
Performance
SRIU.L vs. FSWD.L - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SRIU.L having a 11.80% return and FSWD.L slightly higher at 12.10%.
SRIU.L
- 1D
- -1.03%
- 1M
- -2.44%
- 6M
- 9.40%
- YTD
- 11.80%
- 1Y
- 19.66%
- 3Y*
- 14.99%
- 5Y*
- 11.11%
- 10Y*
- —
FSWD.L
- 1D
- -0.82%
- 1M
- -0.61%
- 6M
- 10.73%
- YTD
- 12.10%
- 1Y
- 24.41%
- 3Y*
- 18.45%
- 5Y*
- 11.68%
- 10Y*
- 11.49%
SRIU.L vs. FSWD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 11.80% | 3.18% | 21.26% | 25.24% | -16.33% | 32.89% | 21.42% |
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.10% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 16.64% |
Correlation
The correlation between SRIU.L and FSWD.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 13, 2020 | 0.86 |
The correlation between SRIU.L and FSWD.L shifts across timeframes, from 0.76 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SRIU.L vs. FSWD.L — Risk / Return Rank
SRIU.L
FSWD.L
SRIU.L vs. FSWD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L) and iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SRIU.L | FSWD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 4.12 | -2.10 |
| Martin ratioReturn relative to average drawdown | 6.38 | 15.80 | -9.42 |
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Drawdowns
SRIU.L vs. FSWD.L - Drawdown Comparison
The maximum SRIU.L drawdown since its inception was -22.95%, smaller than the maximum FSWD.L drawdown of -37.43%. Use the drawdown chart below to compare losses from any high point for SRIU.L and FSWD.L.
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Drawdown Indicators
| SRIU.L | FSWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -37.43% | +14.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -5.90% | -3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -22.56% | -19.93% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -22.95% | -19.93% | -3.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.27% | — |
Current DrawdownCurrent decline from peak | -4.56% | -1.42% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -7.38% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 1.54% | +1.54% |
Volatility
SRIU.L vs. FSWD.L - Volatility Comparison
UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis (SRIU.L) has a higher volatility of 5.08% compared to iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) at 2.86%. This indicates that SRIU.L's price experiences larger fluctuations and is considered to be riskier than FSWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRIU.L | FSWD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 2.86% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 8.36% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 10.94% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 18.86% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 17.40% | -1.45% |
SRIU.L vs. FSWD.L - Expense Ratio Comparison
SRIU.L has a 0.22% expense ratio, which is lower than FSWD.L's 0.30% expense ratio.
Dividends
SRIU.L vs. FSWD.L - Dividend Comparison
SRIU.L's dividend yield for the trailing twelve months is around 0.71%, while FSWD.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRIU.L UBS ETF (IE) MSCI USA Socially Responsible UCITS ETF (USD) A-dis | 0.71% | 0.98% | 0.51% | 0.94% | 1.08% | 0.79% | 0.21% |
Frequently Asked Questions
SRIU.L and FSWD.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SRIU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SRIU.L is cheaper with a 0.22% expense ratio, compared with 0.30% for FSWD.L.
SRIU.L is categorized as Large Cap Blend Equities, while FSWD.L is Global Equities. SRIU.L tracks Russell 1000 TR USD, while FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for SRIU.L and 0.30% for FSWD.L.
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