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SRIU.L vs. FSWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRIU.L vs. FSWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRIU.L vs. FSWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SRIU.L
SRIU.L Risk / Return Rank: 5555
Overall Rank
SRIU.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SRIU.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SRIU.L Omega Ratio Rank: 5858
Omega Ratio Rank
SRIU.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
SRIU.L Martin Ratio Rank: 5050
Martin Ratio Rank

FSWD.L
FSWD.L Risk / Return Rank: 8989
Overall Rank
FSWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSWD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FSWD.L Omega Ratio Rank: 8686
Omega Ratio Rank
FSWD.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
FSWD.L Martin Ratio Rank: 9191
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.

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.LFSWD.LDifference
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

SRIU.L vs. FSWD.L - Sharpe Ratio Comparison

The current SRIU.L Sharpe Ratio is 1.50, which is lower than the FSWD.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SRIU.L and FSWD.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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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.LFSWD.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.56%

-1.42%

-3.14%

Average Drawdown

Average peak-to-trough decline

-5.54%

-7.38%

+1.84%

Ulcer Index

Depth 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.LFSWD.LDifference

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.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

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