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SRIW.L vs. ISWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SRIW.L vs. ISWD.L

Last updated Jun 5, 2026

SRIW.L (UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis) and ISWD.L (iShares MSCI World Islamic UCITS ETF USD (Dist)) are both Global Equities funds - SRIW.L tracks the MSCI ACWI NR USD while ISWD.L tracks the MSCI World Islamic Index. Both are passively managed. Over the past 5 years, SRIW.L returned 11.01%/yr vs 13.67%/yr for ISWD.L. A 0.73 correlation means they provide meaningful diversification when combined. SRIW.L charges 0.22%/yr vs 0.60%/yr for ISWD.L.

Performance

SRIW.L vs. ISWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SRIW.L achieves a 9.21% return, which is significantly lower than ISWD.L's 20.06% return.

SRIW.L

1D
0.25%
1M
6.85%
YTD
9.21%
6M
9.45%
1Y
21.14%
3Y*
14.81%
5Y*
11.01%
10Y*
—

ISWD.L

1D
-0.25%
1M
9.64%
YTD
20.06%
6M
20.12%
1Y
38.63%
3Y*
15.87%
5Y*
13.67%
10Y*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRIW.L vs. ISWD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis		9.21%6.01%19.08%21.28%-15.04%26.40%12.45%
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)		20.06%11.58%7.85%17.25%-0.87%23.70%8.87%

Correlation

The correlation between SRIW.L and ISWD.L is 0.87, 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

0.87

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

0.78

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2020

0.73

The correlation between SRIW.L and ISWD.L shifts across timeframes, from 0.69 (5 years) to 0.87 (1 year), reflecting how their relationship changes across market environments.

SRIW.L vs. ISWD.L - Sectors Allocation Comparison

Sectors
SRIW.L
ISWD.L

Technology

35.9%
42.8%

Financial Services

16.4%
0.0%

Industrials

11.8%
12.9%

Consumer Cyclical

10.9%
6.9%

Healthcare

9.0%
10.4%

Consumer Defensive

5.7%
3.7%

Communication Services

4.0%
0.4%

Basic Materials

3.0%
9.6%

Real Estate

2.5%
0.2%

Utilities

0.9%
1.1%

Energy

0.0%
11.6%

Technology

SRIW.L
35.9%
ISWD.L
42.8%

Financial Services

SRIW.L
16.4%
ISWD.L
0.0%

Industrials

SRIW.L
11.8%
ISWD.L
12.9%

Consumer Cyclical

SRIW.L
10.9%
ISWD.L
6.9%

Healthcare

SRIW.L
9.0%
ISWD.L
10.4%

Consumer Defensive

SRIW.L
5.7%
ISWD.L
3.7%

Communication Services

SRIW.L
4.0%
ISWD.L
0.4%

Basic Materials

SRIW.L
3.0%
ISWD.L
9.6%

Real Estate

SRIW.L
2.5%
ISWD.L
0.2%

Utilities

SRIW.L
0.9%
ISWD.L
1.1%

Energy

SRIW.L
0.0%
ISWD.L
11.6%

Compare stocks, funds, or ETFs

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

UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis

iShares MSCI World Islamic UCITS ETF USD (Dist)

Often compared with SRIW.L:
SRIW.L vs. IUSK.DESRIW.L vs. IWDA.LSRIW.L vs. UC44.LSRIW.L vs. X7PP.LSRIW.L vs. PACW.LSRIW.L vs. 5ESG.LSRIW.L vs. EUFM.L
Often compared with ISWD.L:
ISWD.L vs. IGDA.LISWD.L vs. SPUSISWD.L vs. HLALISWD.L vs. VOOISWD.L vs. SPWOISWD.L vs. UMMAISWD.L vs. HIWS.L

Return for Risk

SRIW.L vs. ISWD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SRIW.L
SRIW.L Risk / Return Rank: 5555
Overall Rank
SRIW.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SRIW.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
SRIW.L Omega Ratio Rank: 5858
Omega Ratio Rank
SRIW.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
SRIW.L Martin Ratio Rank: 5050
Martin Ratio Rank
ISWD.L
ISWD.L Risk / Return Rank: 9393
Overall Rank
ISWD.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ISWD.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISWD.L Omega Ratio Rank: 9393
Omega Ratio Rank
ISWD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISWD.L Martin Ratio Rank: 9393
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.

SRIW.L vs. ISWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.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.

SRIW.LISWD.LDifference
Sharpe ratioReturn per unit of total volatility
1.94
3.40

-1.46

Sortino ratioReturn per unit of downside risk
2.72
4.58

-1.87

Omega ratioGain probability vs. loss probability

1.35

1.63

-0.28

Calmar ratioReturn relative to maximum drawdown

2.41

6.98

-4.57

Martin ratioReturn relative to average drawdown

8.30

23.95

-15.65

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

SRIW.L vs. ISWD.L - Sharpe Ratio Comparison

The current SRIW.L Sharpe Ratio is 1.94, which is lower than the ISWD.L Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of SRIW.L and ISWD.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

SRIW.LISWD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

3.40

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

1.03

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.88

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.74

+0.27

Drawdowns

SRIW.L vs. ISWD.L - Drawdown Comparison

The maximum SRIW.L drawdown since its inception was -21.55%, smaller than the maximum ISWD.L drawdown of -31.52%. Use the drawdown chart below to compare losses from any high point for SRIW.L and ISWD.L.

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Drawdown Indicators

SRIW.LISWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-31.52%

+9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-5.51%

-4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-20.07%

-21.00%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-21.00%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.90%

—

Current Drawdown

Current decline from peak

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

-4.93%

-3.60%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

1.61%

+1.10%

Volatility

SRIW.L vs. ISWD.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) is 3.27%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L) has a volatility of 3.64%. This indicates that SRIW.L experiences smaller price fluctuations and is considered to be less risky than ISWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SRIW.LISWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.64%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

8.41%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.02%

11.32%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.64%

13.27%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

14.33%

+1.98%

SRIW.L vs. ISWD.L - Expense Ratio Comparison

SRIW.L has a 0.22% expense ratio, which is lower than ISWD.L's 0.60% expense ratio.

Dividends

SRIW.L vs. ISWD.L - Dividend Comparison

SRIW.L's dividend yield for the trailing twelve months is around 1.01%, less than ISWD.L's 1.27% yield.

PositionTTM20252024202320222021202020192018201720162015
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)		1.27%1.50%1.74%1.99%2.43%1.98%1.88%2.37%2.39%2.09%2.09%2.62%
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis		1.01%1.28%1.25%1.26%1.47%1.10%0.22%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SRIW.L and ISWD.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SRIW.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SRIW.L is cheaper with a 0.22% expense ratio, compared with 0.60% for ISWD.L.

SRIW.L tracks MSCI ACWI NR USD, while ISWD.L tracks MSCI World Islamic Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for SRIW.L and 0.60% for ISWD.L.

Portfolio Optimizer

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