SUAS.L vs. IWDA.L
Compare and contrast key facts about iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
SUAS.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. SUAS.L is a passively managed fund by iShares that tracks the performance of the MSCI USA SRI Select Reduced Fossil Fuel Index. It was launched on Aug 21, 2025. 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 SUAS.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
SUAS.L vs. IWDA.L - Performance Comparison
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SUAS.L vs. IWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUAS.L iShares MSCI USA SRI UCITS ETF USD (Acc) | -2.42% | 10.95% | 14.07% | 24.37% | -18.68% | 31.17% | 25.85% | 31.51% | -2.17% | 25.21% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -2.32% | 21.03% | 19.11% | 24.27% | -18.11% | 22.19% | 16.06% | 27.13% | -9.01% | 22.77% |
Returns By Period
The year-to-date returns for both investments are quite close, with SUAS.L having a -2.42% return and IWDA.L slightly higher at -2.32%.
SUAS.L
- 1D
- 2.72%
- 1M
- -4.23%
- YTD
- -2.42%
- 6M
- -1.10%
- 1Y
- 14.85%
- 3Y*
- 12.88%
- 5Y*
- 8.96%
- 10Y*
- —
IWDA.L
- 1D
- 2.92%
- 1M
- -3.75%
- YTD
- -2.32%
- 6M
- 1.15%
- 1Y
- 20.54%
- 3Y*
- 17.66%
- 5Y*
- 10.54%
- 10Y*
- 12.16%
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SUAS.L vs. IWDA.L - Expense Ratio Comparison
Both SUAS.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%.
Return for Risk
SUAS.L vs. IWDA.L — Risk / Return Rank
SUAS.L
IWDA.L
SUAS.L vs. IWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.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.
| SUAS.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.31 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.86 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.31 | -0.67 |
Martin ratioReturn relative to average drawdown | 6.04 | 9.49 | -3.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SUAS.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.31 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.67 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.75 | +0.13 |
Correlation
The correlation between SUAS.L and IWDA.L is 0.88, 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
SUAS.L vs. IWDA.L - Dividend Comparison
Neither SUAS.L nor IWDA.L has paid dividends to shareholders.
Drawdowns
SUAS.L vs. IWDA.L - Drawdown Comparison
The maximum SUAS.L drawdown since its inception was -33.25%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SUAS.L and IWDA.L.
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Drawdown Indicators
| SUAS.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.25% | -34.11% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -11.56% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.44% | -25.88% | +0.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.11% | — |
Current DrawdownCurrent decline from peak | -5.64% | -5.16% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.48% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.11% | +0.26% |
Volatility
SUAS.L vs. IWDA.L - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (SUAS.L) is 5.12%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a volatility of 5.47%. This indicates that SUAS.L experiences smaller price fluctuations and is considered to be less risky than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SUAS.L | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 5.47% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 8.94% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 15.63% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.50% | 15.63% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 15.86% | +2.01% |