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

SUJA.L vs. IWDA.L

Last updated Jun 5, 2026

SUJA.L (iShares MSCI Japan SRI UCITS ETF USD (Acc)) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - SUJA.L is a Japan Equities fund tracking the TOPIX TR JPY, while IWDA.L is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 5 years, SUJA.L returned 4.37%/yr vs 13.06%/yr for IWDA.L. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.

Performance

SUJA.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.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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Different Trading Currencies

SUJA.L is traded in GBp, while IWDA.L is traded in USD. To make them comparable, the IWDA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SUJA.L achieves a 3.53% return, which is significantly lower than IWDA.L's 10.28% return.

SUJA.L

1D
-0.04%
1M
7.15%
YTD
3.53%
6M
2.52%
1Y
13.20%
3Y*
6.15%
5Y*
4.37%
10Y*
—

IWDA.L

1D
0.10%
1M
3.76%
YTD
10.28%
6M
10.07%
1Y
27.10%
3Y*
17.74%
5Y*
13.06%
10Y*
13.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
SUJA.L
iShares MSCI Japan SRI UCITS ETF USD (Acc)		3.53%11.08%4.65%7.41%-8.78%2.14%13.75%18.34%-9.18%6.25%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		10.24%12.41%21.19%18.05%-8.38%23.34%12.65%22.29%-3.62%5.11%

Correlation

The correlation between SUJA.L and IWDA.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.49

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

0.52

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2017

0.56

The correlation between SUJA.L and IWDA.L has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

SUJA.L vs. IWDA.L - Sectors Allocation Comparison

Sectors
SUJA.L
IWDA.L

Industrials

21.6%
9.7%

Technology

19.5%
32.9%

Financial Services

18.0%
14.9%

Consumer Cyclical

13.5%
8.8%

Communication Services

12.2%
9.3%

Healthcare

7.6%
8.6%

Real Estate

3.0%
1.2%

Consumer Defensive

2.7%
4.8%

Basic Materials

1.9%
2.8%

Energy

-

3.9%

Utilities

-

2.4%

Industrials

SUJA.L
21.6%
IWDA.L
9.7%

Technology

SUJA.L
19.5%
IWDA.L
32.9%

Financial Services

SUJA.L
18.0%
IWDA.L
14.9%

Consumer Cyclical

SUJA.L
13.5%
IWDA.L
8.8%

Communication Services

SUJA.L
12.2%
IWDA.L
9.3%

Healthcare

SUJA.L
7.6%
IWDA.L
8.6%

Real Estate

SUJA.L
3.0%
IWDA.L
1.2%

Consumer Defensive

SUJA.L
2.7%
IWDA.L
4.8%

Basic Materials

SUJA.L
1.9%
IWDA.L
2.8%

Energy

SUJA.L

-

IWDA.L
3.9%

Utilities

SUJA.L

-

IWDA.L
2.4%

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iShares MSCI Japan SRI UCITS ETF USD (Acc)

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with SUJA.L:
SUJA.L vs. CSJP.LSUJA.L vs. IJPH.LSUJA.L vs. JPSR.LSUJA.L vs. PRIJ.LSUJA.L vs. FJPS.LSUJA.L vs. XDJP.LSUJA.L vs. IJPN.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

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUJA.L
SUJA.L Risk / Return Rank: 2424
Overall Rank
SUJA.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SUJA.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
SUJA.L Omega Ratio Rank: 2222
Omega Ratio Rank
SUJA.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
SUJA.L Martin Ratio Rank: 2626
Martin Ratio Rank
IWDA.L
IWDA.L Risk / Return Rank: 6868
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
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.

SUJA.L vs. IWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.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.

SUJA.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
0.73
2.33

-1.60

Sortino ratioReturn per unit of downside risk
1.16
3.24

-2.09

Omega ratioGain probability vs. loss probability

1.14

1.44

-0.29

Calmar ratioReturn relative to maximum drawdown

1.24

4.25

-3.01

Martin ratioReturn relative to average drawdown

3.53

16.00

-12.48

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

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

The current SUJA.L Sharpe Ratio is 0.73, which is lower than the IWDA.L Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SUJA.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

SUJA.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.33

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.90

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.86

-0.53

Drawdowns

SUJA.L vs. IWDA.L - Drawdown Comparison

The maximum SUJA.L drawdown since its inception was -23.81%, smaller than the maximum IWDA.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for SUJA.L and IWDA.L.

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Drawdown Indicators

SUJA.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.81%

-26.18%

+2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-6.37%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-12.83%

-18.91%

+6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

-18.91%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.18%

—

Current Drawdown

Current decline from peak

-1.80%

-0.07%

-1.73%

Average Drawdown

Average peak-to-trough decline

-7.00%

-3.39%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

1.70%

+2.03%

Volatility

SUJA.L vs. IWDA.L - Volatility Comparison

iShares MSCI Japan SRI UCITS ETF USD (Acc) (SUJA.L) has a higher volatility of 4.72% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.39%. This indicates that SUJA.L's price experiences larger fluctuations and is considered to be riskier 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

SUJA.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

3.39%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

8.83%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

11.60%

+6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.59%

14.49%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

15.51%

+1.52%

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

Both SUJA.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%.

Dividends

SUJA.L vs. IWDA.L - Dividend Comparison

Neither SUJA.L nor IWDA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

SUJA.L and IWDA.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SUJA.L and IWDA.L have the same expense ratio: 0.20% per year.

SUJA.L is categorized as Japan Equities, while IWDA.L is Global Equities. SUJA.L tracks TOPIX TR JPY, while IWDA.L tracks MSCI World Index (Net).

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