SUJP.L vs. IWDA.L
SUJP.L (iShares MSCI Japan SRI UCITS ETF) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - SUJP.L is a Japan Equities fund tracking the iShares MSCI Japan SRI UCITS ETF, while IWDA.L is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 5 years, SUJP.L returned 4.40%/yr vs 11.60%/yr for IWDA.L. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SUJP.L vs. IWDA.L - Performance Comparison
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Returns By Period
In the year-to-date period, SUJP.L achieves a 7.69% return, which is significantly lower than IWDA.L's 10.17% return.
SUJP.L
- 1D
- 0.56%
- 1M
- 3.94%
- 6M
- 3.58%
- YTD
- 7.69%
- 1Y
- 20.59%
- 3Y*
- 10.73%
- 5Y*
- 4.40%
- 10Y*
- —
IWDA.L
- 1D
- 0.19%
- 1M
- 0.21%
- 6M
- 9.01%
- YTD
- 10.17%
- 1Y
- 22.01%
- 3Y*
- 18.87%
- 5Y*
- 11.60%
- 10Y*
- 12.99%
SUJP.L vs. IWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUJP.L iShares MSCI Japan SRI UCITS ETF | 7.69% | 19.03% | 2.95% | 13.59% | -18.40% | 0.65% | 17.90% | 22.23% | -13.97% | 18.11% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 10.17% | 21.03% | 19.11% | 24.27% | -18.11% | 22.19% | 16.06% | 27.13% | -9.01% | 16.28% |
Correlation
The correlation between SUJP.L and IWDA.L is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2017 | 0.69 |
The correlation between SUJP.L and IWDA.L has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
SUJP.L vs. IWDA.L — Risk / Return Rank
SUJP.L
IWDA.L
SUJP.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 (SUJP.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.
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.
| SUJP.L | IWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.64 | -1.05 |
| Martin ratioReturn relative to average drawdown | 4.56 | 10.75 | -6.19 |
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Drawdowns
SUJP.L vs. IWDA.L - Drawdown Comparison
The maximum SUJP.L drawdown since its inception was -34.36%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SUJP.L and IWDA.L.
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Drawdown Indicators
| SUJP.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -34.11% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -8.31% | -4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -16.94% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -25.88% | -8.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.11% | — |
Current DrawdownCurrent decline from peak | -1.32% | -0.12% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -4.39% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 2.04% | +2.39% |
Volatility
SUJP.L vs. IWDA.L - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF (SUJP.L) has a higher volatility of 5.25% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 2.72%. This indicates that SUJP.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
| SUJP.L | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 2.72% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 16.66% | 9.80% | +6.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 12.26% | +8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 15.73% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 15.78% | +1.76% |
SUJP.L vs. IWDA.L - Expense Ratio Comparison
Both SUJP.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
SUJP.L vs. IWDA.L - Dividend Comparison
Neither SUJP.L nor IWDA.L has paid dividends to shareholders.
Frequently Asked Questions
SUJP.L and IWDA.L have a correlation of 0.60, 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.
SUJP.L and IWDA.L have the same expense ratio: 0.20% per year.
SUJP.L is categorized as Japan Equities, while IWDA.L is Global Equities. SUJP.L tracks iShares MSCI Japan SRI UCITS ETF, while IWDA.L tracks MSCI World Index (Net).
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