SUJP.L vs. SWDA.L
SUJP.L (iShares MSCI Japan SRI UCITS ETF) and SWDA.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 SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 5 years, SUJP.L returned 4.40%/yr vs 11.75%/yr for SWDA.L. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SUJP.L vs. SWDA.L - Performance Comparison
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Different Trading Currencies
SUJP.L is traded in USD, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SUJP.L achieves a 7.69% return, which is significantly lower than SWDA.L's 10.59% 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*
- —
SWDA.L
- 1D
- 0.59%
- 1M
- 0.70%
- 6M
- 9.50%
- YTD
- 10.59%
- 1Y
- 22.47%
- 3Y*
- 19.10%
- 5Y*
- 11.75%
- 10Y*
- 13.08%
SUJP.L vs. SWDA.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% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 10.59% | 21.14% | 19.09% | 23.79% | -18.13% | 22.52% | 15.68% | 27.97% | -9.23% | 16.31% |
Correlation
The correlation between SUJP.L and SWDA.L is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2017 | 0.63 |
The correlation between SUJP.L and SWDA.L has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.
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Return for Risk
SUJP.L vs. SWDA.L — Risk / Return Rank
SUJP.L
SWDA.L
SUJP.L vs. SWDA.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) (SWDA.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 | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.60 | -1.01 |
| Martin ratioReturn relative to average drawdown | 4.56 | 11.09 | -6.52 |
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Drawdowns
SUJP.L vs. SWDA.L - Drawdown Comparison
The maximum SUJP.L drawdown since its inception was -34.36%, smaller than the maximum SWDA.L drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for SUJP.L and SWDA.L.
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Drawdown Indicators
| SUJP.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.36% | -45.69% | +11.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -8.59% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -14.85% | -17.07% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -34.36% | -26.50% | -7.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.61% | — |
Current DrawdownCurrent decline from peak | -1.32% | 0.00% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -11.15% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 2.02% | +2.41% |
Volatility
SUJP.L vs. SWDA.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) (SWDA.L) at 2.88%. This indicates that SUJP.L's price experiences larger fluctuations and is considered to be riskier than SWDA.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 | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 2.88% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 16.66% | 9.14% | +7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 11.74% | +8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 15.34% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 15.69% | +1.85% |
SUJP.L vs. SWDA.L - Expense Ratio Comparison
Both SUJP.L and SWDA.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. SWDA.L - Dividend Comparison
Neither SUJP.L nor SWDA.L has paid dividends to shareholders.
Frequently Asked Questions
SUJP.L and SWDA.L have a correlation of 0.55, 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 SWDA.L have the same expense ratio: 0.20% per year.
SUJP.L is categorized as Japan Equities, while SWDA.L is Global Equities. SUJP.L tracks iShares MSCI Japan SRI UCITS ETF, while SWDA.L tracks MSCI World Index.
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