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SUSW.L vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SUSW.L vs. SWDA.L

Last updated Jun 5, 2026

SUSW.L (iShares MSCI World SRI UCITS ETF EUR (Acc)) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds from iShares - SUSW.L tracks the MSCI ACWI NR USD while SWDA.L tracks the MSCI World Index. Both are passively managed. Over the past 5 years, SUSW.L returned 10.52%/yr vs 12.89%/yr for SWDA.L. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

SUSW.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SUSW.L is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with SUSW.L having a 11.31% return and SWDA.L slightly lower at 10.97%.

SUSW.L

1D
0.22%
1M
5.87%
YTD
11.31%
6M
11.72%
1Y
18.68%
3Y*
12.95%
5Y*
10.52%
10Y*
—

SWDA.L

1D
0.00%
1M
4.83%
YTD
10.97%
6M
11.38%
1Y
23.82%
3Y*
17.47%
5Y*
12.89%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSW.L vs. SWDA.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)		11.31%1.89%18.34%20.78%-16.40%35.65%10.76%32.32%-3.09%2.02%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		11.06%6.76%26.95%20.08%-13.06%31.68%6.15%30.86%-4.97%1.85%

Correlation

The correlation between SUSW.L and SWDA.L is 0.89, 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

0.89

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2017

0.90

The correlation between SUSW.L and SWDA.L has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

SUSW.L vs. SWDA.L - Sectors Allocation Comparison

Sectors
SUSW.L
SWDA.L

Technology

30.6%
30.0%

Financial Services

17.1%
15.4%

Industrials

11.8%
10.9%

Healthcare

9.3%
8.7%

Consumer Cyclical

9.2%
9.0%

Communication Services

7.7%
9.2%

Consumer Defensive

6.2%
5.2%

Basic Materials

4.0%
3.2%

Real Estate

2.3%
1.8%

Utilities

1.8%
2.5%

Energy

-

4.2%

Technology

SUSW.L
30.6%
SWDA.L
30.0%

Financial Services

SUSW.L
17.1%
SWDA.L
15.4%

Industrials

SUSW.L
11.8%
SWDA.L
10.9%

Healthcare

SUSW.L
9.3%
SWDA.L
8.7%

Consumer Cyclical

SUSW.L
9.2%
SWDA.L
9.0%

Communication Services

SUSW.L
7.7%
SWDA.L
9.2%

Consumer Defensive

SUSW.L
6.2%
SWDA.L
5.2%

Basic Materials

SUSW.L
4.0%
SWDA.L
3.2%

Real Estate

SUSW.L
2.3%
SWDA.L
1.8%

Utilities

SUSW.L
1.8%
SWDA.L
2.5%

Energy

SUSW.L

-

SWDA.L
4.2%

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iShares MSCI World SRI UCITS ETF EUR (Acc)

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with SUSW.L:
SUSW.L vs. SPYSUSW.L vs. VTSUSW.L vs. ICLNSUSW.L vs. NASD.LSUSW.L vs. AIAI.LSUSW.L vs. XESC.LSUSW.L vs. XSPX.L
Often compared with SWDA.L:
SWDA.L vs. IWDA.LSWDA.L vs. VWRP.LSWDA.L vs. VWCE.DESWDA.L vs. SPYSWDA.L vs. IUSQ.DESWDA.L vs. EUN.LSWDA.L vs. VOO

Return for Risk

SUSW.L vs. SWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUSW.L
SUSW.L Risk / Return Rank: 4646
Overall Rank
SUSW.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SUSW.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
SUSW.L Omega Ratio Rank: 4444
Omega Ratio Rank
SUSW.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
SUSW.L Martin Ratio Rank: 5252
Martin Ratio Rank
SWDA.L
SWDA.L Risk / Return Rank: 8383
Overall Rank
SWDA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8484
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8383
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.

SUSW.L vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.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.

SUSW.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility
1.50
2.18

-0.68

Sortino ratioReturn per unit of downside risk
2.18
3.07

-0.89

Omega ratioGain probability vs. loss probability

1.28

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

2.35

3.63

-1.28

Martin ratioReturn relative to average drawdown

8.66

14.82

-6.16

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

SUSW.L vs. SWDA.L - Sharpe Ratio Comparison

The current SUSW.L Sharpe Ratio is 1.50, which is lower than the SWDA.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SUSW.L and SWDA.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

SUSW.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.18

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.92

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.85

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.85

-0.10

Drawdowns

SUSW.L vs. SWDA.L - Drawdown Comparison

The maximum SUSW.L drawdown since its inception was -32.09%, roughly equal to the maximum SWDA.L drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for SUSW.L and SWDA.L.

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Drawdown Indicators

SUSW.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.09%

-33.00%

+0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-6.53%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.13%

-20.55%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-20.55%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.00%

—

Current Drawdown

Current decline from peak

0.00%

-0.30%

+0.30%

Average Drawdown

Average peak-to-trough decline

-4.93%

-4.31%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.60%

+0.54%

Volatility

SUSW.L vs. SWDA.L - Volatility Comparison

iShares MSCI World SRI UCITS ETF EUR (Acc) (SUSW.L) has a higher volatility of 3.49% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.22%. This indicates that SUSW.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

SUSW.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

2.22%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

7.56%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

10.88%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

14.07%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

15.15%

+1.08%

SUSW.L vs. SWDA.L - Expense Ratio Comparison

Both SUSW.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

SUSW.L vs. SWDA.L - Dividend Comparison

Neither SUSW.L nor SWDA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

SUSW.L and SWDA.L have a correlation of 0.89, 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.

SUSW.L and SWDA.L have the same expense ratio: 0.20% per year.

SUSW.L tracks MSCI ACWI NR USD, while SWDA.L tracks MSCI World Index.

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