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

SUWG.L vs. IWDA.L

Last updated Jun 5, 2026

SUWG.L (iShares MSCI World SRI UCITS ETF USD (Dist)) and IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both Global Equities funds from iShares - SUWG.L tracks the MSCI ACWI NR USD while IWDA.L tracks the MSCI World Index (Net). Both are passively managed. Over the past 5 years, SUWG.L returned 10.67%/yr vs 13.06%/yr for IWDA.L. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

SUWG.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.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

SUWG.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

The year-to-date returns for both stocks are quite close, with SUWG.L having a 10.28% return and IWDA.L slightly lower at 10.24%.

SUWG.L

1D
0.39%
1M
4.00%
YTD
10.28%
6M
10.19%
1Y
21.97%
3Y*
13.08%
5Y*
10.67%
10Y*
—

IWDA.L

1D
0.07%
1M
3.73%
YTD
10.24%
6M
10.04%
1Y
27.06%
3Y*
17.73%
5Y*
13.06%
10Y*
13.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021
SUWG.L
iShares MSCI World SRI UCITS ETF USD (Dist)		10.28%7.24%12.94%18.32%-11.70%27.80%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		10.24%12.41%21.19%18.05%-8.38%23.03%

Correlation

The correlation between SUWG.L and IWDA.L is 0.83, 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

0.83

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

0.88

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

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.88

The correlation between SUWG.L and IWDA.L has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

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

Sectors
SUWG.L
IWDA.L

Technology

32.7%
32.9%

Financial Services

16.6%
14.9%

Industrials

11.2%
9.7%

Consumer Cyclical

9.1%
8.8%

Healthcare

9.0%
8.6%

Communication Services

7.7%
9.3%

Consumer Defensive

6.0%
4.8%

Basic Materials

3.8%
2.8%

Real Estate

2.2%
1.2%

Utilities

1.7%
2.4%

Energy

-

3.9%

Technology

SUWG.L
32.7%
IWDA.L
32.9%

Financial Services

SUWG.L
16.6%
IWDA.L
14.9%

Industrials

SUWG.L
11.2%
IWDA.L
9.7%

Consumer Cyclical

SUWG.L
9.1%
IWDA.L
8.8%

Healthcare

SUWG.L
9.0%
IWDA.L
8.6%

Communication Services

SUWG.L
7.7%
IWDA.L
9.3%

Consumer Defensive

SUWG.L
6.0%
IWDA.L
4.8%

Basic Materials

SUWG.L
3.8%
IWDA.L
2.8%

Real Estate

SUWG.L
2.2%
IWDA.L
1.2%

Utilities

SUWG.L
1.7%
IWDA.L
2.4%

Energy

SUWG.L

-

IWDA.L
3.9%

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iShares MSCI World SRI UCITS ETF USD (Dist)

iShares Core MSCI World UCITS ETF USD (Acc)

Often compared with SUWG.L:
SUWG.L vs. SWDA.LSUWG.L vs. HPAO.LSUWG.L vs. V3AB.LSUWG.L vs. P500.DESUWG.L vs. SPX4.LSUWG.L vs. V3GS.LSUWG.L vs. TDIV
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SUWG.L
SUWG.L Risk / Return Rank: 5858
Overall Rank
SUWG.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SUWG.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
SUWG.L Omega Ratio Rank: 5959
Omega Ratio Rank
SUWG.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
SUWG.L Martin Ratio Rank: 5959
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.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.

SUWG.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility
1.91
2.33

-0.42

Sortino ratioReturn per unit of downside risk
2.73
3.24

-0.51

Omega ratioGain probability vs. loss probability

1.35

1.44

-0.08

Calmar ratioReturn relative to maximum drawdown

2.75

4.25

-1.49

Martin ratioReturn relative to average drawdown

10.28

15.98

-5.70

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

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

The current SUWG.L Sharpe Ratio is 1.91, which is comparable to the IWDA.L Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SUWG.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

SUWG.LIWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

2.33

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.90

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.86

-0.01

Drawdowns

SUWG.L vs. IWDA.L - Drawdown Comparison

The maximum SUWG.L drawdown since its inception was -18.97%, smaller than the maximum IWDA.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for SUWG.L and IWDA.L.

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Drawdown Indicators

SUWG.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-26.18%

+7.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-6.37%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-18.97%

-18.91%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.97%

-18.91%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.18%

—

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.31%

-3.39%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.70%

+0.42%

Volatility

SUWG.L vs. IWDA.L - Volatility Comparison

iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) have volatilities of 3.37% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SUWG.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

3.39%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

8.83%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

11.60%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

14.49%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

15.51%

-1.88%

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

Both SUWG.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

SUWG.L vs. IWDA.L - Dividend Comparison

SUWG.L's dividend yield for the trailing twelve months is around 1.12%, while IWDA.L has not paid dividends to shareholders.

PositionTTM20252024202320222021
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%
SUWG.L
iShares MSCI World SRI UCITS ETF USD (Dist)		1.12%1.21%1.38%1.54%1.69%1.17%

Frequently Asked Questions

SUWG.L and IWDA.L have a correlation of 0.83, 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.

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

SUWG.L tracks MSCI ACWI NR USD, while IWDA.L tracks MSCI World Index (Net).

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