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

SUWG.L vs. MWRD.L

Last updated Jun 6, 2026

SUWG.L (iShares MSCI World SRI UCITS ETF USD (Dist)) and MWRD.L (Amundi Index MSCI World) are both Global Equities funds tracking the MSCI ACWI NR USD, from iShares and Amundi respectively. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. SUWG.L charges 0.20%/yr vs 0.08%/yr for MWRD.L.

Performance

SUWG.L vs. MWRD.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 Amundi Index MSCI World (MWRD.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 MWRD.L is traded in GBp. To make them comparable, the MWRD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

SUWG.L

1D
-1.04%
1M
2.88%
YTD
9.14%
6M
9.02%
1Y
20.72%
3Y*
12.53%
5Y*
10.45%
10Y*
—

MWRD.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021
SUWG.L
iShares MSCI World SRI UCITS ETF USD (Dist)		9.14%7.29%12.84%18.47%-11.83%28.01%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.27%17.50%-8.73%23.36%

Correlation

The correlation between SUWG.L and MWRD.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.35

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

0.65

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

0.67

The correlation between SUWG.L and MWRD.L shifts across timeframes, from 0.35 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.

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

Sectors
SUWG.L
MWRD.L

Technology

32.7%
24.7%

Financial Services

16.6%
14.7%

Industrials

11.2%
10.6%

Consumer Cyclical

9.1%
10.5%

Healthcare

9.0%
12.4%

Communication Services

7.7%
7.5%

Consumer Defensive

6.0%
6.7%

Basic Materials

3.8%
3.8%

Real Estate

2.2%
2.4%

Utilities

1.7%
2.4%

Energy

-

4.4%

Technology

SUWG.L
32.7%
MWRD.L
24.7%

Financial Services

SUWG.L
16.6%
MWRD.L
14.7%

Industrials

SUWG.L
11.2%
MWRD.L
10.6%

Consumer Cyclical

SUWG.L
9.1%
MWRD.L
10.5%

Healthcare

SUWG.L
9.0%
MWRD.L
12.4%

Communication Services

SUWG.L
7.7%
MWRD.L
7.5%

Consumer Defensive

SUWG.L
6.0%
MWRD.L
6.7%

Basic Materials

SUWG.L
3.8%
MWRD.L
3.8%

Real Estate

SUWG.L
2.2%
MWRD.L
2.4%

Utilities

SUWG.L
1.7%
MWRD.L
2.4%

Energy

SUWG.L

-

MWRD.L
4.4%

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iShares MSCI World SRI UCITS ETF USD (Dist)

Amundi Index MSCI World

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 MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

SUWG.L vs. MWRD.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: 5858
Sharpe Ratio Rank
SUWG.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
SUWG.L Omega Ratio Rank: 6060
Omega Ratio Rank
SUWG.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
SUWG.L Martin Ratio Rank: 5959
Martin Ratio Rank
MWRD.L
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. MWRD.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 Amundi Index MSCI World (MWRD.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.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
1.79

—

—

Sortino ratioReturn per unit of downside risk
2.55

—

—

Omega ratioGain probability vs. loss probability

1.33

—

—

Calmar ratioReturn relative to maximum drawdown

2.59

—

—

Martin ratioReturn relative to average drawdown

9.77

—

—

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. MWRD.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

SUWG.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

—

—

Drawdowns

SUWG.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

SUWG.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-18.99%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

—

—

Current Drawdown

Current decline from peak

-1.04%

—

—

Average Drawdown

Average peak-to-trough decline

-4.30%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

—

—

Volatility

SUWG.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

SUWG.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

11.51%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.72%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.72%

—

—

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

SUWG.L has a 0.20% expense ratio, which is higher than MWRD.L's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SUWG.L vs. MWRD.L - Dividend Comparison

SUWG.L's dividend yield for the trailing twelve months is around 1.14%, while MWRD.L has not paid dividends to shareholders.

PositionTTM20252024202320222021
MWRD.L
Amundi Index MSCI World		0.00%0.00%0.00%0.00%0.00%0.00%
SUWG.L
iShares MSCI World SRI UCITS ETF USD (Dist)		1.14%1.21%1.38%1.54%1.69%1.17%

Frequently Asked Questions

SUWG.L and MWRD.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.20% for SUWG.L.

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SUWG.L and 0.08% for MWRD.L.

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