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SUWG.L vs. VWRL.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SUWG.L and VWRL.AS is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

SUWG.L vs. VWRL.AS - 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 Vanguard FTSE All-World UCITS ETF (VWRL.AS). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
4.91%
7.90%
SUWG.L
VWRL.AS

Key characteristics

Sharpe Ratio

SUWG.L:

1.08

VWRL.AS:

2.18

Sortino Ratio

SUWG.L:

1.51

VWRL.AS:

2.95

Omega Ratio

SUWG.L:

1.21

VWRL.AS:

1.43

Calmar Ratio

SUWG.L:

1.86

VWRL.AS:

2.97

Martin Ratio

SUWG.L:

6.05

VWRL.AS:

13.96

Ulcer Index

SUWG.L:

1.99%

VWRL.AS:

1.72%

Daily Std Dev

SUWG.L:

11.18%

VWRL.AS:

11.03%

Max Drawdown

SUWG.L:

-18.47%

VWRL.AS:

-33.27%

Current Drawdown

SUWG.L:

-2.95%

VWRL.AS:

-0.10%

Returns By Period

In the year-to-date period, SUWG.L achieves a 1.91% return, which is significantly lower than VWRL.AS's 4.14% return.


SUWG.L

YTD

1.91%

1M

-2.57%

6M

8.06%

1Y

11.64%

5Y*

N/A

10Y*

N/A

VWRL.AS

YTD

4.14%

1M

1.75%

6M

14.14%

1Y

22.63%

5Y*

10.98%

10Y*

10.14%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SUWG.L vs. VWRL.AS - Expense Ratio Comparison

SUWG.L has a 0.20% expense ratio, which is lower than VWRL.AS's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VWRL.AS
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWRL.AS: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for SUWG.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SUWG.L vs. VWRL.AS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SUWG.L
The Risk-Adjusted Performance Rank of SUWG.L is 4646
Overall Rank
The Sharpe Ratio Rank of SUWG.L is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SUWG.L is 3636
Sortino Ratio Rank
The Omega Ratio Rank of SUWG.L is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SUWG.L is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SUWG.L is 5454
Martin Ratio Rank

VWRL.AS
The Risk-Adjusted Performance Rank of VWRL.AS is 8585
Overall Rank
The Sharpe Ratio Rank of VWRL.AS is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRL.AS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VWRL.AS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VWRL.AS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VWRL.AS is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SUWG.L vs. VWRL.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.L) and Vanguard FTSE All-World UCITS ETF (VWRL.AS). 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.


Sharpe ratio
The chart of Sharpe ratio for SUWG.L, currently valued at 0.93, compared to the broader market0.002.004.000.931.66
The chart of Sortino ratio for SUWG.L, currently valued at 1.33, compared to the broader market-2.000.002.004.006.008.0010.0012.001.332.32
The chart of Omega ratio for SUWG.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.30
The chart of Calmar ratio for SUWG.L, currently valued at 1.43, compared to the broader market0.005.0010.0015.0020.001.432.38
The chart of Martin ratio for SUWG.L, currently valued at 4.34, compared to the broader market0.0020.0040.0060.0080.00100.004.349.37
SUWG.L
VWRL.AS

The current SUWG.L Sharpe Ratio is 1.08, which is lower than the VWRL.AS Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SUWG.L and VWRL.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.93
1.66
SUWG.L
VWRL.AS

Dividends

SUWG.L vs. VWRL.AS - Dividend Comparison

SUWG.L's dividend yield for the trailing twelve months is around 31.28%, more than VWRL.AS's 1.41% yield.


TTM20242023202220212020201920182017201620152014
SUWG.L
iShares MSCI World SRI UCITS ETF USD (Dist)
31.28%31.88%1.54%1.69%1.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.41%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%

Drawdowns

SUWG.L vs. VWRL.AS - Drawdown Comparison

The maximum SUWG.L drawdown since its inception was -18.47%, smaller than the maximum VWRL.AS drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for SUWG.L and VWRL.AS. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.07%
0
SUWG.L
VWRL.AS

Volatility

SUWG.L vs. VWRL.AS - Volatility Comparison

iShares MSCI World SRI UCITS ETF USD (Dist) (SUWG.L) has a higher volatility of 3.67% compared to Vanguard FTSE All-World UCITS ETF (VWRL.AS) at 3.11%. This indicates that SUWG.L's price experiences larger fluctuations and is considered to be riskier than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.67%
3.11%
SUWG.L
VWRL.AS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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