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

Performance

SUWS.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) (SUWS.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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Returns By Period

The year-to-date returns for both stocks are quite close, with SUWS.L having a 10.37% return and IWDA.L slightly lower at 10.17%.


SUWS.L

1D
-0.43%
1M
-1.35%
6M
8.12%
YTD
10.37%
1Y
18.55%
3Y*
13.89%
5Y*
9.18%
10Y*

IWDA.L

1D
0.19%
1M
0.21%
6M
9.01%
YTD
10.17%
1Y
22.01%
3Y*
18.87%
5Y*
11.60%
10Y*
12.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SUWS.L
iShares MSCI World SRI UCITS ETF USD (Dist)
10.37%14.86%11.22%25.16%-21.20%25.32%21.04%29.76%-7.49%4.80%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
10.17%21.03%19.11%24.27%-18.11%22.19%16.06%27.13%-9.01%4.89%

Correlation

The correlation between SUWS.L and IWDA.L is 0.93, 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

0.93

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

0.94

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2017

0.96

The correlation between SUWS.L and IWDA.L has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

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

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

SUWS.L
SUWS.L Risk / Return Rank: 5151
Overall Rank
SUWS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SUWS.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
SUWS.L Omega Ratio Rank: 4747
Omega Ratio Rank
SUWS.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
SUWS.L Martin Ratio Rank: 5757
Martin Ratio Rank

IWDA.L
IWDA.L Risk / Return Rank: 7171
Overall Rank
IWDA.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7474
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.

SUWS.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) (SUWS.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.

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.


SUWS.LIWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.25

1.32

-0.07

Calmar ratioReturn relative to maximum drawdown

2.05

2.64

-0.59

Martin ratioReturn relative to average drawdown

7.87

10.75

-2.89

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

The current SUWS.L Sharpe Ratio is 1.41, which is comparable to the IWDA.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SUWS.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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Drawdowns

SUWS.L vs. IWDA.L - Drawdown Comparison

The maximum SUWS.L drawdown since its inception was -31.97%, smaller than the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SUWS.L and IWDA.L.


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Drawdown Indicators


SUWS.LIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.97%

-34.11%

+2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-8.31%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-17.81%

-16.94%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-29.06%

-25.88%

-3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

Current Drawdown

Current decline from peak

-1.78%

-0.12%

-1.66%

Average Drawdown

Average peak-to-trough decline

-5.56%

-4.39%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.04%

+0.45%

Volatility

SUWS.L vs. IWDA.L - Volatility Comparison

iShares MSCI World SRI UCITS ETF USD (Dist) (SUWS.L) has a higher volatility of 4.00% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 2.72%. This indicates that SUWS.L's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUWS.LIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

2.72%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

9.80%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

12.26%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

15.73%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

15.78%

+1.07%

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

Both SUWS.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

SUWS.L vs. IWDA.L - Dividend Comparison

SUWS.L's dividend yield for the trailing twelve months is around 1.20%, while IWDA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUWS.L
iShares MSCI World SRI UCITS ETF USD (Dist)
1.20%1.21%1.41%1.52%1.71%1.20%1.21%1.70%2.26%

Frequently Asked Questions


With a correlation of 0.93, SUWS.L and IWDA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

SUWS.L tracks iShares MSCI World SRI UCITS ETF USD (Dist), while IWDA.L tracks MSCI World Index (Net).

Portfolio Optimizer

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