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

SWDA.L vs. EUN.L

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) and iShares STOXX Europe 50 UCITS (EUN.L).

SWDA.L and EUN.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. EUN.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2000. Both SWDA.L and EUN.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SWDA.L vs. EUN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) and iShares STOXX Europe 50 UCITS (EUN.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)202520242023202220212020201920182017
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		-3.19%12.64%21.11%17.59%-8.33%23.64%12.25%23.03%-3.78%11.78%
EUN.L
iShares STOXX Europe 50 UCITS		-0.74%23.34%2.83%12.45%4.23%17.70%-1.02%20.48%-9.23%13.71%

Returns By Period

In the year-to-date period, SWDA.L achieves a -3.19% return, which is significantly lower than EUN.L's -0.74% return. Over the past 10 years, SWDA.L has outperformed EUN.L with an annualized return of 12.65%, while EUN.L has yielded a comparatively lower 9.88% annualized return.

SWDA.L

1D
0.46%
1M
-5.44%
YTD
-3.19%
6M
0.81%
1Y
16.01%
3Y*
14.06%
5Y*
10.94%
10Y*
12.65%

EUN.L

1D
0.56%
1M
-8.66%
YTD
-0.74%
6M
5.80%
1Y
14.13%
3Y*
9.68%
5Y*
11.14%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares Core MSCI World UCITS ETF USD (Acc)

iShares STOXX Europe 50 UCITS

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. VOOSWDA.L vs. SWLD.L
Often compared with EUN.L:
EUN.L vs. VWCE.DEEUN.L vs. QDVE.DEEUN.L vs. VUAA.LEUN.L vs. EUE.LEUN.L vs. XESC.LEUN.L vs. SPYEUN.L vs. EXX7.DE

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

SWDA.L has a 0.20% expense ratio, which is lower than EUN.L's 0.35% expense ratio.

EUN.L
iShares STOXX Europe 50 UCITS
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)

Return for Risk

SWDA.L vs. EUN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWDA.L
SWDA.L Risk / Return Rank: 6666
Overall Rank
SWDA.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 6868
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 6666
Martin Ratio Rank
EUN.L
EUN.L Risk / Return Rank: 5353
Overall Rank
EUN.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EUN.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
EUN.L Omega Ratio Rank: 5656
Omega Ratio Rank
EUN.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
EUN.L Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) and iShares STOXX Europe 50 UCITS (EUN.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.

SWDA.LEUN.LDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.00

+0.13

Sortino ratio

Return per unit of downside risk

1.59

1.35

+0.24

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.42

1.21

+0.21

Martin ratio

Return relative to average drawdown

6.17

4.31

+1.86

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

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

The current SWDA.L Sharpe Ratio is 1.13, which is comparable to the EUN.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SWDA.L and EUN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SWDA.LEUN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.00

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.83

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.67

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.34

+0.49

Correlation

The correlation between SWDA.L and EUN.L is 0.76, 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.

Dividends

SWDA.L vs. EUN.L - Dividend Comparison

SWDA.L has not paid dividends to shareholders, while EUN.L's dividend yield for the trailing twelve months is around 2.39%.

TTM20252024202320222021202020192018201720162015
SWDA.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%0.00%0.00%0.00%
EUN.L
iShares STOXX Europe 50 UCITS		2.39%2.35%2.76%2.54%2.51%2.27%2.39%3.08%3.47%3.17%3.17%2.99%

Drawdowns

SWDA.L vs. EUN.L - Drawdown Comparison

The maximum SWDA.L drawdown since its inception was -25.58%, smaller than the maximum EUN.L drawdown of -45.10%. Use the drawdown chart below to compare losses from any high point for SWDA.L and EUN.L.

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Drawdown Indicators

SWDA.LEUN.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.58%

-45.10%

+19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-10.70%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.50%

-13.31%

-5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-25.58%

-26.13%

+0.55%

Current Drawdown

Current decline from peak

-5.44%

-8.66%

+3.22%

Average Drawdown

Average peak-to-trough decline

-3.52%

-6.72%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

3.00%

-0.63%

Volatility

SWDA.L vs. EUN.L - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) is 3.99%, while iShares STOXX Europe 50 UCITS (EUN.L) has a volatility of 6.12%. This indicates that SWDA.L experiences smaller price fluctuations and is considered to be less risky than EUN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SWDA.LEUN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

6.12%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

9.15%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

14.06%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.35%

13.39%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

14.71%

-0.21%