SWDA.L vs. GILI.L
SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) and GILI.L (Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist) are both exchange-traded funds - SWDA.L is a Global Equities fund tracking the MSCI World Index, while GILI.L is a Inflation-Protected Bonds fund tracking the FTSE Actuaries UK Index-Linked Gilts All Stocks. Both are passively managed. Over the past 10 years, SWDA.L returned 13.92%/yr vs -1.06%/yr for GILI.L. At a correlation of -0.07, they often move in opposite directions. SWDA.L charges 0.20%/yr vs 0.07%/yr for GILI.L.
Performance
SWDA.L vs. GILI.L - Performance Comparison
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Returns By Period
In the year-to-date period, SWDA.L achieves a 8.84% return, which is significantly higher than GILI.L's 0.38% return. Over the past 10 years, SWDA.L has outperformed GILI.L with an annualized return of 13.92%, while GILI.L has yielded a comparatively lower -1.06% annualized return.
SWDA.L
- 1D
- 1.55%
- 1M
- 0.30%
- YTD
- 8.84%
- 6M
- 9.32%
- 1Y
- 25.52%
- 3Y*
- 17.08%
- 5Y*
- 12.61%
- 10Y*
- 13.92%
GILI.L
- 1D
- 0.31%
- 1M
- 0.41%
- YTD
- 0.38%
- 6M
- 0.65%
- 1Y
- 2.47%
- 3Y*
- -0.24%
- 5Y*
- -8.03%
- 10Y*
- -1.06%
SWDA.L vs. GILI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 8.84% | 12.64% | 21.11% | 17.59% | -8.33% | 23.64% | 12.25% | 23.03% | -3.78% | 11.78% |
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | 0.38% | 1.92% | -8.80% | 0.74% | -33.55% | 4.19% | 10.82% | 6.38% | -0.39% | 2.29% |
Correlation
The correlation between SWDA.L and GILI.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2010 | -0.07 |
The correlation between SWDA.L and GILI.L shifts across timeframes, from -0.07 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SWDA.L vs. GILI.L — Risk / Return Rank
SWDA.L
GILI.L
SWDA.L vs. GILI.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 Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.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.
| SWDA.L | GILI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.04 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 0.29 | +3.50 |
| Martin ratioReturn relative to average drawdown | 14.90 | 0.63 | +14.27 |
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Drawdowns
SWDA.L vs. GILI.L - Drawdown Comparison
The maximum SWDA.L drawdown since its inception was -41.70%, smaller than the maximum GILI.L drawdown of -49.11%. Use the drawdown chart below to compare losses from any high point for SWDA.L and GILI.L.
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Drawdown Indicators
| SWDA.L | GILI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.70% | -49.11% | +7.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -6.25% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -14.26% | -4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -18.50% | -49.11% | +30.61% |
Max Drawdown (10Y)Largest decline over 10 years | -25.58% | -49.11% | +23.53% |
Current DrawdownCurrent decline from peak | -1.23% | -41.41% | +40.18% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -13.42% | +3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 2.90% | -1.23% |
Volatility
SWDA.L vs. GILI.L - Volatility Comparison
iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) and Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L) have volatilities of 3.28% and 3.25%, 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
| SWDA.L | GILI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 3.25% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.65% | 6.46% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.47% | 8.71% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 18.71% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 16.45% | -1.87% |
SWDA.L vs. GILI.L - Expense Ratio Comparison
SWDA.L has a 0.20% expense ratio, which is higher than GILI.L's 0.07% 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
SWDA.L vs. GILI.L - Dividend Comparison
SWDA.L has not paid dividends to shareholders, while GILI.L's dividend yield for the trailing twelve months is around 0.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GILI.L Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist | 0.68% | 0.68% | 0.65% | 0.50% | 0.46% | 0.29% | 0.28% | 0.33% | 0.35% | 0.38% | 0.79% |
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% |
Frequently Asked Questions
SWDA.L and GILI.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GILI.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GILI.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SWDA.L.
SWDA.L is categorized as Global Equities, while GILI.L is Inflation-Protected Bonds. SWDA.L tracks MSCI World Index, while GILI.L tracks FTSE Actuaries UK Index-Linked Gilts All Stocks. They also come from different issuers: iShares and Lyxor. Their fees differ too: 0.20% for SWDA.L and 0.07% for GILI.L.
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