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

Performance

SWDA.L vs. GILI.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 Lyxor Core UK Government Inflation-Linked UCITS ETF - Dist (GILI.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

SWDA.L
SWDA.L Risk / Return Rank: 8484
Overall Rank
SWDA.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8585
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8484
Martin Ratio Rank

GILI.L
GILI.L Risk / Return Rank: 1212
Overall Rank
GILI.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GILI.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
GILI.L Omega Ratio Rank: 1111
Omega Ratio Rank
GILI.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
GILI.L Martin Ratio Rank: 1313
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. 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.LGILI.LDifference
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

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

The current SWDA.L Sharpe Ratio is 2.38, which is higher than the GILI.L Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of SWDA.L and GILI.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

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.LGILI.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.23%

-41.41%

+40.18%

Average Drawdown

Average peak-to-trough decline

-9.49%

-13.42%

+3.93%

Ulcer Index

Depth 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.LGILI.LDifference

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%.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

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