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SWDA.L vs. IUSQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWDA.L vs. IUSQ.DE - 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 MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

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SWDA.L vs. IUSQ.DE - 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%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
-2.26%14.69%19.10%16.20%-8.85%20.02%10.86%23.38%-4.65%13.80%
Different Trading Currencies

SWDA.L is traded in GBp, while IUSQ.DE is traded in EUR. To make them comparable, the IUSQ.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SWDA.L achieves a -3.19% return, which is significantly lower than IUSQ.DE's -2.26% return. Both investments have delivered pretty close results over the past 10 years, with SWDA.L having a 12.65% annualized return and IUSQ.DE not far behind at 12.12%.


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%

IUSQ.DE

1D
0.58%
1M
-5.43%
YTD
-2.26%
6M
1.93%
1Y
17.66%
3Y*
14.03%
5Y*
10.25%
10Y*
12.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWDA.L vs. IUSQ.DE - Expense Ratio Comparison

Both SWDA.L and IUSQ.DE 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%.


Return for Risk

SWDA.L vs. IUSQ.DE — 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

IUSQ.DE
IUSQ.DE Risk / Return Rank: 4343
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 4747
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 4545
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. IUSQ.DE - 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 MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). 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.LIUSQ.DEDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.16

-0.03

Sortino ratio

Return per unit of downside risk

1.59

1.63

-0.03

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.42

1.47

-0.05

Martin ratio

Return relative to average drawdown

6.17

6.96

-0.79

SWDA.L vs. IUSQ.DE - Sharpe Ratio Comparison

The current SWDA.L Sharpe Ratio is 1.13, which is comparable to the IUSQ.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of SWDA.L and IUSQ.DE, 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.LIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.16

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.75

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.81

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.72

+0.11

Correlation

The correlation between SWDA.L and IUSQ.DE is 0.89, 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. IUSQ.DE - Dividend Comparison

Neither SWDA.L nor IUSQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SWDA.L vs. IUSQ.DE - Drawdown Comparison

The maximum SWDA.L drawdown since its inception was -25.58%, roughly equal to the maximum IUSQ.DE drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for SWDA.L and IUSQ.DE.


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Drawdown Indicators


SWDA.LIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.58%

-33.60%

+8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-13.32%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.50%

-21.25%

+2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-25.58%

-33.60%

+8.02%

Current Drawdown

Current decline from peak

-5.44%

-5.97%

+0.53%

Average Drawdown

Average peak-to-trough decline

-3.52%

-4.23%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.77%

-0.40%

Volatility

SWDA.L vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) is 3.99%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 4.40%. This indicates that SWDA.L experiences smaller price fluctuations and is considered to be less risky than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWDA.LIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

4.40%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

8.39%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

15.13%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.35%

13.52%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

14.81%

-0.31%