SWDA.L vs. IUSQ.DE
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE).
SWDA.L and IUSQ.DE 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. IUSQ.DE is a passively managed fund by iShares that tracks the performance of the MSCI All Country World (ACWI). It was launched on Oct 21, 2011. Both SWDA.L and IUSQ.DE 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. IUSQ.DE - Performance Comparison
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SWDA.L vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
SWDA.L
IUSQ.DE
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.L | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.16 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.63 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.47 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.17 | 6.96 | -0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWDA.L | IUSQ.DE | Difference | |
|---|---|---|---|
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.
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.L | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.44% | -5.97% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -4.23% | +0.71% |
Ulcer IndexDepth 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.L | IUSQ.DE | Difference | |
|---|---|---|---|
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% |