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

SWDA.L vs. IWFV.L

Last updated Jun 5, 2026

SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - SWDA.L tracks the MSCI World Index while IWFV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, SWDA.L returned 13.91%/yr vs 13.69%/yr for IWFV.L. Their correlation of 0.87 suggests significant overlap in exposure. SWDA.L charges 0.20%/yr vs 0.30%/yr for IWFV.L.

Performance

SWDA.L vs. IWFV.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 Edge MSCI World Value Factor UCITS ETF (IWFV.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 10.08% return, which is significantly lower than IWFV.L's 34.52% return. Both investments have delivered pretty close results over the past 10 years, with SWDA.L having a 13.91% annualized return and IWFV.L not far behind at 13.69%.

SWDA.L

1D
0.15%
1M
5.12%
YTD
10.08%
6M
10.35%
1Y
27.25%
3Y*
17.68%
5Y*
13.06%
10Y*
13.91%

IWFV.L

1D
-0.71%
1M
13.23%
YTD
34.52%
6M
37.29%
1Y
67.80%
3Y*
26.96%
5Y*
17.48%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		10.08%12.64%21.11%17.59%-8.33%23.64%12.25%23.03%-3.78%11.78%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		34.52%30.69%6.85%13.02%0.95%21.60%-6.91%14.69%-9.34%12.04%

Correlation

The correlation between SWDA.L and IWFV.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2014

0.87

The correlation between SWDA.L and IWFV.L shifts across timeframes, from 0.74 (3 years) to 0.87 (all time), reflecting how their relationship changes across market environments.

SWDA.L vs. IWFV.L - Sectors Allocation Comparison

Sectors
SWDA.L
IWFV.L

Technology

30.0%
33.9%

Financial Services

15.4%
14.8%

Industrials

10.9%
11.3%

Communication Services

9.2%
7.6%

Consumer Cyclical

9.0%
7.9%

Healthcare

8.7%
8.8%

Consumer Defensive

5.2%
4.5%

Energy

4.2%
3.8%

Basic Materials

3.2%
3.0%

Utilities

2.5%
2.5%

Real Estate

1.8%
1.8%

Technology

SWDA.L
30.0%
IWFV.L
33.9%

Financial Services

SWDA.L
15.4%
IWFV.L
14.8%

Industrials

SWDA.L
10.9%
IWFV.L
11.3%

Communication Services

SWDA.L
9.2%
IWFV.L
7.6%

Consumer Cyclical

SWDA.L
9.0%
IWFV.L
7.9%

Healthcare

SWDA.L
8.7%
IWFV.L
8.8%

Consumer Defensive

SWDA.L
5.2%
IWFV.L
4.5%

Energy

SWDA.L
4.2%
IWFV.L
3.8%

Basic Materials

SWDA.L
3.2%
IWFV.L
3.0%

Utilities

SWDA.L
2.5%
IWFV.L
2.5%

Real Estate

SWDA.L
1.8%
IWFV.L
1.8%

Compare stocks, funds, or ETFs

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iShares Core MSCI World UCITS ETF USD (Acc)

iShares Edge MSCI World Value Factor UCITS ETF

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. EUN.LSWDA.L vs. VOO
Often compared with IWFV.L:
IWFV.L vs. OEFIWFV.L vs. VOOIWFV.L vs. IOOIWFV.L vs. IWQU.LIWFV.L vs. VWRA.LIWFV.L vs. SMGB.LIWFV.L vs. IWDA.L

Return for Risk

SWDA.L vs. IWFV.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: 8383
Overall Rank
SWDA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8484
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8383
Martin Ratio Rank
IWFV.L
IWFV.L Risk / Return Rank: 9797
Overall Rank
IWFV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
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. IWFV.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 Edge MSCI World Value Factor UCITS ETF (IWFV.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.LIWFV.LDifference
Sharpe ratioReturn per unit of total volatility
2.66
5.02

-2.36

Sortino ratioReturn per unit of downside risk
3.69
6.78

-3.08

Omega ratioGain probability vs. loss probability

1.51

1.94

-0.44

Calmar ratioReturn relative to maximum drawdown

4.14

9.53

-5.39

Martin ratioReturn relative to average drawdown

16.55

36.85

-20.30

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. IWFV.L - Sharpe Ratio Comparison

The current SWDA.L Sharpe Ratio is 2.66, which is lower than the IWFV.L Sharpe Ratio of 5.02. The chart below compares the historical Sharpe Ratios of SWDA.L and IWFV.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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Sharpe Ratios by Period

SWDA.LIWFV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

5.02

-2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

1.33

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.91

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.79

+0.09

Drawdowns

SWDA.L vs. IWFV.L - Drawdown Comparison

The maximum SWDA.L drawdown since its inception was -25.58%, smaller than the maximum IWFV.L drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for SWDA.L and IWFV.L.

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Drawdown Indicators

SWDA.LIWFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.58%

-28.79%

+3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-7.08%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-13.82%

-4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-18.50%

-13.82%

-4.68%

Max Drawdown (10Y)

Largest decline over 10 years

-25.58%

-28.79%

+3.21%

Current Drawdown

Current decline from peak

-0.10%

-0.71%

+0.61%

Average Drawdown

Average peak-to-trough decline

-3.49%

-4.38%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.83%

-0.19%

Volatility

SWDA.L vs. IWFV.L - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) is 2.52%, while iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a volatility of 5.45%. This indicates that SWDA.L experiences smaller price fluctuations and is considered to be less risky than IWFV.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.LIWFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

5.45%

-2.93%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

11.21%

-3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

10.19%

13.44%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.30%

13.10%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

15.10%

-0.60%

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

SWDA.L has a 0.20% expense ratio, which is lower than IWFV.L's 0.30% expense ratio.

Dividends

SWDA.L vs. IWFV.L - Dividend Comparison

Neither SWDA.L nor IWFV.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

SWDA.L and IWFV.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SWDA.L is cheaper with a 0.20% expense ratio, compared with 0.30% for IWFV.L.

SWDA.L tracks MSCI World Index, while IWFV.L tracks MSCI ACWI Value NR USD. Their fees differ too: 0.20% for SWDA.L and 0.30% for IWFV.L.

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