SWDA.L vs. VWRP.L
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).
SWDA.L and VWRP.L 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. VWRP.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both SWDA.L and VWRP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWDA.L or VWRP.L.
Performance
SWDA.L vs. VWRP.L - Performance Comparison
Returns By Period
In the year-to-date period, SWDA.L achieves a 19.45% return, which is significantly higher than VWRP.L's 18.03% return.
SWDA.L
19.45%
2.65%
8.33%
25.11%
12.49%
12.31%
VWRP.L
18.03%
1.91%
7.23%
23.20%
11.28%
N/A
Key characteristics
| SWDA.L | VWRP.L | |
|---|---|---|
| Sharpe Ratio | 2.42 | 2.31 |
| Sortino Ratio | 3.40 | 3.24 |
| Omega Ratio | 1.46 | 1.44 |
| Calmar Ratio | 4.02 | 3.71 |
| Martin Ratio | 17.73 | 16.32 |
| Ulcer Index | 1.38% | 1.38% |
| Daily Std Dev | 10.07% | 9.72% |
| Max Drawdown | -25.58% | -25.10% |
| Current Drawdown | -0.88% | -0.81% |
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SWDA.L vs. VWRP.L - Expense Ratio Comparison
SWDA.L has a 0.20% expense ratio, which is lower than VWRP.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SWDA.L and VWRP.L is 0.99, 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.
Risk-Adjusted Performance
SWDA.L vs. VWRP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
Dividends
SWDA.L vs. VWRP.L - Dividend Comparison
Neither SWDA.L nor VWRP.L has paid dividends to shareholders.
Drawdowns
SWDA.L vs. VWRP.L - Drawdown Comparison
The maximum SWDA.L drawdown since its inception was -25.58%, roughly equal to the maximum VWRP.L drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for SWDA.L and VWRP.L. For additional features, visit the drawdowns tool.
Volatility
SWDA.L vs. VWRP.L - Volatility Comparison
iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) have volatilities of 3.14% and 3.07%, 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.