SWDA.L vs. XDWD.DE
SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both Global Equities funds - SWDA.L tracks the MSCI World Index while XDWD.DE tracks the MSCI World. Both are passively managed. Over the past 10 years, SWDA.L returned 13.84%/yr vs 13.81%/yr for XDWD.DE. Their correlation of 0.91 suggests significant overlap in exposure. SWDA.L charges 0.20%/yr vs 0.19%/yr for XDWD.DE.
Performance
SWDA.L vs. XDWD.DE - Performance Comparison
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Different Trading Currencies
SWDA.L is traded in GBp, while XDWD.DE is traded in EUR. To make them comparable, the XDWD.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with SWDA.L having a 8.92% return and XDWD.DE slightly lower at 8.80%. Both investments have delivered pretty close results over the past 10 years, with SWDA.L having a 13.84% annualized return and XDWD.DE not far behind at 13.81%.
SWDA.L
- 1D
- -0.34%
- 1M
- 2.74%
- YTD
- 8.92%
- 6M
- 8.96%
- 1Y
- 25.31%
- 3Y*
- 17.64%
- 5Y*
- 12.67%
- 10Y*
- 13.84%
XDWD.DE
- 1D
- 0.00%
- 1M
- 2.61%
- YTD
- 8.80%
- 6M
- 9.17%
- 1Y
- 25.33%
- 3Y*
- 17.62%
- 5Y*
- 12.73%
- 10Y*
- 13.81%
SWDA.L vs. XDWD.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) | 8.92% | 12.64% | 21.11% | 17.59% | -8.33% | 23.64% | 12.25% | 23.03% | -3.78% | 11.78% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 8.80% | 13.46% | 20.49% | 17.79% | -8.95% | 23.38% | 11.43% | 24.44% | -3.60% | 12.45% |
Correlation
The correlation between SWDA.L and XDWD.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.91 |
The correlation between SWDA.L and XDWD.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
SWDA.L vs. XDWD.DE — Risk / Return Rank
SWDA.L
XDWD.DE
SWDA.L vs. XDWD.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 Xtrackers MSCI World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.44 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 3.87 | -0.02 |
| Martin ratioReturn relative to average drawdown | 15.36 | 15.40 | -0.04 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.38 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.92 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | 0.92 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.84 | -0.32 |
Drawdowns
SWDA.L vs. XDWD.DE - Drawdown Comparison
The maximum SWDA.L drawdown since its inception was -41.70%, which is greater than XDWD.DE's maximum drawdown of -26.13%. Use the drawdown chart below to compare losses from any high point for SWDA.L and XDWD.DE.
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Drawdown Indicators
| SWDA.L | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.70% | -26.13% | -15.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -6.50% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -19.71% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.50% | -19.71% | +1.21% |
Max Drawdown (10Y)Largest decline over 10 years | -25.58% | -26.13% | +0.55% |
Current DrawdownCurrent decline from peak | -1.16% | -1.26% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -3.45% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 1.64% | 0.00% |
Volatility
SWDA.L vs. XDWD.DE - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) is 2.48%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 2.96%. This indicates that SWDA.L experiences smaller price fluctuations and is considered to be less risky than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 2.96% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 7.45% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.24% | 10.58% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 13.67% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 14.90% | -0.33% |
SWDA.L vs. XDWD.DE - Expense Ratio Comparison
SWDA.L has a 0.20% expense ratio, which is higher than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison
Neither SWDA.L nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, SWDA.L and XDWD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for SWDA.L.
SWDA.L tracks MSCI World Index, while XDWD.DE tracks MSCI World. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for SWDA.L and 0.19% for XDWD.DE.
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