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SWDA.L vs. XEC1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SWDA.L vs. XEC1.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 Xtrackers II EUR Corporate Bond UCITS ETF (XEC1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SWDA.L is traded in GBp, while XEC1.DE is traded in EUR. To make them comparable, the XEC1.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 9.33% return, which is significantly higher than XEC1.DE's -2.12% return.


SWDA.L

1D
0.25%
1M
-1.61%
6M
8.59%
YTD
9.33%
1Y
20.19%
3Y*
16.57%
5Y*
11.82%
10Y*
12.56%
ALL TIME*
9.05%

XEC1.DE

1D
0.00%
1M
-2.27%
6M
-2.00%
YTD
-2.12%
1Y
-0.59%
3Y*
3.65%
5Y*
10Y*
ALL TIME*
3.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SWDA.L vs. XEC1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
9.33%12.64%21.11%17.59%-8.33%8.25%
XEC1.DE
Xtrackers II EUR Corporate Bond UCITS ETF
-2.12%8.37%-0.27%5.39%-8.66%16.69%

Correlation

The correlation between SWDA.L and XEC1.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2021

0.21

The correlation between SWDA.L and XEC1.DE shifts across timeframes, from 0.19 (3 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SWDA.L vs. XEC1.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: 8181
Overall Rank
SWDA.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8080
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8383
Martin Ratio Rank

XEC1.DE
XEC1.DE Risk / Return Rank: 1818
Overall Rank
XEC1.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XEC1.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
XEC1.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XEC1.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XEC1.DE Martin Ratio Rank: 2121
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. XEC1.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 II EUR Corporate Bond UCITS ETF (XEC1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SWDA.LXEC1.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.05

Sortino ratioReturn per unit of downside risk

+2.85

Omega ratioGain probability vs. loss probability

1.36

0.98

+0.37

Calmar ratioReturn relative to maximum drawdown

3.07

-0.15

+3.21

Martin ratioReturn relative to average drawdown

11.89

-0.34

+12.23

SWDA.L vs. XEC1.DE - Sharpe Ratio Comparison

The current SWDA.L Sharpe Ratio is 1.92, which is higher than the XEC1.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of SWDA.L and XEC1.DE, 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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Drawdowns

SWDA.L vs. XEC1.DE - Drawdown Comparison

The maximum SWDA.L drawdown since its inception was -41.70%, which is greater than XEC1.DE's maximum drawdown of -15.51%. Use the drawdown chart below to compare losses from any high point for SWDA.L and XEC1.DE.


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Drawdown Indicators


SWDA.LXEC1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.70%

-15.51%

-26.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-4.06%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-4.06%

-14.44%

Max Drawdown (5Y)

Largest decline over 5 years

-18.50%

Max Drawdown (10Y)

Largest decline over 10 years

-25.58%

Current Drawdown

Current decline from peak

-1.61%

-3.84%

+2.23%

Average Drawdown

Average peak-to-trough decline

-9.44%

-6.83%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.73%

-0.04%

Volatility

SWDA.L vs. XEC1.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a higher volatility of 2.67% compared to Xtrackers II EUR Corporate Bond UCITS ETF (XEC1.DE) at 1.27%. This indicates that SWDA.L's price experiences larger fluctuations and is considered to be riskier than XEC1.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.LXEC1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

1.27%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.71%

3.75%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

4.85%

+5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.33%

10.52%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

10.52%

+3.99%

SWDA.L vs. XEC1.DE - Expense Ratio Comparison

SWDA.L has a 0.20% expense ratio, which is higher than XEC1.DE's 0.12% 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. XEC1.DE - Dividend Comparison

SWDA.L has not paid dividends to shareholders, while XEC1.DE's dividend yield for the trailing twelve months is around 2.71%.


PositionTTM2025202420232022
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%
XEC1.DE
Xtrackers II EUR Corporate Bond UCITS ETF
2.71%2.50%2.68%1.77%1.08%

Frequently Asked Questions


SWDA.L and XEC1.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEC1.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEC1.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SWDA.L.

SWDA.L is categorized as Global Equities, while XEC1.DE is European Corporate Bonds. SWDA.L tracks MSCI World Index, while XEC1.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for SWDA.L and 0.12% for XEC1.DE.

Portfolio Optimizer

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