TSCO.L vs. SWDA.L
Compare and contrast key facts about Tesco PLC (TSCO.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
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.
Performance
TSCO.L vs. SWDA.L - Performance Comparison
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TSCO.L vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCO.L Tesco PLC | 7.18% | 24.45% | 31.78% | 34.79% | -18.79% | 30.32% | -5.37% | 38.15% | -7.70% | 1.70% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -1.30% | 12.64% | 21.11% | 17.59% | -8.33% | 23.64% | 12.25% | 23.03% | -3.78% | 11.78% |
Returns By Period
In the year-to-date period, TSCO.L achieves a 7.18% return, which is significantly higher than SWDA.L's -1.30% return. Both investments have delivered pretty close results over the past 10 years, with TSCO.L having a 12.85% annualized return and SWDA.L not far ahead at 12.86%.
TSCO.L
- 1D
- 0.08%
- 1M
- -0.67%
- YTD
- 7.18%
- 6M
- 11.39%
- 1Y
- 48.86%
- 3Y*
- 25.97%
- 5Y*
- 20.51%
- 10Y*
- 12.85%
SWDA.L
- 1D
- 1.95%
- 1M
- -3.36%
- YTD
- -1.30%
- 6M
- 2.30%
- 1Y
- 16.83%
- 3Y*
- 14.80%
- 5Y*
- 11.37%
- 10Y*
- 12.86%
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Return for Risk
TSCO.L vs. SWDA.L — Risk / Return Rank
TSCO.L
SWDA.L
TSCO.L vs. SWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCO.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.
| TSCO.L | SWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 1.19 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.78 | 1.66 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.25 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 2.57 | +1.12 |
Martin ratioReturn relative to average drawdown | 10.38 | 9.40 | +0.98 |
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
| TSCO.L | SWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.19 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.85 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.88 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.84 | -0.51 |
Correlation
The correlation between TSCO.L and SWDA.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TSCO.L vs. SWDA.L - Dividend Comparison
TSCO.L's dividend yield for the trailing twelve months is around 3.01%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCO.L Tesco PLC | 3.01% | 3.23% | 3.39% | 3.75% | 5.15% | 20.72% | 4.19% | 2.64% | 1.93% | 0.48% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSCO.L vs. SWDA.L - Drawdown Comparison
The maximum TSCO.L drawdown since its inception was -63.40%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for TSCO.L and SWDA.L.
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Drawdown Indicators
| TSCO.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.40% | -25.58% | -37.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -10.26% | -2.86% |
Max Drawdown (5Y)Largest decline over 5 years | -32.40% | -18.50% | -13.90% |
Max Drawdown (10Y)Largest decline over 10 years | -32.40% | -25.58% | -6.82% |
Current DrawdownCurrent decline from peak | -5.53% | -3.59% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -17.53% | -3.52% | -14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 1.79% | +2.87% |
Volatility
TSCO.L vs. SWDA.L - Volatility Comparison
Tesco PLC (TSCO.L) has a higher volatility of 6.94% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.34%. This indicates that TSCO.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSCO.L | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.94% | 4.34% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 15.11% | 8.09% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.26% | 14.18% | +8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 13.38% | +6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 14.51% | +8.41% |