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

Performance

XBLC.L vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XBLC.L is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XBLC.L achieves a 0.55% return, which is significantly lower than SWDA.L's 10.97% return.


XBLC.L

1D
0.10%
1M
0.71%
YTD
0.55%
6M
0.44%
1Y
1.87%
3Y*
4.55%
5Y*
0.08%
10Y*

SWDA.L

1D
0.00%
1M
4.83%
YTD
10.97%
6M
11.38%
1Y
23.82%
3Y*
17.47%
5Y*
12.89%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.55%2.95%4.36%7.51%-13.29%-1.05%2.52%6.28%-1.52%0.63%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
11.06%6.76%26.95%20.08%-13.06%31.68%6.15%30.86%-4.97%5.78%

Correlation

The correlation between XBLC.L and SWDA.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.30

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.26

The correlation between XBLC.L and SWDA.L shifts across timeframes, from 0.26 (5 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XBLC.L vs. SWDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XBLC.L
XBLC.L Risk / Return Rank: 1919
Overall Rank
XBLC.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 2020
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 2121
Martin Ratio Rank

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
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.

XBLC.L vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.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.


XBLC.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.12

1.41

-0.29

Calmar ratioReturn relative to maximum drawdown

0.70

3.63

-2.93

Martin ratioReturn relative to average drawdown

2.42

14.82

-12.40

XBLC.L vs. SWDA.L - Sharpe Ratio Comparison

The current XBLC.L Sharpe Ratio is 0.62, which is lower than the SWDA.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of XBLC.L and SWDA.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


XBLC.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.18

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.92

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.85

-0.68

Drawdowns

XBLC.L vs. SWDA.L - Drawdown Comparison

The maximum XBLC.L drawdown since its inception was -17.18%, smaller than the maximum SWDA.L drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for XBLC.L and SWDA.L.


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Drawdown Indicators


XBLC.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.18%

-33.00%

+15.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-6.53%

+3.86%

Max Drawdown (3Y)

Largest decline over 3 years

-2.67%

-20.55%

+17.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.18%

-20.55%

+3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

Current Drawdown

Current decline from peak

-1.05%

-0.30%

-0.75%

Average Drawdown

Average peak-to-trough decline

-4.50%

-4.31%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.60%

-0.83%

Volatility

XBLC.L vs. SWDA.L - Volatility Comparison

The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) is 1.18%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 2.22%. This indicates that XBLC.L experiences smaller price fluctuations and is considered to be less risky 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


XBLC.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

2.22%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

7.56%

-4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

10.88%

-7.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

14.07%

-9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

15.15%

-10.44%

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

XBLC.L has a 0.12% expense ratio, which is lower than SWDA.L's 0.20% 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%.


Dividends

XBLC.L vs. SWDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XBLC.L and SWDA.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

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