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XWD1.L vs. ISWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWD1.L vs. ISWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWD1.L is traded in USD, while ISWD.L is traded in GBp. To make them comparable, the ISWD.L values have been converted to USD using the latest available exchange rates.

Returns By Period


XWD1.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ISWD.L

1D
-2.70%
1M
3.74%
YTD
16.35%
6M
16.92%
1Y
33.07%
3Y*
17.40%
5Y*
11.42%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XWD1.L vs. ISWD.L — Risk / Return Rank

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

XWD1.L

ISWD.L
ISWD.L Risk / Return Rank: 9292
Overall Rank
ISWD.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISWD.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISWD.L Omega Ratio Rank: 9191
Omega Ratio Rank
ISWD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISWD.L Martin Ratio Rank: 9292
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.

XWD1.L vs. ISWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XWD1.L vs. ISWD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XWD1.LISWD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

Drawdowns

XWD1.L vs. ISWD.L - Drawdown Comparison


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Drawdown Indicators


XWD1.LISWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

Max Drawdown (3Y)

Largest decline over 3 years

-18.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.38%

Current Drawdown

Current decline from peak

-2.90%

Average Drawdown

Average peak-to-trough decline

-29.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

Volatility

XWD1.L vs. ISWD.L - Volatility Comparison


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Volatility by Period


XWD1.LISWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

12.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

XWD1.L vs. ISWD.L - Expense Ratio Comparison

XWD1.L has a 0.19% expense ratio, which is lower than ISWD.L's 0.60% expense ratio.


Dividends

XWD1.L vs. ISWD.L - Dividend Comparison

XWD1.L has not paid dividends to shareholders, while ISWD.L's dividend yield for the trailing twelve months is around 0.97%.


PositionTTM20252024202320222021202020192018201720162015
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)
0.97%1.13%1.37%1.60%2.03%1.45%1.49%1.85%1.82%1.60%1.57%1.72%
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, XWD1.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWD1.L is cheaper with a 0.19% expense ratio, compared with 0.60% for ISWD.L.

XWD1.L tracks MSCI ACWI NR USD, while ISWD.L tracks MSCI World Islamic Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XWD1.L and 0.60% for ISWD.L.

Portfolio Optimizer

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