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

Performance

XWEV.L vs. ISWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.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

XWEV.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

The year-to-date returns for both investments are quite close, with XWEV.L having a 18.20% return and ISWD.L slightly higher at 18.55%.


XWEV.L

1D
-0.36%
1M
5.85%
YTD
18.20%
6M
20.60%
1Y
43.60%
3Y*
5Y*
10Y*

ISWD.L

1D
0.00%
1M
4.85%
YTD
18.55%
6M
20.11%
1Y
33.10%
3Y*
16.61%
5Y*
11.98%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEV.L vs. ISWD.L - Yearly Performance Comparison


2026 (YTD)202520242023
XWEV.L
Xtrackers MSCI World Value ESG UCITS ETF 1C
18.20%38.58%6.98%7.84%
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)
17.83%19.53%5.66%6.38%

Correlation

The correlation between XWEV.L and ISWD.L is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.80

The correlation between XWEV.L and ISWD.L has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.

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Return for Risk

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

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

XWEV.L
XWEV.L Risk / Return Rank: 8888
Overall Rank
XWEV.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XWEV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
XWEV.L Omega Ratio Rank: 8989
Omega Ratio Rank
XWEV.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
XWEV.L Martin Ratio Rank: 8585
Martin Ratio Rank

ISWD.L
ISWD.L Risk / Return Rank: 8989
Overall Rank
ISWD.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISWD.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
ISWD.L Omega Ratio Rank: 8787
Omega Ratio Rank
ISWD.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
ISWD.L Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.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.

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.


XWEV.LISWD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.51

1.43

+0.08

Calmar ratioReturn relative to maximum drawdown

4.18

4.52

-0.33

Martin ratioReturn relative to average drawdown

16.28

15.55

+0.73

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

The current XWEV.L Sharpe Ratio is 2.86, which is comparable to the ISWD.L Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of XWEV.L and ISWD.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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Drawdowns

XWEV.L vs. ISWD.L - Drawdown Comparison

The maximum XWEV.L drawdown since its inception was -14.23%, smaller than the maximum ISWD.L drawdown of -74.38%. Use the drawdown chart below to compare losses from any high point for XWEV.L and ISWD.L.


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Drawdown Indicators


XWEV.LISWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.23%

-74.38%

+60.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-7.30%

-3.07%

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

-0.91%

-1.05%

+0.14%

Average Drawdown

Average peak-to-trough decline

-2.33%

-29.40%

+27.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.12%

+0.55%

Volatility

XWEV.L vs. ISWD.L - Volatility Comparison

Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) and iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L) have volatilities of 5.20% and 5.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWEV.LISWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

5.36%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

10.61%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

13.29%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

15.59%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

15.70%

-0.60%

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

XWEV.L has a 0.25% expense ratio, which is lower than ISWD.L's 0.60% expense ratio.


Dividends

XWEV.L vs. ISWD.L - Dividend Comparison

XWEV.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%
XWEV.L
Xtrackers MSCI World Value ESG UCITS ETF 1C
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


XWEV.L and ISWD.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWEV.L is cheaper with a 0.25% expense ratio, compared with 0.60% for ISWD.L.

XWEV.L tracks MSCI World Value Low Carbon SRI Screened Select, while ISWD.L tracks MSCI World Islamic Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWEV.L and 0.60% for ISWD.L.

Portfolio Optimizer

Find the right allocation for XWEV.L and ISWD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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