iShares MSCI World Islamic UCITS ETF USD (Dist) USD

10-Year Study

ISWD.LSE · · GB · ETF

Executive Summary: iShares MSCI World Islamic UCITS ETF USD (Dist) USD has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 16.9% and an annualized volatility of 12.9%.

1Y CAGR
+25.7%
3Y CAGR
+12.8%
5Y CAGR
+11.4%
10Y CAGR
+11.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
16.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +23.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -3.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.74.2-4.75.5————————6.5%
20253.4-5.4-5.7-2.87.52.34.3-0.94.56.1-1.0-0.111.6%
20240.12.63.2-2.2-0.83.8-1.0-2.10.10.55.3-1.47.9%
20233.5-0.22.2-0.10.34.01.5-0.61.0-3.64.83.617.2%
2022-4.5-0.15.9-0.80.4-7.45.60.9-3.74.63.0-3.9-0.9%
2021-0.31.04.52.50.72.81.62.6-1.63.22.22.623.7%
2020-2.1-7.4-7.17.46.51.6-2.73.70.8-5.28.92.35.1%
20193.32.72.81.3-2.06.23.9-3.82.0-3.12.91.018.0%
2018-1.5-1.9-3.54.84.50.63.30.41.4-5.50.7-6.4-3.8%
2017-1.13.90.4-2.22.7-1.00.72.1-1.02.30.12.09.2%
2016———0.61.310.03.70.51.73.3-1.64.025.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 45.2% of variance. Idiosyncratic stock-specific factors contribute 12.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110062.910237222159
2016-05-0110195.741913906673
2016-06-0111211.25384317446
2016-07-0111626.936410347833
2016-08-0111689.221297299393
2016-09-0111886.90808363494
2016-10-0112282.2803328134
2016-11-0112084.623325062164
2016-12-0112562.80187626257
2017-01-0112427.157777726161
2017-02-0112917.667309817913
2017-03-0112972.473139882386
2017-04-0112688.854623664538
2017-05-0113033.862684065565
2017-06-0112902.34722080774
2017-07-0112986.79399195224
2017-08-0113265.052362993532
2017-09-0113129.384441589671
2017-10-0113435.33027857998
2017-11-0113446.846649753754
2017-12-0113721.243731028972
2018-01-0113509.846222728855
2018-02-0113259.248847783856
2018-03-0112793.054522404116
2018-04-0113404.847596183337
2018-05-0114014.042653917724
2018-06-0114098.993014010295
2018-07-0114566.22231063153
2018-08-0114628.519770763136
2018-09-0114826.73793939211
2018-10-0114014.042653917724
2018-11-0114105.561507963686
2018-12-0113199.08221079651
2019-01-0113635.853309634875
2019-02-0114002.454814141596
2019-03-0114394.832661230685
2019-04-0114580.997782421911
2019-05-0114290.084174793406
2019-06-0115175.053407890966
2019-07-0115766.967622274673
2019-08-0115169.250554427608
2019-09-0115476.81369941934
2019-10-0114992.256575458834
2019-11-0115423.198350981116
2019-12-0115572.909191001227
2020-01-0115238.26076920995
2020-02-0114109.55514699338
2020-03-0113102.673051459844
2020-04-0114077.264573655706
2020-05-0114994.341738107147
2020-06-0115231.96954696384
2020-07-0114823.546336899948
2020-08-0115374.54676167491
2020-09-0115502.271742022698
2020-10-0114695.821356552162
2020-11-0116008.170846488021
2020-12-0116370.698640660563
2021-01-0116316.76896272125
2021-02-0116478.558658285518
2021-03-0117215.599795943905
2021-04-0117638.050042712413
2021-05-0117763.55155543141
2021-06-0118266.751396665237
2021-07-0118563.82123029096
2021-08-0119039.738594322444
2021-09-0118727.51278477343
2021-10-0119327.714710044933
2021-11-0119745.487072090844
2021-12-0120250.525906342646
2022-01-0119338.394633872635
2022-02-0119320.029850052917
2022-03-0120467.845382443382
2022-04-0120299.499104359445
2022-05-0120387.176521028872
2022-06-0118880.339126459126
2022-07-0119935.43473523629
2022-08-0120117.988045023365
2022-09-0119381.586816054576
2022-10-0120278.882397819252
2022-11-0120885.650170058878
2022-12-0120073.918387223635
2023-01-0120766.55436169902
2023-02-0120725.811302640348
2023-03-0121186.524383267322
2023-04-0121164.58550758358
2023-05-0121229.254004772913
2023-06-0122081.84729925777
2023-07-0122414.64415485102
2023-08-0122275.18641228344
2023-09-0122500.220526960507
2023-10-0121688.830205225397
2023-11-0122720.073167966897
2023-12-0123536.30614925781
2024-01-0123555.511350901506
2024-02-0124173.287273142607
2024-03-0124935.10485469672
2024-04-0124381.34693301427
2024-05-0124185.669208500447
2024-06-0125096.264567766164
2024-07-0124834.7106590325
2024-08-0124324.5188062017
2024-09-0124340.664092870535
2024-10-0124453.68109955239
2024-11-0125742.281175878208
2024-12-0125384.025615935276
2025-01-0126237.324993741535
2025-02-0124833.615468876054
2025-03-0123416.87814424627
2025-04-0122765.504037942945
2025-05-0124463.66751323873
2025-06-0125021.8988400315
2025-07-0126092.389976899096
2025-08-0125849.39474365635
2025-09-0127005.262405245372
2025-10-0128647.11920982725
2025-11-0128349.212267109135
2025-12-0128322.74241438541
2026-01-0128805.81722659339
2026-02-0130016.81298870379
2026-03-0128607.293331165452
2026-04-0130175.63210504614
Annual Return Matrix
YearAnnual Return
20170.09221206114499658
2018-0.03805497012283632
20190.17984788201887159
20200.051229313667374266
20210.23699827055918044
2022-0.008721132475067894
20230.17248190887524295
20240.07850507445645771
20250.11577032118204711
20260.06542056074766345
Total Factor Risk
0.12936827675178966
VTI.US Exposure
0.4515758672679781
VEA.US Exposure
0.21599341266405547
VWO.US Exposure
-0.0478014233422184
QQQ.US Exposure
-0.0960727042606957
VTV.US Exposure
-0.03475837707274538
IJR.US Exposure
0.021906937051011002
QUAL.US Exposure
0.06399655152376095
SHV.US Exposure
0.03979582578277249
TLT.US Exposure
0.024249422512311606
LQD.US Exposure
0.004089104774786823
HYG.US Exposure
-0.025342188755301316
GLD.US Exposure
0.010868908546396858
USO.US Exposure
0.016134715890179032
VNQ.US Exposure
-0.013376449314423344
BTC-USD.CC Exposure
0.0022831609938152486
CPER.US Exposure
0.002314034140135098
VIX.INDX Exposure
0.016147394290250344
UUP.US Exposure
0.2296555219673062
TIP.US Exposure
-0.0037143582716118095
Idiosyncratic Exposure
0.12205464361223682
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI World Islamic UCITS ETF USD (Dist) USD a high-risk investment?

iShares MSCI World Islamic UCITS ETF USD (Dist) USD (ISWD.LSE) has an annualized volatility of 12.9% and experienced a maximum drawdown of 16.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ISWD.LSE?

Over the past 10 years, ISWD.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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