iShares Core MSCI World UCITS ETF USD (Acc)

10-Year Study

SWDA.LSE · · GB · ETF

Executive Summary: iShares Core MSCI World UCITS ETF USD (Acc) has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 15.0% and an annualized volatility of 13.0%.

1Y CAGR
+22.0%
3Y CAGR
+16.7%
5Y CAGR
+11.9%
10Y CAGR
+13.4%

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 →
15.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.24
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 · +23.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -8.3%
% 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.
2026-0.32.6-5.46.4————————3.0%
20254.6-3.6-6.7-2.55.52.75.7-0.23.35.0-0.6-0.212.6%
20241.64.03.6-2.21.24.4-0.4-0.40.12.75.8-0.721.1%
20234.3-0.10.40.30.43.62.2-0.7-0.4-2.94.84.817.6%
2022-5.6-1.55.6-3.4-2.0-5.27.41.1-4.02.20.8-3.3-8.3%
2021-0.80.84.44.3-0.93.91.33.4-1.73.41.62.123.6%
2020-0.1-6.5-8.67.66.32.5-1.05.20.3-3.79.02.212.2%
20194.42.23.23.3-2.15.35.4-2.81.7-2.83.20.423.0%
2018-0.5-0.5-4.74.03.71.03.32.10.5-5.40.4-7.0-3.8%
2017-0.44.40.4-1.92.3-0.31.02.4-1.83.10.22.011.8%
2016———-0.81.77.94.61.41.54.6-0.63.926.7%

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 13.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 85.8% of variance. Idiosyncratic stock-specific factors contribute 5.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019922.712102582118
2016-05-0110093.096785526086
2016-06-0110894.080449675039
2016-07-0111391.182153521868
2016-08-0111554.540663973301
2016-09-0111731.951519409802
2016-10-0112267.697171965572
2016-11-0112192.165817670824
2016-12-0112671.702090286317
2017-01-0112617.249253469172
2017-02-0113167.047251010013
2017-03-0113217.987001580888
2017-04-0112963.288248726505
2017-05-0113258.387493412964
2017-06-0113225.013174073423
2017-07-0113363.780080800985
2017-08-0113678.20129984191
2017-09-0113437.554891972599
2017-10-0113857.368698401546
2017-11-0113883.716845248551
2017-12-0114164.763744949938
2018-01-0114096.258563147725
2018-02-0114025.996838222378
2018-03-0113369.049710170384
2018-04-0113901.282276479888
2018-05-0114415.949411558053
2018-06-0114554.716318285615
2018-07-0115041.278763393642
2018-08-0115352.186896188303
2018-09-0115422.44862111365
2018-10-0114584.577551378885
2018-11-0114647.813103811697
2018-12-0113629.018092394168
2019-01-0114233.268926752151
2019-02-0114542.420516423677
2019-03-0115004.391357807834
2019-04-0115497.979975408396
2019-05-0115176.532583874934
2019-06-0115981.029334270155
2019-07-0116845.248550851924
2019-08-0116376.251536975233
2019-09-0116648.515721060954
2019-10-0116186.544879676796
2019-11-0116702.968557878095
2019-12-0116767.960653434042
2020-01-0116753.908308448972
2020-02-0115668.364658352362
2020-03-0114326.365712278237
2020-04-0115418.935534867382
2020-05-0116392.060425083437
2020-06-0116806.604602142983
2020-07-0116630.950289829616
2020-08-0117491.656420165116
2020-09-0117540.83962761286
2020-10-0116897.944844545935
2020-11-0118415.598102933425
2020-12-0118821.359564377304
2021-01-0118666.78376954154
2021-02-0118810.820305638503
2021-03-0119638.152116634465
2021-04-0120483.04935886176
2021-05-0120300.368874055857
2021-06-0121083.787106973476
2021-07-0121363.07746355173
2021-08-0122085.01668715967
2021-09-0121710.873001932196
2021-10-0122441.594941155807
2021-11-0122796.416652028805
2021-12-0123270.6832952749
2022-01-0121977.867556648514
2022-02-0121654.66362199192
2022-03-0122873.704549446687
2022-04-0122100.825575267874
2022-05-0121665.20288073072
2022-06-0120533.989109432634
2022-07-0122048.12928157386
2022-08-0122287.019146320043
2022-09-0121394.695239768134
2022-10-0121865.44879676796
2022-11-0122048.12928157386
2022-12-0121331.459687335322
2023-01-0122255.401370103635
2023-02-0122234.32285262603
2023-03-0122322.15000878272
2023-04-0122385.38556121553
2023-05-0122466.186544879674
2023-06-0123284.73564025997
2023-07-0123790.620059722463
2023-08-0123625.5050061479
2023-09-0123523.625505006148
2023-10-0122838.573686984015
2023-11-0123927.630423326893
2023-12-0125083.435798348848
2024-01-0125483.927630423328
2024-02-0126502.722641840857
2024-03-0127451.25592833304
2024-04-0126850.518180221323
2024-05-0127163.18285613912
2024-06-0128357.632179870016
2024-07-0128252.239592481994
2024-08-0128129.281573862638
2024-09-0128160.899350079042
2024-10-0128916.212893026524
2024-11-0130586.68540312665
2024-12-0130377.65677147374
2025-01-0131765.32583874934
2025-02-0130620.059722466187
2025-03-0128554.36500966099
2025-04-0127841.208501668716
2025-05-0129372.914105041276
2025-06-0130163.35851045143
2025-07-0131877.744598629895
2025-08-0131814.509046197083
2025-09-0132857.89566133849
2025-10-0134491.4807658528
2025-11-0134280.69559107676
2025-12-0134217.46003864395
2026-01-0134126.11979624099
2026-02-0135028.98296153171
2026-03-0133124.8902160548
2026-04-0135250.30739504655
Annual Return Matrix
YearAnnual Return
20170.11782644857222069
2018-0.037822420634920584
20190.2303131846887485
20200.1224596689712969
20210.23639757349510027
2022-0.08333333333333337
20230.1758893280632412
20240.21106442577030804
20250.1264022204232682
20260.03018480492813147
Total Factor Risk
0.12981508949361495
VTI.US Exposure
0.8584725303580523
VEA.US Exposure
0.1778587909706748
VWO.US Exposure
-0.018604300769077372
QQQ.US Exposure
-0.20027279320076385
VTV.US Exposure
-0.11970842117740542
IJR.US Exposure
-0.007225949321504931
QUAL.US Exposure
0.10790621682932668
SHV.US Exposure
0.005637375661585968
TLT.US Exposure
0.03073398867252626
LQD.US Exposure
-0.010479587425868749
HYG.US Exposure
-0.038802089035082234
GLD.US Exposure
0.0028357930594755274
USO.US Exposure
0.0006741589125369708
VNQ.US Exposure
-0.0012353652807510424
BTC-USD.CC Exposure
-0.002935330067653523
CPER.US Exposure
-0.006844877832724288
VIX.INDX Exposure
0.010196059708500864
UUP.US Exposure
0.1609162519890907
TIP.US Exposure
-0.004121626987849491
Idiosyncratic Exposure
0.05499917493691069
Value Score
42.5
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
13.0%

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 →18.7x
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$230.4B
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 →
+3.0%
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 →
+5.7%
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 Core MSCI World UCITS ETF USD (Acc) a high-risk investment?

iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.LSE) has an annualized volatility of 13.0% and experienced a maximum drawdown of 15.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, SWDA.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.4%. 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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