Factual error: The word "intel", used several times, is first recorded in 1961. It certainly wasn't in use in 1918.
Factual error: When Steve gets dressed after bathing in the pool he zips up his fly. The film is set during the First World War. The zip was not used on clothing until 1925 and did not become common on flies until long after that.
Answer: For the majority of the movie, Diana believes the sword to be the only weapon capable of killing Ares. She doesn't realise until she fights him that the sword is just an ordinary weapon and thus, useless against a god. She carries the shield because it is useful. She uses it in combat most prominently to block gunfire.
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