Trivia: Diana is never referred to by any character as "Wonder Woman" in the film.
Trivia: There is a reference to the "Superman and Wonder Woman" comic book #226 when Diana is trying on an outfit with the same number.
Trivia: This was Patty Jenkins' first directorial effort in 14 years. This is despite the fact that her previous film, Monster, received critical acclaim and featured an Academy Award-winning performance from Charlize Theron.
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.
BaconIsMyBFF