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msci world
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


URTH 100%EquityEquity
PositionCategory/SectorWeight
URTH
iShares MSCI World ETF
Large Cap Growth Equities

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in msci world , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
18.85%
18.82%
msci world
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 12, 2012, corresponding to the inception date of URTH

Returns By Period

As of Apr 23, 2024, the msci world returned 4.13% Year-To-Date and 9.09% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
5.05%-4.27%18.82%21.22%11.38%10.42%
msci world 4.13%-4.08%18.85%18.27%10.66%9.09%
URTH
iShares MSCI World ETF
4.13%-4.08%18.85%18.27%10.66%9.09%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.89%4.53%3.30%
2023-4.40%-2.55%9.11%4.96%

Expense Ratio

The msci world has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.


msci world
Sharpe ratio
The chart of Sharpe ratio for msci world , currently valued at 1.60, compared to the broader market-1.000.001.002.003.004.005.001.60
Sortino ratio
The chart of Sortino ratio for msci world , currently valued at 2.35, compared to the broader market0.002.004.006.002.35
Omega ratio
The chart of Omega ratio for msci world , currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for msci world , currently valued at 1.40, compared to the broader market0.002.004.006.008.001.40
Martin ratio
The chart of Martin ratio for msci world , currently valued at 5.92, compared to the broader market0.0010.0020.0030.0040.005.92
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.007.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
URTH
iShares MSCI World ETF
1.602.351.281.405.92

Sharpe Ratio

The current msci world Sharpe ratio is 1.60. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.60

The Sharpe ratio of msci world lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.60
1.81
msci world
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

msci world granted a 1.63% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
msci world 1.63%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%
URTH
iShares MSCI World ETF
1.63%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.42%
-4.64%
msci world
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the msci world . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the msci world was 34.01%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current msci world drawdown is 4.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.01%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.05%Jan 5, 2022194Oct 12, 2022298Dec 19, 2023492
-18.89%May 20, 2015184Feb 11, 2016212Dec 13, 2016396
-18.58%Jan 29, 2018229Dec 24, 201886Apr 30, 2019315
-11.39%Mar 28, 201222Jun 5, 201221Sep 7, 201243

Volatility

Volatility Chart

The current msci world volatility is 3.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.11%
3.30%
msci world
Benchmark (^GSPC)
Portfolio components