0P6M.L vs. URTH
Compare and contrast key facts about Siemens AG Class N (0P6M.L) and iShares MSCI World ETF (URTH).
URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0P6M.L or URTH.
Key characteristics
| 0P6M.L | URTH | |
|---|---|---|
| YTD Return | 10.15% | 18.87% |
| 1Y Return | 50.66% | 36.92% |
| 3Y Return (Ann) | 12.08% | 7.21% |
| 5Y Return (Ann) | 17.66% | 12.67% |
| 10Y Return (Ann) | 11.97% | 10.23% |
| Sharpe Ratio | 2.16 | 3.27 |
| Sortino Ratio | 2.71 | 4.41 |
| Omega Ratio | 1.39 | 1.60 |
| Calmar Ratio | 2.00 | 3.16 |
| Martin Ratio | 7.18 | 21.33 |
| Ulcer Index | 6.90% | 1.81% |
| Daily Std Dev | 22.89% | 11.82% |
| Max Drawdown | -67.82% | -34.01% |
| Current Drawdown | -3.75% | -1.07% |
Correlation
The correlation between 0P6M.L and URTH is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
0P6M.L vs. URTH - Performance Comparison
In the year-to-date period, 0P6M.L achieves a 10.15% return, which is significantly lower than URTH's 18.87% return. Over the past 10 years, 0P6M.L has outperformed URTH with an annualized return of 11.97%, while URTH has yielded a comparatively lower 10.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
0P6M.L vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Siemens AG Class N (0P6M.L) and iShares MSCI World ETF (URTH). 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.
Dividends
0P6M.L vs. URTH - Dividend Comparison
0P6M.L's dividend yield for the trailing twelve months is around 2.59%, more than URTH's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0P6M.L Siemens AG Class N | 2.59% | 2.51% | 3.09% | 2.29% | 2.99% | 3.26% | 3.80% | 3.10% | 3.01% | 3.66% | 3.20% | 2.91% |
URTH iShares MSCI World ETF | 1.45% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
Drawdowns
0P6M.L vs. URTH - Drawdown Comparison
The maximum 0P6M.L drawdown since its inception was -67.82%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for 0P6M.L and URTH. For additional features, visit the drawdowns tool.
Volatility
0P6M.L vs. URTH - Volatility Comparison
Siemens AG Class N (0P6M.L) has a higher volatility of 4.04% compared to iShares MSCI World ETF (URTH) at 2.65%. This indicates that 0P6M.L's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.