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18MK.DE vs. SWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 18MK.DE and SWDA.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

18MK.DE vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI India UCITS ETF EUR (18MK.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

18MK.DE:

-0.08

SWDA.L:

0.48

Sortino Ratio

18MK.DE:

0.00

SWDA.L:

0.77

Omega Ratio

18MK.DE:

1.00

SWDA.L:

1.11

Calmar Ratio

18MK.DE:

-0.09

SWDA.L:

0.41

Martin Ratio

18MK.DE:

-0.20

SWDA.L:

1.42

Ulcer Index

18MK.DE:

9.31%

SWDA.L:

5.29%

Daily Std Dev

18MK.DE:

19.29%

SWDA.L:

14.93%

Max Drawdown

18MK.DE:

-42.41%

SWDA.L:

-25.58%

Current Drawdown

18MK.DE:

-12.01%

SWDA.L:

-6.50%

Returns By Period

In the year-to-date period, 18MK.DE achieves a -4.81% return, which is significantly lower than SWDA.L's -2.02% return. Over the past 10 years, 18MK.DE has underperformed SWDA.L with an annualized return of 6.86%, while SWDA.L has yielded a comparatively higher 11.51% annualized return.


18MK.DE

YTD

-4.81%

1M

4.48%

6M

-4.51%

1Y

-1.62%

3Y*

9.14%

5Y*

17.73%

10Y*

6.86%

SWDA.L

YTD

-2.02%

1M

10.67%

6M

-0.78%

1Y

7.13%

3Y*

12.79%

5Y*

13.14%

10Y*

11.51%

*Annualized

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Amundi MSCI India UCITS ETF EUR

18MK.DE vs. SWDA.L - Expense Ratio Comparison

18MK.DE has a 0.80% expense ratio, which is higher than SWDA.L's 0.20% expense ratio.


Risk-Adjusted Performance

18MK.DE vs. SWDA.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

18MK.DE
The Risk-Adjusted Performance Rank of 18MK.DE is 1313
Overall Rank
The Sharpe Ratio Rank of 18MK.DE is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of 18MK.DE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of 18MK.DE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of 18MK.DE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of 18MK.DE is 1414
Martin Ratio Rank

SWDA.L
The Risk-Adjusted Performance Rank of SWDA.L is 4747
Overall Rank
The Sharpe Ratio Rank of SWDA.L is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of SWDA.L is 4747
Sortino Ratio Rank
The Omega Ratio Rank of SWDA.L is 4949
Omega Ratio Rank
The Calmar Ratio Rank of SWDA.L is 4848
Calmar Ratio Rank
The Martin Ratio Rank of SWDA.L is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

18MK.DE vs. SWDA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India UCITS ETF EUR (18MK.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). 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.


The current 18MK.DE Sharpe Ratio is -0.08, which is lower than the SWDA.L Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of 18MK.DE and SWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

18MK.DE vs. SWDA.L - Dividend Comparison

Neither 18MK.DE nor SWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

18MK.DE vs. SWDA.L - Drawdown Comparison

The maximum 18MK.DE drawdown since its inception was -42.41%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for 18MK.DE and SWDA.L. For additional features, visit the drawdowns tool.


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Volatility

18MK.DE vs. SWDA.L - Volatility Comparison

Amundi MSCI India UCITS ETF EUR (18MK.DE) has a higher volatility of 7.77% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 4.84%. This indicates that 18MK.DE's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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