ADM.DE vs. ACWI
Compare and contrast key facts about Archer-Daniels-Midland Company (ADM.DE) and iShares MSCI ACWI ETF (ACWI).
ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADM.DE or ACWI.
Correlation
The correlation between ADM.DE and ACWI is 0.24, 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
ADM.DE vs. ACWI - Performance Comparison
Key characteristics
ADM.DE:
-0.81
ACWI:
1.59
ADM.DE:
-0.88
ACWI:
2.18
ADM.DE:
0.85
ACWI:
1.29
ADM.DE:
-0.50
ACWI:
2.32
ADM.DE:
-1.40
ACWI:
9.99
ADM.DE:
18.34%
ACWI:
1.88%
ADM.DE:
32.06%
ACWI:
11.78%
ADM.DE:
-64.58%
ACWI:
-56.00%
ADM.DE:
-47.48%
ACWI:
-2.46%
Returns By Period
In the year-to-date period, ADM.DE achieves a -22.53% return, which is significantly lower than ACWI's 18.99% return. Over the past 10 years, ADM.DE has underperformed ACWI with an annualized return of 5.52%, while ACWI has yielded a comparatively higher 9.45% annualized return.
ADM.DE
-22.53%
-4.81%
-12.24%
-22.53%
7.20%
5.52%
ACWI
18.99%
-0.71%
6.84%
18.77%
10.32%
9.45%
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Risk-Adjusted Performance
ADM.DE vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Archer-Daniels-Midland Company (ADM.DE) and iShares MSCI ACWI ETF (ACWI). 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
ADM.DE vs. ACWI - Dividend Comparison
ADM.DE's dividend yield for the trailing twelve months is around 3.79%, more than ACWI's 1.68% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Archer-Daniels-Midland Company | 3.79% | 2.54% | 1.72% | 2.12% | 3.13% | 3.80% | 3.23% | 3.36% | 3.01% | 2.98% | 1.65% | 2.20% |
iShares MSCI ACWI ETF | 1.68% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
ADM.DE vs. ACWI - Drawdown Comparison
The maximum ADM.DE drawdown since its inception was -64.58%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ADM.DE and ACWI. For additional features, visit the drawdowns tool.
Volatility
ADM.DE vs. ACWI - Volatility Comparison
Archer-Daniels-Midland Company (ADM.DE) has a higher volatility of 5.09% compared to iShares MSCI ACWI ETF (ACWI) at 3.79%. This indicates that ADM.DE's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.