AGT.L vs. WOSC.L
Compare and contrast key facts about AVI Global Trust plc (AGT.L) and SPDR MSCI World Small Cap UCITS ETF (WOSC.L).
WOSC.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI SMID NR USD. It was launched on Nov 25, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGT.L or WOSC.L.
Key characteristics
| AGT.L | WOSC.L | |
|---|---|---|
| YTD Return | 8.28% | 12.23% |
| 1Y Return | 19.09% | 25.65% |
| 3Y Return (Ann) | 5.43% | 2.33% |
| 5Y Return (Ann) | 16.98% | 8.44% |
| 10Y Return (Ann) | 12.42% | 10.01% |
| Sharpe Ratio | 1.29 | 1.66 |
| Sortino Ratio | 1.76 | 2.44 |
| Omega Ratio | 1.25 | 1.31 |
| Calmar Ratio | 0.17 | 1.68 |
| Martin Ratio | 4.28 | 8.90 |
| Ulcer Index | 4.06% | 2.55% |
| Daily Std Dev | 13.45% | 13.83% |
| Max Drawdown | -99.99% | -36.13% |
| Current Drawdown | -99.97% | -0.39% |
Correlation
The correlation between AGT.L and WOSC.L is 0.67, 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
AGT.L vs. WOSC.L - Performance Comparison
In the year-to-date period, AGT.L achieves a 8.28% return, which is significantly lower than WOSC.L's 12.23% return. Over the past 10 years, AGT.L has outperformed WOSC.L with an annualized return of 12.42%, while WOSC.L has yielded a comparatively lower 10.01% 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
AGT.L vs. WOSC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AVI Global Trust plc (AGT.L) and SPDR MSCI World Small Cap UCITS ETF (WOSC.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.
Dividends
AGT.L vs. WOSC.L - Dividend Comparison
AGT.L's dividend yield for the trailing twelve months is around 1.57%, while WOSC.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGT.L AVI Global Trust plc | 1.57% | 1.69% | 1.75% | 7.62% | 9.35% | 10.60% | 0.02% | 0.02% | 0.02% | 0.03% | 0.02% | 0.93% |
WOSC.L SPDR MSCI World Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AGT.L vs. WOSC.L - Drawdown Comparison
The maximum AGT.L drawdown since its inception was -99.99%, which is greater than WOSC.L's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for AGT.L and WOSC.L. For additional features, visit the drawdowns tool.
Volatility
AGT.L vs. WOSC.L - Volatility Comparison
AVI Global Trust plc (AGT.L) and SPDR MSCI World Small Cap UCITS ETF (WOSC.L) have volatilities of 3.91% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.