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ARCK.L vs. WMVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARCK.L vs. WMVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in ARK Innovation UCITS ETF USD Accumulating (ARCK.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ARCK.L is traded in GBp, while WMVG.L is traded in GBP. To make them comparable, the WMVG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ARCK.L achieves a 9.12% return, which is significantly higher than WMVG.L's 1.31% return.


ARCK.L

1D
3.86%
1M
7.67%
YTD
9.12%
6M
2.16%
1Y
48.52%
3Y*
5Y*
10Y*

WMVG.L

1D
0.09%
1M
1.16%
YTD
1.31%
6M
1.93%
1Y
2.81%
3Y*
9.78%
5Y*
6.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARCK.L vs. WMVG.L - Yearly Performance Comparison


Correlation

The correlation between ARCK.L and WMVG.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.22

The correlation between ARCK.L and WMVG.L shifts across timeframes, from 0.05 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ARCK.L vs. WMVG.L — Risk / Return Rank

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

ARCK.L
ARCK.L Risk / Return Rank: 2828
Overall Rank
ARCK.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ARCK.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
ARCK.L Omega Ratio Rank: 4343
Omega Ratio Rank
ARCK.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
ARCK.L Martin Ratio Rank: 1717
Martin Ratio Rank

WMVG.L
WMVG.L Risk / Return Rank: 1515
Overall Rank
WMVG.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
WMVG.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
WMVG.L Omega Ratio Rank: 1414
Omega Ratio Rank
WMVG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
WMVG.L Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARCK.L vs. WMVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Innovation UCITS ETF USD Accumulating (ARCK.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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.


ARCK.LWMVG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.27

1.07

+0.20

Calmar ratioReturn relative to maximum drawdown

1.09

0.56

+0.53

Martin ratioReturn relative to average drawdown

1.77

1.40

+0.37

ARCK.L vs. WMVG.L - Sharpe Ratio Comparison

The current ARCK.L Sharpe Ratio is 0.88, which is higher than the WMVG.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ARCK.L and WMVG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ARCK.LWMVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.39

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.55

+0.15

Drawdowns

ARCK.L vs. WMVG.L - Drawdown Comparison

The maximum ARCK.L drawdown since its inception was -44.34%, which is greater than WMVG.L's maximum drawdown of -28.25%. Use the drawdown chart below to compare losses from any high point for ARCK.L and WMVG.L.


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Drawdown Indicators


ARCK.LWMVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.34%

-28.25%

-16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-44.34%

-4.99%

-39.35%

Max Drawdown (3Y)

Largest decline over 3 years

-9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

Current Drawdown

Current decline from peak

-29.10%

-3.21%

-25.89%

Average Drawdown

Average peak-to-trough decline

-15.64%

-4.12%

-11.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.30%

2.01%

+25.29%

Volatility

ARCK.L vs. WMVG.L - Volatility Comparison

ARK Innovation UCITS ETF USD Accumulating (ARCK.L) has a higher volatility of 8.89% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) at 2.13%. This indicates that ARCK.L's price experiences larger fluctuations and is considered to be riskier than WMVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARCK.LWMVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

2.13%

+6.76%

Volatility (6M)

Calculated over the trailing 6-month period

21.80%

5.03%

+16.77%

Volatility (1Y)

Calculated over the trailing 1-year period

55.05%

7.21%

+47.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.12%

9.95%

+37.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.12%

12.14%

+34.98%

ARCK.L vs. WMVG.L - Expense Ratio Comparison

ARCK.L has a 0.78% expense ratio, which is higher than WMVG.L's 0.35% expense ratio.


Dividends

ARCK.L vs. WMVG.L - Dividend Comparison

Neither ARCK.L nor WMVG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ARCK.L and WMVG.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WMVG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WMVG.L is cheaper with a 0.35% expense ratio, compared with 0.78% for ARCK.L.

They also come from different issuers: ARK Invest and iShares. Their fees differ too: 0.78% for ARCK.L and 0.35% for WMVG.L.

Portfolio Optimizer

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