ATST.L vs. SWDA.L
Compare and contrast key facts about Alliance Trust plc (ATST.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATST.L or SWDA.L.
Key characteristics
| ATST.L | SWDA.L | |
|---|---|---|
| YTD Return | 15.92% | 20.14% |
| 1Y Return | 23.74% | 26.63% |
| 3Y Return (Ann) | 8.32% | 8.96% |
| 5Y Return (Ann) | 11.71% | 12.77% |
| 10Y Return (Ann) | 12.56% | 12.45% |
| Sharpe Ratio | 1.97 | 2.59 |
| Sortino Ratio | 2.66 | 3.63 |
| Omega Ratio | 1.36 | 1.50 |
| Calmar Ratio | 2.95 | 4.29 |
| Martin Ratio | 8.04 | 18.96 |
| Ulcer Index | 2.95% | 1.38% |
| Daily Std Dev | 12.01% | 10.05% |
| Max Drawdown | -41.44% | -25.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ATST.L and SWDA.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ATST.L vs. SWDA.L - Performance Comparison
In the year-to-date period, ATST.L achieves a 15.92% return, which is significantly lower than SWDA.L's 20.14% return. Both investments have delivered pretty close results over the past 10 years, with ATST.L having a 12.56% annualized return and SWDA.L not far behind at 12.45%. 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
ATST.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alliance Trust plc (ATST.L) 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.
Dividends
ATST.L vs. SWDA.L - Dividend Comparison
ATST.L's dividend yield for the trailing twelve months is around 2.04%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATST.L Alliance Trust plc | 2.04% | 2.24% | 2.51% | 1.63% | 1.59% | 1.65% | 1.48% | 1.76% | 2.02% | 1.76% | 0.02% | 1.66% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 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
ATST.L vs. SWDA.L - Drawdown Comparison
The maximum ATST.L drawdown since its inception was -41.44%, 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 ATST.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
ATST.L vs. SWDA.L - Volatility Comparison
Alliance Trust plc (ATST.L) has a higher volatility of 3.17% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.98%. This indicates that ATST.L'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.