ATY.L vs. ACWI
Compare and contrast key facts about Athelney Trust plc (ATY.L) 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: ATY.L or ACWI.
Key characteristics
| ATY.L | ACWI | |
|---|---|---|
| YTD Return | -2.93% | 20.19% |
| 1Y Return | -2.93% | 32.43% |
| 3Y Return (Ann) | -6.86% | 6.24% |
| 5Y Return (Ann) | -0.33% | 11.49% |
| 10Y Return (Ann) | 0.78% | 9.53% |
| Sharpe Ratio | -0.22 | 2.70 |
| Sortino Ratio | -0.21 | 3.68 |
| Omega Ratio | 0.92 | 1.49 |
| Calmar Ratio | -0.11 | 3.19 |
| Martin Ratio | -0.75 | 17.70 |
| Ulcer Index | 3.92% | 1.79% |
| Daily Std Dev | 13.11% | 11.72% |
| Max Drawdown | -60.89% | -56.00% |
| Current Drawdown | -23.41% | -0.26% |
Correlation
The correlation between ATY.L and ACWI is 0.19, 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
ATY.L vs. ACWI - Performance Comparison
In the year-to-date period, ATY.L achieves a -2.93% return, which is significantly lower than ACWI's 20.19% return. Over the past 10 years, ATY.L has underperformed ACWI with an annualized return of 0.78%, while ACWI has yielded a comparatively higher 9.53% 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
ATY.L vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Athelney Trust plc (ATY.L) 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
ATY.L vs. ACWI - Dividend Comparison
ATY.L's dividend yield for the trailing twelve months is around 5.82%, more than ACWI's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATY.L Athelney Trust plc | 5.82% | 1.23% | 4.57% | 4.31% | 5.12% | 3.91% | 3.63% | 3.16% | 3.22% | 0.03% | 0.03% | 258.97% |
ACWI iShares MSCI ACWI ETF | 1.56% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
ATY.L vs. ACWI - Drawdown Comparison
The maximum ATY.L drawdown since its inception was -60.89%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ATY.L and ACWI. For additional features, visit the drawdowns tool.
Volatility
ATY.L vs. ACWI - Volatility Comparison
Athelney Trust plc (ATY.L) has a higher volatility of 3.67% compared to iShares MSCI ACWI ETF (ACWI) at 3.29%. This indicates that ATY.L'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.