BAM vs. URTH
BAM (Brookfield Asset Management Ltd.) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 3 years, BAM returned 16.64%/yr vs 19.60%/yr for URTH. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
BAM vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, BAM achieves a -8.16% return, which is significantly lower than URTH's 8.91% return.
BAM
- 1D
- 1.09%
- 1M
- -3.65%
- YTD
- -8.16%
- 6M
- -10.55%
- 1Y
- -10.49%
- 3Y*
- 16.64%
- 5Y*
- —
- 10Y*
- —
URTH
- 1D
- 0.39%
- 1M
- -0.21%
- YTD
- 8.91%
- 6M
- 9.60%
- 1Y
- 24.56%
- 3Y*
- 19.60%
- 5Y*
- 11.45%
- 10Y*
- 13.38%
BAM vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | -8.16% | -0.24% | 39.70% | 45.61% | -10.80% |
URTH iShares MSCI World ETF | 8.91% | 21.36% | 18.66% | 23.95% | -2.09% |
Correlation
The correlation between BAM and URTH is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022 | 0.67 |
The correlation between BAM and URTH has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.
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Return for Risk
BAM vs. URTH — Risk / Return Rank
BAM
URTH
BAM vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Asset Management Ltd. (BAM) and iShares MSCI World ETF (URTH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BAM | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.33 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.56 | -2.99 |
| Martin ratioReturn relative to average drawdown | -0.77 | 11.37 | -12.14 |
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Drawdowns
BAM vs. URTH - Drawdown Comparison
The maximum BAM drawdown since its inception was -30.37%, smaller than the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for BAM and URTH.
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Drawdown Indicators
| BAM | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.37% | -34.01% | +3.64% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | -9.06% | -21.31% |
Max Drawdown (3Y)Largest decline over 3 years | -30.37% | -16.94% | -13.43% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.01% | — |
Current DrawdownCurrent decline from peak | -22.66% | -1.87% | -20.79% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -4.37% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.80% | 2.04% | +14.76% |
Volatility
BAM vs. URTH - Volatility Comparison
Brookfield Asset Management Ltd. (BAM) has a higher volatility of 10.83% compared to iShares MSCI World ETF (URTH) at 4.55%. This indicates that BAM's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAM | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.83% | 4.55% | +6.28% |
Volatility (6M)Calculated over the trailing 6-month period | 22.75% | 10.11% | +12.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.82% | 12.57% | +17.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.18% | 16.26% | +13.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 17.29% | +12.89% |
Dividends
BAM vs. URTH - Dividend Comparison
BAM's dividend yield for the trailing twelve months is around 3.99%, more than URTH's 1.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAM Brookfield Asset Management Ltd. | 3.99% | 3.34% | 2.80% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.36% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
BAM and URTH have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAM has higher volatility (10.83%) compared to URTH (4.55%). In terms of maximum drawdown, BAM dropped -30.37% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (1.85 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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