BATS.L vs. IWDA.L
Compare and contrast key facts about British American Tobacco plc (BATS.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. 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: BATS.L or IWDA.L.
Key characteristics
| BATS.L | IWDA.L | |
|---|---|---|
| YTD Return | 28.71% | 20.24% |
| 1Y Return | 19.15% | 31.65% |
| 3Y Return (Ann) | 10.42% | 7.14% |
| 5Y Return (Ann) | 7.09% | 12.56% |
| 10Y Return (Ann) | 3.47% | 10.16% |
| Sharpe Ratio | 1.04 | 2.58 |
| Sortino Ratio | 1.52 | 3.60 |
| Omega Ratio | 1.22 | 1.47 |
| Calmar Ratio | 0.53 | 3.82 |
| Martin Ratio | 4.09 | 16.57 |
| Ulcer Index | 4.95% | 1.74% |
| Daily Std Dev | 19.53% | 11.36% |
| Max Drawdown | -64.53% | -34.11% |
| Current Drawdown | -17.44% | -0.77% |
Correlation
The correlation between BATS.L and IWDA.L is 0.38, 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
BATS.L vs. IWDA.L - Performance Comparison
In the year-to-date period, BATS.L achieves a 28.71% return, which is significantly higher than IWDA.L's 20.24% return. Over the past 10 years, BATS.L has underperformed IWDA.L with an annualized return of 3.47%, while IWDA.L has yielded a comparatively higher 10.16% 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
BATS.L vs. IWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for British American Tobacco plc (BATS.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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
BATS.L vs. IWDA.L - Dividend Comparison
BATS.L's dividend yield for the trailing twelve months is around 8.50%, while IWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BATS.L British American Tobacco plc | 8.50% | 10.06% | 6.64% | 7.89% | 7.77% | 6.28% | 7.81% | 4.35% | 3.37% | 3.98% | 4.14% | 4.25% |
IWDA.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
BATS.L vs. IWDA.L - Drawdown Comparison
The maximum BATS.L drawdown since its inception was -64.53%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for BATS.L and IWDA.L. For additional features, visit the drawdowns tool.
Volatility
BATS.L vs. IWDA.L - Volatility Comparison
British American Tobacco plc (BATS.L) has a higher volatility of 4.60% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.28%. This indicates that BATS.L's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.