BBOX.L vs. SWDA.L
BBOX.L (Tritax Big Box REIT plc) is a stock, while SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index. Over the past 10 years, BBOX.L returned 6.88%/yr vs 13.04%/yr for SWDA.L. At a 0.27 correlation, their price movements are largely independent.
Performance
BBOX.L vs. SWDA.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BBOX.L having a 9.92% return and SWDA.L slightly lower at 9.64%. Over the past 10 years, BBOX.L has underperformed SWDA.L with an annualized return of 6.88%, while SWDA.L has yielded a comparatively higher 13.04% annualized return.
BBOX.L
- 1D
- -0.61%
- 1M
- 7.96%
- YTD
- 9.92%
- 6M
- 10.50%
- 1Y
- 15.99%
- 3Y*
- 15.05%
- 5Y*
- 0.96%
- 10Y*
- 6.88%
SWDA.L
- 1D
- 0.02%
- 1M
- -0.12%
- YTD
- 9.64%
- 6M
- 9.83%
- 1Y
- 24.54%
- 3Y*
- 17.23%
- 5Y*
- 12.22%
- 10Y*
- 13.04%
BBOX.L vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBOX.L Tritax Big Box REIT plc | 9.92% | 21.21% | -17.49% | 28.21% | -42.18% | 53.16% | 18.13% | 18.12% | -8.81% | 9.78% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 9.64% | 12.64% | 21.11% | 17.59% | -8.33% | 23.64% | 12.25% | 23.03% | -3.78% | 11.78% |
Correlation
The correlation between BBOX.L and SWDA.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2013 | 0.27 |
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Return for Risk
BBOX.L vs. SWDA.L — Risk / Return Rank
BBOX.L
SWDA.L
BBOX.L vs. SWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tritax Big Box REIT plc (BBOX.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.
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.
| BBOX.L | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.44 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 3.73 | -2.80 |
| Martin ratioReturn relative to average drawdown | 2.20 | 14.59 | -12.39 |
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Drawdowns
BBOX.L vs. SWDA.L - Drawdown Comparison
The maximum BBOX.L drawdown since its inception was -48.58%, which is greater than SWDA.L's maximum drawdown of -41.70%. Use the drawdown chart below to compare losses from any high point for BBOX.L and SWDA.L.
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Drawdown Indicators
| BBOX.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.58% | -41.70% | -6.88% |
Max Drawdown (1Y)Largest decline over 1 year | -17.13% | -6.55% | -10.58% |
Max Drawdown (3Y)Largest decline over 3 years | -22.71% | -18.50% | -4.21% |
Max Drawdown (5Y)Largest decline over 5 years | -48.58% | -18.50% | -30.08% |
Max Drawdown (10Y)Largest decline over 10 years | -48.58% | -25.58% | -23.00% |
Current DrawdownCurrent decline from peak | -19.05% | -1.33% | -17.72% |
Average DrawdownAverage peak-to-trough decline | -13.19% | -9.47% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 1.68% | +5.56% |
Volatility
BBOX.L vs. SWDA.L - Volatility Comparison
Tritax Big Box REIT plc (BBOX.L) has a higher volatility of 9.91% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 3.17%. This indicates that BBOX.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.
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Volatility by Period
| BBOX.L | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.91% | 3.17% | +6.74% |
Volatility (6M)Calculated over the trailing 6-month period | 18.51% | 7.73% | +10.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.05% | 10.47% | +12.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.05% | 13.36% | +13.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.51% | 14.51% | +10.00% |
Dividends
BBOX.L vs. SWDA.L - Dividend Comparison
BBOX.L's dividend yield for the trailing twelve months is around 4.97%, while SWDA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBOX.L Tritax Big Box REIT plc | 4.97% | 5.21% | 5.67% | 4.28% | 5.00% | 2.62% | 3.81% | 3.45% | 3.83% | 2.15% | 3.35% | 1.57% |
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% |
Frequently Asked Questions
BBOX.L and SWDA.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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