BIBDX vs. INAA.L
Compare and contrast key facts about BlackRock Global Dividend Portfolio (BIBDX) and iShares MSCI North America UCITS (INAA.L).
BIBDX is managed by Blackrock. It was launched on Apr 6, 2008. INAA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 2, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIBDX or INAA.L.
Performance
BIBDX vs. INAA.L - Performance Comparison
Returns By Period
In the year-to-date period, BIBDX achieves a 11.79% return, which is significantly lower than INAA.L's 24.37% return. Over the past 10 years, BIBDX has underperformed INAA.L with an annualized return of 6.83%, while INAA.L has yielded a comparatively higher 14.51% annualized return.
BIBDX
11.79%
-2.85%
4.49%
17.80%
8.12%
6.83%
INAA.L
24.37%
3.92%
11.93%
29.82%
15.01%
14.51%
Key characteristics
| BIBDX | INAA.L | |
|---|---|---|
| Sharpe Ratio | 1.80 | 2.56 |
| Sortino Ratio | 2.54 | 3.64 |
| Omega Ratio | 1.32 | 1.49 |
| Calmar Ratio | 3.41 | 4.49 |
| Martin Ratio | 11.37 | 18.24 |
| Ulcer Index | 1.57% | 1.56% |
| Daily Std Dev | 9.89% | 11.11% |
| Max Drawdown | -42.34% | -35.34% |
| Current Drawdown | -3.57% | -1.40% |
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BIBDX vs. INAA.L - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than INAA.L's 0.40% expense ratio.
Correlation
The correlation between BIBDX and INAA.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BIBDX vs. INAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) and iShares MSCI North America UCITS (INAA.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
BIBDX vs. INAA.L - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 1.60%, more than INAA.L's 0.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 1.60% | 2.00% | 2.07% | 1.73% | 2.39% | 2.82% | 3.29% | 2.33% | 2.29% | 2.75% | 3.43% | 2.60% |
INAA.L iShares MSCI North America UCITS | 0.77% | 0.98% | 1.11% | 0.74% | 1.09% | 1.26% | 1.40% | 1.32% | 1.30% | 1.51% | 1.21% | 1.49% |
Drawdowns
BIBDX vs. INAA.L - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -42.34%, which is greater than INAA.L's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for BIBDX and INAA.L. For additional features, visit the drawdowns tool.
Volatility
BIBDX vs. INAA.L - Volatility Comparison
The current volatility for BlackRock Global Dividend Portfolio (BIBDX) is 2.83%, while iShares MSCI North America UCITS (INAA.L) has a volatility of 3.56%. This indicates that BIBDX experiences smaller price fluctuations and is considered to be less risky than INAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.