BRWM.L vs. SWDA.L
Compare and contrast key facts about Blackrock World Mining Trust plc (BRWM.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. 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: BRWM.L or SWDA.L.
Performance
BRWM.L vs. SWDA.L - Performance Comparison
Returns By Period
In the year-to-date period, BRWM.L achieves a -8.53% return, which is significantly lower than SWDA.L's 19.86% return. Over the past 10 years, BRWM.L has underperformed SWDA.L with an annualized return of 9.66%, while SWDA.L has yielded a comparatively higher 12.29% annualized return.
BRWM.L
-8.53%
-4.86%
-17.67%
-3.34%
14.53%
9.66%
SWDA.L
19.86%
2.64%
8.22%
24.86%
12.63%
12.29%
Key characteristics
| BRWM.L | SWDA.L | |
|---|---|---|
| Sharpe Ratio | -0.18 | 2.45 |
| Sortino Ratio | -0.08 | 3.44 |
| Omega Ratio | 0.99 | 1.47 |
| Calmar Ratio | -0.13 | 4.07 |
| Martin Ratio | -0.37 | 17.96 |
| Ulcer Index | 11.43% | 1.38% |
| Daily Std Dev | 23.94% | 10.07% |
| Max Drawdown | -80.77% | -25.58% |
| Current Drawdown | -26.13% | -0.53% |
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Correlation
The correlation between BRWM.L and SWDA.L is 0.58, 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
BRWM.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock World Mining Trust plc (BRWM.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.
Dividends
BRWM.L vs. SWDA.L - Dividend Comparison
BRWM.L's dividend yield for the trailing twelve months is around 6.58%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRWM.L Blackrock World Mining Trust plc | 6.58% | 6.81% | 6.24% | 4.04% | 4.21% | 5.48% | 4.58% | 4.53% | 5.35% | 3.94% | 0.07% | 4.52% |
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% |
Drawdowns
BRWM.L vs. SWDA.L - Drawdown Comparison
The maximum BRWM.L drawdown since its inception was -80.77%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for BRWM.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
BRWM.L vs. SWDA.L - Volatility Comparison
Blackrock World Mining Trust plc (BRWM.L) has a higher volatility of 8.77% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 3.25%. This indicates that BRWM.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.