BSV.L vs. UMMA
Compare and contrast key facts about British Smaller Companies Vct plc (BSV.L) and Wahed Dow Jones Islamic World ETF (UMMA).
UMMA is a passively managed fund by Wahed that tracks the performance of the Dow Jones Islamic Market International Titans 100 Index. It was launched on Jan 6, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSV.L or UMMA.
Key characteristics
| BSV.L | UMMA | |
|---|---|---|
| YTD Return | 3.90% | 9.03% |
| 1Y Return | 5.26% | 19.63% |
| Sharpe Ratio | 0.65 | 1.12 |
| Daily Std Dev | 8.12% | 16.48% |
| Max Drawdown | -56.58% | -34.17% |
| Current Drawdown | -1.89% | -4.07% |
Correlation
The correlation between BSV.L and UMMA is 0.50, 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.
Performance
BSV.L vs. UMMA - Performance Comparison
In the year-to-date period, BSV.L achieves a 3.90% return, which is significantly lower than UMMA's 9.03% 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
BSV.L vs. UMMA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for British Smaller Companies Vct plc (BSV.L) and Wahed Dow Jones Islamic World ETF (UMMA). 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
BSV.L vs. UMMA - Dividend Comparison
BSV.L's dividend yield for the trailing twelve months is around 5.13%, more than UMMA's 0.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSV.L British Smaller Companies Vct plc | 5.13% | 5.19% | 11.33% | 11.11% | 9.23% | 15.83% | 5.30% | 7.85% | 24.75% | 7.04% | 0.07% | 1.12% |
UMMA Wahed Dow Jones Islamic World ETF | 0.47% | 1.09% | 1.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BSV.L vs. UMMA - Drawdown Comparison
The maximum BSV.L drawdown since its inception was -56.58%, which is greater than UMMA's maximum drawdown of -34.17%. Use the drawdown chart below to compare losses from any high point for BSV.L and UMMA. For additional features, visit the drawdowns tool.
Volatility
BSV.L vs. UMMA - Volatility Comparison
The current volatility for British Smaller Companies Vct plc (BSV.L) is 3.40%, while Wahed Dow Jones Islamic World ETF (UMMA) has a volatility of 5.41%. This indicates that BSV.L experiences smaller price fluctuations and is considered to be less risky than UMMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.