BUT.L vs. SWDA.L
Compare and contrast key facts about Brunner Investment Trust (BUT.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: BUT.L or SWDA.L.
Key characteristics
| BUT.L | SWDA.L | |
|---|---|---|
| YTD Return | 25.13% | 18.94% |
| 1Y Return | 45.08% | 25.90% |
| 3Y Return (Ann) | 12.63% | 8.93% |
| 5Y Return (Ann) | 14.53% | 12.38% |
| 10Y Return (Ann) | 13.28% | 12.48% |
| Sharpe Ratio | 3.14 | 2.57 |
| Sortino Ratio | 4.10 | 3.60 |
| Omega Ratio | 1.54 | 1.49 |
| Calmar Ratio | 6.96 | 4.26 |
| Martin Ratio | 25.91 | 18.81 |
| Ulcer Index | 1.82% | 1.38% |
| Daily Std Dev | 15.07% | 10.04% |
| Max Drawdown | -64.93% | -25.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BUT.L and SWDA.L is 0.48, 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
BUT.L vs. SWDA.L - Performance Comparison
In the year-to-date period, BUT.L achieves a 25.13% return, which is significantly higher than SWDA.L's 18.94% return. Over the past 10 years, BUT.L has outperformed SWDA.L with an annualized return of 13.28%, while SWDA.L has yielded a comparatively lower 12.48% 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
BUT.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brunner Investment Trust (BUT.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
BUT.L vs. SWDA.L - Dividend Comparison
BUT.L's dividend yield for the trailing twelve months is around 1.61%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUT.L Brunner Investment Trust | 1.61% | 1.89% | 2.11% | 1.82% | 2.32% | 2.19% | 2.62% | 2.12% | 2.57% | 1.81% | 0.03% | 2.78% |
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
BUT.L vs. SWDA.L - Drawdown Comparison
The maximum BUT.L drawdown since its inception was -64.93%, 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 BUT.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
BUT.L vs. SWDA.L - Volatility Comparison
Brunner Investment Trust (BUT.L) has a higher volatility of 4.36% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.92%. This indicates that BUT.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.