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CEA1.L vs. IWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CEA1.LIWDA.L
YTD Return2.38%3.83%
1Y Return1.34%17.83%
3Y Return (Ann)-5.38%5.35%
5Y Return (Ann)1.89%10.62%
10Y Return (Ann)6.72%9.01%
Sharpe Ratio0.091.56
Daily Std Dev14.22%11.40%
Max Drawdown-33.94%-34.11%
Current Drawdown-22.58%-4.47%

Correlation

-0.50.00.51.00.6

The correlation between CEA1.L and IWDA.L is 0.61, 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

CEA1.L vs. IWDA.L - Performance Comparison

In the year-to-date period, CEA1.L achieves a 2.38% return, which is significantly lower than IWDA.L's 3.83% return. Over the past 10 years, CEA1.L has underperformed IWDA.L with an annualized return of 6.72%, while IWDA.L has yielded a comparatively higher 9.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
54.99%
271.63%
CEA1.L
IWDA.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI EM Asia UCITS ETF (Acc)

iShares Core MSCI World UCITS ETF USD (Acc)

CEA1.L vs. IWDA.L - Expense Ratio Comparison

Both CEA1.L and IWDA.L have an expense ratio of 0.20%.

CEA1.L
iShares MSCI EM Asia UCITS ETF (Acc)
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

CEA1.L vs. IWDA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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.


CEA1.L
Sharpe ratio
The chart of Sharpe ratio for CEA1.L, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.005.000.09
Sortino ratio
The chart of Sortino ratio for CEA1.L, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.000.25
Omega ratio
The chart of Omega ratio for CEA1.L, currently valued at 1.03, compared to the broader market1.001.502.002.501.03
Calmar ratio
The chart of Calmar ratio for CEA1.L, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.000.04
Martin ratio
The chart of Martin ratio for CEA1.L, currently valued at 0.24, compared to the broader market0.0020.0040.0060.0080.000.24
IWDA.L
Sharpe ratio
The chart of Sharpe ratio for IWDA.L, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.005.001.56
Sortino ratio
The chart of Sortino ratio for IWDA.L, currently valued at 2.29, compared to the broader market-2.000.002.004.006.008.002.29
Omega ratio
The chart of Omega ratio for IWDA.L, currently valued at 1.29, compared to the broader market1.001.502.002.501.29
Calmar ratio
The chart of Calmar ratio for IWDA.L, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.001.39
Martin ratio
The chart of Martin ratio for IWDA.L, currently valued at 5.74, compared to the broader market0.0020.0040.0060.0080.005.74

CEA1.L vs. IWDA.L - Sharpe Ratio Comparison

The current CEA1.L Sharpe Ratio is 0.09, which is lower than the IWDA.L Sharpe Ratio of 1.56. The chart below compares the 12-month rolling Sharpe Ratio of CEA1.L and IWDA.L.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.09
1.56
CEA1.L
IWDA.L

Dividends

CEA1.L vs. IWDA.L - Dividend Comparison

Neither CEA1.L nor IWDA.L has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
CEA1.L
iShares MSCI EM Asia UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%
IWDA.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%

Drawdowns

CEA1.L vs. IWDA.L - Drawdown Comparison

The maximum CEA1.L drawdown since its inception was -33.94%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for CEA1.L and IWDA.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-30.77%
-4.47%
CEA1.L
IWDA.L

Volatility

CEA1.L vs. IWDA.L - Volatility Comparison

iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.L) has a higher volatility of 4.33% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.25%. This indicates that CEA1.L's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.33%
3.25%
CEA1.L
IWDA.L