DREIX vs. SWDA.L
Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
DREIX is managed by Dimensional Fund Advisors LP. It was launched on Mar 6, 2012. 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: DREIX or SWDA.L.
Correlation
The correlation between DREIX and SWDA.L is 0.67, 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
DREIX vs. SWDA.L - Performance Comparison
Key characteristics
DREIX:
1.32
SWDA.L:
2.10
DREIX:
1.82
SWDA.L:
2.96
DREIX:
1.24
SWDA.L:
1.40
DREIX:
1.98
SWDA.L:
3.65
DREIX:
6.68
SWDA.L:
15.73
DREIX:
2.36%
SWDA.L:
1.41%
DREIX:
11.94%
SWDA.L:
10.63%
DREIX:
-36.65%
SWDA.L:
-25.58%
DREIX:
-1.84%
SWDA.L:
-0.45%
Returns By Period
In the year-to-date period, DREIX achieves a 3.80% return, which is significantly lower than SWDA.L's 4.31% return. Over the past 10 years, DREIX has underperformed SWDA.L with an annualized return of 8.57%, while SWDA.L has yielded a comparatively higher 12.55% annualized return.
DREIX
3.80%
4.88%
7.01%
14.92%
9.64%
8.57%
SWDA.L
4.31%
3.20%
14.73%
20.56%
12.56%
12.55%
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DREIX vs. SWDA.L - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is higher than SWDA.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DREIX vs. SWDA.L — Risk-Adjusted Performance Rank
DREIX
SWDA.L
DREIX vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) 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
DREIX vs. SWDA.L - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 1.79%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | 1.79% | 1.85% | 2.16% | 2.12% | 1.76% | 1.47% | 1.95% | 2.09% | 1.90% | 2.09% | 2.05% | 1.92% |
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
DREIX vs. SWDA.L - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, 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 DREIX and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
DREIX vs. SWDA.L - Volatility Comparison
DFA World Core Equity Portfolio (DREIX) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) have volatilities of 3.14% and 3.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.