FCIT.L vs. IWDA.L
Compare and contrast key facts about F&C Investment Trust plc (FCIT.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. 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: FCIT.L or IWDA.L.
Key characteristics
| FCIT.L | IWDA.L | |
|---|---|---|
| YTD Return | 16.09% | 20.65% |
| 1Y Return | 25.48% | 33.18% |
| 3Y Return (Ann) | 7.40% | 7.09% |
| 5Y Return (Ann) | 10.27% | 12.61% |
| 10Y Return (Ann) | 11.26% | 10.21% |
| Sharpe Ratio | 1.84 | 2.86 |
| Sortino Ratio | 2.70 | 4.00 |
| Omega Ratio | 1.33 | 1.52 |
| Calmar Ratio | 2.42 | 3.87 |
| Martin Ratio | 10.47 | 18.71 |
| Ulcer Index | 2.29% | 1.74% |
| Daily Std Dev | 13.06% | 11.36% |
| Max Drawdown | -62.23% | -34.11% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FCIT.L and IWDA.L is 0.70, 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
FCIT.L vs. IWDA.L - Performance Comparison
In the year-to-date period, FCIT.L achieves a 16.09% return, which is significantly lower than IWDA.L's 20.65% return. Over the past 10 years, FCIT.L has outperformed IWDA.L with an annualized return of 11.26%, while IWDA.L has yielded a comparatively lower 10.21% 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
FCIT.L vs. IWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for F&C Investment Trust plc (FCIT.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.
Dividends
FCIT.L vs. IWDA.L - Dividend Comparison
FCIT.L's dividend yield for the trailing twelve months is around 1.37%, while IWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCIT.L F&C Investment Trust plc | 1.37% | 1.45% | 1.46% | 1.33% | 1.47% | 1.13% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 2.86% |
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% | 0.00% |
Drawdowns
FCIT.L vs. IWDA.L - Drawdown Comparison
The maximum FCIT.L drawdown since its inception was -62.23%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for FCIT.L and IWDA.L. For additional features, visit the drawdowns tool.
Volatility
FCIT.L vs. IWDA.L - Volatility Comparison
F&C Investment Trust plc (FCIT.L) has a higher volatility of 3.99% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.23%. This indicates that FCIT.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.