FCIT.L vs. SWDA.L
Compare and contrast key facts about F&C Investment Trust plc (FCIT.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: FCIT.L or SWDA.L.
Key characteristics
| FCIT.L | SWDA.L | |
|---|---|---|
| YTD Return | 7.48% | 11.61% |
| 1Y Return | 17.03% | 17.62% |
| 3Y Return (Ann) | 6.47% | 8.72% |
| 5Y Return (Ann) | 9.11% | 11.08% |
| 10Y Return (Ann) | 10.75% | 11.96% |
| Sharpe Ratio | 1.21 | 1.62 |
| Daily Std Dev | 13.28% | 10.46% |
| Max Drawdown | -62.39% | -25.58% |
| Current Drawdown | -3.22% | -1.69% |
Correlation
The correlation between FCIT.L and SWDA.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FCIT.L vs. SWDA.L - Performance Comparison
In the year-to-date period, FCIT.L achieves a 7.48% return, which is significantly lower than SWDA.L's 11.61% return. Over the past 10 years, FCIT.L has underperformed SWDA.L with an annualized return of 10.75%, while SWDA.L has yielded a comparatively higher 11.96% 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. SWDA.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) (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
FCIT.L vs. SWDA.L - Dividend Comparison
FCIT.L's dividend yield for the trailing twelve months is around 1.46%, while SWDA.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 | 1.46% | 1.45% | 1.46% | 1.33% | 1.47% | 1.13% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 2.86% |
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
FCIT.L vs. SWDA.L - Drawdown Comparison
The maximum FCIT.L drawdown since its inception was -62.39%, 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 FCIT.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
FCIT.L vs. SWDA.L - Volatility Comparison
The current volatility for F&C Investment Trust plc (FCIT.L) is 4.00%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 4.26%. This indicates that FCIT.L experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.