G.MI vs. SWDA.L
Compare and contrast key facts about Assicurazioni Generali S.p.A. (G.MI) 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.
Performance
G.MI vs. SWDA.L - Performance Comparison
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G.MI vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
G.MI Assicurazioni Generali S.p.A. | -0.84% | 36.71% | 50.48% | 22.46% | -2.05% | 42.05% | -19.26% | 33.03% | 1.40% | 13.66% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -0.91% | 6.76% | 26.95% | 20.08% | -13.06% | 31.68% | 6.15% | 30.86% | -4.97% | 7.38% |
Different Trading Currencies
G.MI is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, G.MI achieves a -0.84% return, which is significantly higher than SWDA.L's -3.29% return. Over the past 10 years, G.MI has outperformed SWDA.L with an annualized return of 17.50%, while SWDA.L has yielded a comparatively lower 11.68% annualized return.
G.MI
- 1D
- 2.72%
- 1M
- 1.52%
- YTD
- -0.84%
- 6M
- 6.23%
- 1Y
- 12.70%
- 3Y*
- 31.20%
- 5Y*
- 23.82%
- 10Y*
- 17.50%
SWDA.L
- 1D
- 0.00%
- 1M
- -5.40%
- YTD
- -3.29%
- 6M
- -0.02%
- 1Y
- 9.54%
- 3Y*
- 14.31%
- 5Y*
- 10.37%
- 10Y*
- 11.68%
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Return for Risk
G.MI vs. SWDA.L — Risk / Return Rank
G.MI
SWDA.L
G.MI vs. SWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Assicurazioni Generali S.p.A. (G.MI) 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.
| G.MI | SWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.62 | -0.02 |
Sortino ratioReturn per unit of downside risk | 0.93 | 0.91 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.24 | -0.20 |
Martin ratioReturn relative to average drawdown | 2.49 | 4.76 | -2.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| G.MI | SWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.62 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.22 | 0.74 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.77 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.80 | -0.59 |
Correlation
The correlation between G.MI and SWDA.L is 0.44, 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.
Dividends
G.MI vs. SWDA.L - Dividend Comparison
G.MI's dividend yield for the trailing twelve months is around 4.03%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
G.MI Assicurazioni Generali S.p.A. | 4.03% | 4.00% | 4.69% | 6.07% | 9.21% | 7.89% | 3.51% | 4.89% | 5.82% | 5.26% | 5.10% | 3.55% |
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
G.MI vs. SWDA.L - Drawdown Comparison
The maximum G.MI drawdown since its inception was -75.80%, which is greater than SWDA.L's maximum drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for G.MI and SWDA.L.
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Drawdown Indicators
| G.MI | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.80% | -25.58% | -50.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -10.26% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -30.77% | -18.50% | -12.27% |
Max Drawdown (10Y)Largest decline over 10 years | -46.74% | -25.58% | -21.16% |
Current DrawdownCurrent decline from peak | -2.34% | -3.59% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -30.53% | -3.52% | -27.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.09% | 1.79% | +3.30% |
Volatility
G.MI vs. SWDA.L - Volatility Comparison
Assicurazioni Generali S.p.A. (G.MI) has a higher volatility of 6.14% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 3.79%. This indicates that G.MI'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.
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Volatility by Period
| G.MI | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 3.79% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 8.00% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.10% | 15.33% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.27% | 14.07% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.64% | 15.17% | +7.47% |