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GLCB.L vs. SWLD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLCB.L vs. SWLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L) and SPDR MSCI World UCITS ETF (SWLD.L). The values are adjusted to include any dividend payments, if applicable.

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GLCB.L vs. SWLD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
69.42%269.52%123.23%45.30%18.17%18.45%117.36%48.39%
SWLD.L
SPDR MSCI World UCITS ETF
-3.15%12.85%21.19%17.70%-8.06%23.66%12.00%14.48%
Different Trading Currencies

GLCB.L is traded in GBp, while SWLD.L is traded in GBP. To make them comparable, the SWLD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLCB.L achieves a 69.42% return, which is significantly higher than SWLD.L's -3.15% return.


GLCB.L

1D
-0.02%
1M
-4.92%
YTD
69.42%
6M
75.68%
1Y
240.06%
3Y*
158.89%
5Y*
91.31%
10Y*

SWLD.L

1D
0.50%
1M
-5.39%
YTD
-3.15%
6M
0.91%
1Y
16.15%
3Y*
14.19%
5Y*
11.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLCB.L vs. SWLD.L - Expense Ratio Comparison

GLCB.L has a 0.50% expense ratio, which is higher than SWLD.L's 0.12% expense ratio.


Return for Risk

GLCB.L vs. SWLD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLCB.L
GLCB.L Risk / Return Rank: 9999
Overall Rank
GLCB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GLCB.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
GLCB.L Omega Ratio Rank: 9999
Omega Ratio Rank
GLCB.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
GLCB.L Martin Ratio Rank: 9999
Martin Ratio Rank

SWLD.L
SWLD.L Risk / Return Rank: 6565
Overall Rank
SWLD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SWLD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
SWLD.L Omega Ratio Rank: 6767
Omega Ratio Rank
SWLD.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
SWLD.L Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLCB.L vs. SWLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L) and SPDR MSCI World UCITS ETF (SWLD.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.


GLCB.LSWLD.LDifference

Sharpe ratio

Return per unit of total volatility

2.41

1.13

+1.28

Sortino ratio

Return per unit of downside risk

22.26

1.59

+20.67

Omega ratio

Gain probability vs. loss probability

3.97

1.24

+2.74

Calmar ratio

Return relative to maximum drawdown

46.94

1.42

+45.52

Martin ratio

Return relative to average drawdown

142.21

6.25

+135.96

GLCB.L vs. SWLD.L - Sharpe Ratio Comparison

The current GLCB.L Sharpe Ratio is 2.41, which is higher than the SWLD.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of GLCB.L and SWLD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLCB.LSWLD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.13

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.36

0.83

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.50

0.80

+0.70

Correlation

The correlation between GLCB.L and SWLD.L is 0.68, 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

GLCB.L vs. SWLD.L - Dividend Comparison

GLCB.L's dividend yield for the trailing twelve months is around 74.78%, while SWLD.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
74.78%77.76%55.57%26.13%27.42%19.20%35.35%48.00%23.37%
SWLD.L
SPDR MSCI World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLCB.L vs. SWLD.L - Drawdown Comparison

The maximum GLCB.L drawdown since its inception was -15.28%, smaller than the maximum SWLD.L drawdown of -25.85%. Use the drawdown chart below to compare losses from any high point for GLCB.L and SWLD.L.


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Drawdown Indicators


GLCB.LSWLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.28%

-25.85%

+10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-10.45%

+5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-10.65%

-18.65%

+8.00%

Current Drawdown

Current decline from peak

-5.11%

-5.39%

+0.28%

Average Drawdown

Average peak-to-trough decline

-2.57%

-3.23%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

2.37%

-0.68%

Volatility

GLCB.L vs. SWLD.L - Volatility Comparison

SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L) and SPDR MSCI World UCITS ETF (SWLD.L) have volatilities of 4.09% and 4.04%, 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.


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Volatility by Period


GLCB.LSWLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

4.04%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

52.17%

7.94%

+44.23%

Volatility (1Y)

Calculated over the trailing 1-year period

98.63%

14.23%

+84.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.03%

13.25%

+53.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.48%

15.36%

+44.12%