GLEN.L vs. WMAT.AS
Compare and contrast key facts about Glencore plc (GLEN.L) and SPDR MSCI World Materials UCITS ETF (WMAT.AS).
WMAT.AS is a passively managed fund by State Street that tracks the performance of the MSCI World/Materials NR USD. It was launched on Apr 29, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLEN.L or WMAT.AS.
Key characteristics
| GLEN.L | WMAT.AS | |
|---|---|---|
| YTD Return | -19.35% | 5.67% |
| 1Y Return | -11.54% | 15.61% |
| 3Y Return (Ann) | 2.51% | 4.13% |
| 5Y Return (Ann) | 10.67% | 9.14% |
| Sharpe Ratio | -0.57 | 1.08 |
| Sortino Ratio | -0.67 | 1.55 |
| Omega Ratio | 0.92 | 1.20 |
| Calmar Ratio | -0.45 | 1.33 |
| Martin Ratio | -1.15 | 4.01 |
| Ulcer Index | 13.41% | 3.37% |
| Daily Std Dev | 27.47% | 12.57% |
| Max Drawdown | -86.53% | -33.66% |
| Current Drawdown | -31.49% | -4.19% |
Correlation
The correlation between GLEN.L and WMAT.AS is 0.72, 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
GLEN.L vs. WMAT.AS - Performance Comparison
In the year-to-date period, GLEN.L achieves a -19.35% return, which is significantly lower than WMAT.AS's 5.67% 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
GLEN.L vs. WMAT.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Glencore plc (GLEN.L) and SPDR MSCI World Materials UCITS ETF (WMAT.AS). 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
GLEN.L vs. WMAT.AS - Dividend Comparison
GLEN.L's dividend yield for the trailing twelve months is around 111.47%, while WMAT.AS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLEN.L Glencore plc | 111.47% | 300.59% | 3.83% | 2.31% | 6.71% | 6.74% | 5.12% | 1.58% | 0.00% | 395.16% | 205.52% | 3.31% |
WMAT.AS SPDR MSCI World Materials UCITS ETF | 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
GLEN.L vs. WMAT.AS - Drawdown Comparison
The maximum GLEN.L drawdown since its inception was -86.53%, which is greater than WMAT.AS's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for GLEN.L and WMAT.AS. For additional features, visit the drawdowns tool.
Volatility
GLEN.L vs. WMAT.AS - Volatility Comparison
Glencore plc (GLEN.L) has a higher volatility of 10.31% compared to SPDR MSCI World Materials UCITS ETF (WMAT.AS) at 4.08%. This indicates that GLEN.L's price experiences larger fluctuations and is considered to be riskier than WMAT.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.