Correlation
The correlation between GMWEX and URTH is 0.80, 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.
GMWEX vs. URTH
Compare and contrast key facts about GuideMark World ex-US Fund (GMWEX) and iShares MSCI World ETF (URTH).
GMWEX is managed by GuideMark. It was launched on Jun 29, 2001. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GMWEX or URTH.
Performance
GMWEX vs. URTH - Performance Comparison
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Key characteristics
GMWEX:
1.06
URTH:
0.80
GMWEX:
1.69
URTH:
1.28
GMWEX:
1.24
URTH:
1.19
GMWEX:
1.14
URTH:
0.90
GMWEX:
4.82
URTH:
3.87
GMWEX:
3.96%
URTH:
3.95%
GMWEX:
16.07%
URTH:
18.34%
GMWEX:
-69.44%
URTH:
-34.01%
GMWEX:
0.00%
URTH:
0.00%
Returns By Period
In the year-to-date period, GMWEX achieves a 19.77% return, which is significantly higher than URTH's 5.76% return. Over the past 10 years, GMWEX has underperformed URTH with an annualized return of 5.63%, while URTH has yielded a comparatively higher 10.28% annualized return.
GMWEX
19.77%
4.86%
15.89%
16.86%
12.13%
10.25%
5.63%
URTH
5.76%
4.61%
2.49%
14.56%
13.72%
13.69%
10.28%
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GMWEX vs. URTH - Expense Ratio Comparison
GMWEX has a 1.15% expense ratio, which is higher than URTH's 0.24% expense ratio.
Risk-Adjusted Performance
GMWEX vs. URTH — Risk-Adjusted Performance Rank
GMWEX
URTH
GMWEX vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideMark World ex-US Fund (GMWEX) and iShares MSCI World ETF (URTH). 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.
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Dividends
GMWEX vs. URTH - Dividend Comparison
GMWEX's dividend yield for the trailing twelve months is around 2.46%, more than URTH's 1.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMWEX GuideMark World ex-US Fund | 2.46% | 2.94% | 3.42% | 3.11% | 1.08% | 2.01% | 1.67% | 1.61% | 1.43% | 1.86% | 2.70% | 1.51% |
URTH iShares MSCI World ETF | 1.39% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
Drawdowns
GMWEX vs. URTH - Drawdown Comparison
The maximum GMWEX drawdown since its inception was -69.44%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for GMWEX and URTH.
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Volatility
GMWEX vs. URTH - Volatility Comparison
The current volatility for GuideMark World ex-US Fund (GMWEX) is 2.98%, while iShares MSCI World ETF (URTH) has a volatility of 3.89%. This indicates that GMWEX experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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