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.
Performance
GMWEX vs. URTH - Performance Comparison
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GMWEX vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMWEX GuideMark World ex-US Fund | -1.98% | 33.60% | 5.36% | 15.97% | -16.19% | 11.70% | 8.58% | 20.02% | -14.12% | 25.97% |
URTH iShares MSCI World ETF | -3.10% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Returns By Period
In the year-to-date period, GMWEX achieves a -1.98% return, which is significantly higher than URTH's -3.10% return. Over the past 10 years, GMWEX has underperformed URTH with an annualized return of 8.05%, while URTH has yielded a comparatively higher 12.06% annualized return.
GMWEX
- 1D
- 0.17%
- 1M
- -9.45%
- YTD
- -1.98%
- 6M
- 3.25%
- 1Y
- 21.38%
- 3Y*
- 14.21%
- 5Y*
- 7.66%
- 10Y*
- 8.05%
URTH
- 1D
- 2.90%
- 1M
- -5.67%
- YTD
- -3.10%
- 6M
- -0.05%
- 1Y
- 19.39%
- 3Y*
- 17.10%
- 5Y*
- 10.24%
- 10Y*
- 12.06%
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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.
Return for Risk
GMWEX vs. URTH — Risk / Return Rank
GMWEX
URTH
GMWEX vs. URTH - Risk-Adjusted Trends 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.
| GMWEX | URTH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.12 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.68 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.66 | +0.20 |
Martin ratioReturn relative to average drawdown | 7.31 | 8.03 | -0.73 |
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
| GMWEX | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.12 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.64 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.70 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.68 | -0.54 |
Correlation
The correlation between GMWEX and URTH is 0.78, 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.
Dividends
GMWEX vs. URTH - Dividend Comparison
GMWEX's dividend yield for the trailing twelve months is around 14.94%, more than URTH's 1.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMWEX GuideMark World ex-US Fund | 14.94% | 14.64% | 2.94% | 3.43% | 3.11% | 1.08% | 2.01% | 1.66% | 1.61% | 1.43% | 1.86% | 2.70% |
URTH iShares MSCI World ETF | 1.53% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Drawdowns
GMWEX vs. URTH - Drawdown Comparison
The maximum GMWEX drawdown since its inception was -70.00%, 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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Drawdown Indicators
| GMWEX | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.00% | -34.01% | -35.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -11.85% | +1.43% |
Max Drawdown (5Y)Largest decline over 5 years | -31.28% | -26.05% | -5.23% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | -34.01% | -1.50% |
Current DrawdownCurrent decline from peak | -9.66% | -6.42% | -3.24% |
Average DrawdownAverage peak-to-trough decline | -31.22% | -4.42% | -26.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.44% | +0.21% |
Volatility
GMWEX vs. URTH - Volatility Comparison
GuideMark World ex-US Fund (GMWEX) has a higher volatility of 6.78% compared to iShares MSCI World ETF (URTH) at 5.72%. This indicates that GMWEX's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GMWEX | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 5.72% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 9.48% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 17.34% | -1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 16.16% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.15% | 17.28% | -1.13% |