HVPE.L vs. SWDA.L
Compare and contrast key facts about HarbourVest Global Private Equity Ltd (HVPE.L) 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HVPE.L or SWDA.L.
Key characteristics
| HVPE.L | SWDA.L | |
|---|---|---|
| YTD Return | 2.33% | 19.89% |
| 1Y Return | 9.03% | 26.91% |
| 3Y Return (Ann) | -2.93% | 8.90% |
| 5Y Return (Ann) | 7.53% | 12.66% |
| 10Y Return (Ann) | 12.02% | 12.43% |
| Sharpe Ratio | 0.41 | 2.61 |
| Sortino Ratio | 0.78 | 3.66 |
| Omega Ratio | 1.09 | 1.50 |
| Calmar Ratio | 0.35 | 4.34 |
| Martin Ratio | 1.18 | 19.14 |
| Ulcer Index | 7.22% | 1.38% |
| Daily Std Dev | 20.88% | 10.07% |
| Max Drawdown | -50.70% | -25.58% |
| Current Drawdown | -17.86% | 0.00% |
Correlation
The correlation between HVPE.L and SWDA.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HVPE.L vs. SWDA.L - Performance Comparison
In the year-to-date period, HVPE.L achieves a 2.33% return, which is significantly lower than SWDA.L's 19.89% return. Both investments have delivered pretty close results over the past 10 years, with HVPE.L having a 12.02% annualized return and SWDA.L not far ahead at 12.43%. 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
HVPE.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for HarbourVest Global Private Equity Ltd (HVPE.L) 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.
Dividends
HVPE.L vs. SWDA.L - Dividend Comparison
Neither HVPE.L nor SWDA.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HVPE.L HarbourVest Global Private Equity Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.92% | 2.43% |
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
HVPE.L vs. SWDA.L - Drawdown Comparison
The maximum HVPE.L drawdown since its inception was -50.70%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for HVPE.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
HVPE.L vs. SWDA.L - Volatility Comparison
HarbourVest Global Private Equity Ltd (HVPE.L) has a higher volatility of 6.94% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.91%. This indicates that HVPE.L'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.