IBTU.L vs. SWDA.L
Compare and contrast key facts about iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
IBTU.L and SWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBTU.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 20, 2019. 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. Both IBTU.L and SWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBTU.L or SWDA.L.
Key characteristics
| IBTU.L | SWDA.L | |
|---|---|---|
| YTD Return | 4.49% | 19.89% |
| 1Y Return | 5.35% | 26.91% |
| 3Y Return (Ann) | 3.50% | 8.90% |
| 5Y Return (Ann) | 2.32% | 12.66% |
| Sharpe Ratio | 11.62 | 2.61 |
| Sortino Ratio | 30.43 | 3.66 |
| Omega Ratio | 7.08 | 1.50 |
| Calmar Ratio | 67.80 | 4.34 |
| Martin Ratio | 461.69 | 19.14 |
| Ulcer Index | 0.01% | 1.38% |
| Daily Std Dev | 0.46% | 10.07% |
| Max Drawdown | -0.62% | -25.58% |
| Current Drawdown | -0.02% | 0.00% |
Correlation
The correlation between IBTU.L and SWDA.L is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
IBTU.L vs. SWDA.L - Performance Comparison
In the year-to-date period, IBTU.L achieves a 4.49% return, which is significantly lower than SWDA.L's 19.89% 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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IBTU.L vs. SWDA.L - Expense Ratio Comparison
IBTU.L has a 0.07% expense ratio, which is lower than SWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IBTU.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.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
IBTU.L vs. SWDA.L - Dividend Comparison
IBTU.L's dividend yield for the trailing twelve months is around 6.87%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
IBTU.L iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) | 6.87% | 3.99% | 0.44% | 0.10% | 1.28% | 1.21% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IBTU.L vs. SWDA.L - Drawdown Comparison
The maximum IBTU.L drawdown since its inception was -0.62%, smaller than the maximum SWDA.L drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for IBTU.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
IBTU.L vs. SWDA.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) is 0.20%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 2.91%. This indicates that IBTU.L experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.