IFSW.L vs. IJR
Compare and contrast key facts about iShares Edge MSCI World Multifactor UCITS (IFSW.L) and iShares Core S&P Small-Cap ETF (IJR).
IFSW.L and IJR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IFSW.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 4, 2015. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000. Both IFSW.L and IJR 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: IFSW.L or IJR.
Key characteristics
| IFSW.L | IJR | |
|---|---|---|
| YTD Return | 16.19% | 7.60% |
| 1Y Return | 23.13% | 20.99% |
| 3Y Return (Ann) | 5.60% | 3.47% |
| 5Y Return (Ann) | 9.92% | 9.44% |
| Sharpe Ratio | 1.86 | 1.00 |
| Daily Std Dev | 12.57% | 20.26% |
| Max Drawdown | -34.49% | -58.15% |
| Current Drawdown | 0.00% | -2.22% |
Correlation
The correlation between IFSW.L and IJR is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IFSW.L vs. IJR - Performance Comparison
In the year-to-date period, IFSW.L achieves a 16.19% return, which is significantly higher than IJR's 7.60% 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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IFSW.L vs. IJR - Expense Ratio Comparison
IFSW.L has a 0.55% expense ratio, which is higher than IJR's 0.07% expense ratio.
Risk-Adjusted Performance
IFSW.L vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS (IFSW.L) and iShares Core S&P Small-Cap ETF (IJR). 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
IFSW.L vs. IJR - Dividend Comparison
IFSW.L has not paid dividends to shareholders, while IJR's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFSW.L iShares Edge MSCI World Multifactor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.26% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
IFSW.L vs. IJR - Drawdown Comparison
The maximum IFSW.L drawdown since its inception was -34.49%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for IFSW.L and IJR. For additional features, visit the drawdowns tool.
Volatility
IFSW.L vs. IJR - Volatility Comparison
The current volatility for iShares Edge MSCI World Multifactor UCITS (IFSW.L) is 3.88%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 5.94%. This indicates that IFSW.L experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.