IMID.L vs. SWLD.L
Compare and contrast key facts about SPDR MSCI ACWI IMI (IMID.L) and SPDR MSCI World UCITS ETF (SWLD.L).
IMID.L and SWLD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMID.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011. SWLD.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 28, 2019. Both IMID.L and SWLD.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: IMID.L or SWLD.L.
Performance
IMID.L vs. SWLD.L - Performance Comparison
Returns By Period
In the year-to-date period, IMID.L achieves a 16.61% return, which is significantly lower than SWLD.L's 19.91% return.
IMID.L
16.61%
-1.02%
6.54%
24.81%
10.77%
8.97%
SWLD.L
19.91%
2.54%
8.21%
24.88%
12.64%
N/A
Key characteristics
| IMID.L | SWLD.L | |
|---|---|---|
| Sharpe Ratio | 2.12 | 2.48 |
| Sortino Ratio | 3.01 | 3.47 |
| Omega Ratio | 1.39 | 1.47 |
| Calmar Ratio | 3.13 | 1.25 |
| Martin Ratio | 13.56 | 17.42 |
| Ulcer Index | 1.77% | 1.43% |
| Daily Std Dev | 11.30% | 10.01% |
| Max Drawdown | -39.56% | -32.06% |
| Current Drawdown | -1.92% | -0.68% |
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IMID.L vs. SWLD.L - Expense Ratio Comparison
IMID.L has a 0.40% expense ratio, which is higher than SWLD.L's 0.12% expense ratio.
Correlation
The correlation between IMID.L and SWLD.L is 0.90, 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.
Risk-Adjusted Performance
IMID.L vs. SWLD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI (IMID.L) and SPDR MSCI World UCITS ETF (SWLD.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
IMID.L vs. SWLD.L - Dividend Comparison
Neither IMID.L nor SWLD.L has paid dividends to shareholders.
Drawdowns
IMID.L vs. SWLD.L - Drawdown Comparison
The maximum IMID.L drawdown since its inception was -39.56%, which is greater than SWLD.L's maximum drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for IMID.L and SWLD.L. For additional features, visit the drawdowns tool.
Volatility
IMID.L vs. SWLD.L - Volatility Comparison
SPDR MSCI ACWI IMI (IMID.L) has a higher volatility of 3.33% compared to SPDR MSCI World UCITS ETF (SWLD.L) at 3.13%. This indicates that IMID.L's price experiences larger fluctuations and is considered to be riskier than SWLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.