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IMID.L vs. SWRD.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IMID.L vs. SWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI IMI (IMID.L) and SPDR MSCI World UCITS ETF (SWRD.L). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.54%
7.76%
IMID.L
SWRD.L

Returns By Period

In the year-to-date period, IMID.L achieves a 16.61% return, which is significantly lower than SWRD.L's 19.08% return.


IMID.L

YTD

16.61%

1M

-1.02%

6M

6.54%

1Y

24.81%

5Y (annualized)

10.77%

10Y (annualized)

8.97%

SWRD.L

YTD

19.08%

1M

-0.50%

6M

7.76%

1Y

27.23%

5Y (annualized)

12.25%

10Y (annualized)

N/A

Key characteristics


IMID.LSWRD.L
Sharpe Ratio2.122.33
Sortino Ratio3.013.24
Omega Ratio1.391.43
Calmar Ratio3.133.22
Martin Ratio13.5614.98
Ulcer Index1.77%1.77%
Daily Std Dev11.30%11.35%
Max Drawdown-39.56%-34.10%
Current Drawdown-1.92%-1.81%

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IMID.L vs. SWRD.L - Expense Ratio Comparison

IMID.L has a 0.40% expense ratio, which is higher than SWRD.L's 0.12% expense ratio.


IMID.L
SPDR MSCI ACWI IMI
Expense ratio chart for IMID.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SWRD.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Correlation

-0.50.00.51.01.0

The correlation between IMID.L and SWRD.L is 0.97, 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. SWRD.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 (SWRD.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.


Sharpe ratio
The chart of Sharpe ratio for IMID.L, currently valued at 2.12, compared to the broader market0.002.004.002.122.33
The chart of Sortino ratio for IMID.L, currently valued at 3.01, compared to the broader market-2.000.002.004.006.008.0010.003.013.24
The chart of Omega ratio for IMID.L, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.43
The chart of Calmar ratio for IMID.L, currently valued at 3.13, compared to the broader market0.005.0010.0015.003.133.22
The chart of Martin ratio for IMID.L, currently valued at 13.56, compared to the broader market0.0020.0040.0060.0080.00100.0013.5614.98
IMID.L
SWRD.L

The current IMID.L Sharpe Ratio is 2.12, which is comparable to the SWRD.L Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of IMID.L and SWRD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.12
2.33
IMID.L
SWRD.L

Dividends

IMID.L vs. SWRD.L - Dividend Comparison

Neither IMID.L nor SWRD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IMID.L vs. SWRD.L - Drawdown Comparison

The maximum IMID.L drawdown since its inception was -39.56%, which is greater than SWRD.L's maximum drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for IMID.L and SWRD.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.92%
-1.81%
IMID.L
SWRD.L

Volatility

IMID.L vs. SWRD.L - Volatility Comparison

SPDR MSCI ACWI IMI (IMID.L) and SPDR MSCI World UCITS ETF (SWRD.L) have volatilities of 3.33% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.33%
3.47%
IMID.L
SWRD.L