INAA.L vs. BIBDX
Compare and contrast key facts about iShares MSCI North America UCITS (INAA.L) and BlackRock Global Dividend Portfolio (BIBDX).
INAA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 2, 2006. BIBDX is managed by Blackrock. It was launched on Apr 6, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INAA.L or BIBDX.
Key characteristics
| INAA.L | BIBDX | |
|---|---|---|
| YTD Return | 24.76% | 14.46% |
| 1Y Return | 31.52% | 24.28% |
| 3Y Return (Ann) | 10.52% | 5.15% |
| 5Y Return (Ann) | 15.20% | 8.62% |
| 10Y Return (Ann) | 14.71% | 7.24% |
| Sharpe Ratio | 2.79 | 2.55 |
| Sortino Ratio | 3.96 | 3.58 |
| Omega Ratio | 1.54 | 1.46 |
| Calmar Ratio | 4.89 | 3.16 |
| Martin Ratio | 19.87 | 17.23 |
| Ulcer Index | 1.56% | 1.47% |
| Daily Std Dev | 11.07% | 9.92% |
| Max Drawdown | -35.34% | -42.34% |
| Current Drawdown | 0.00% | -1.26% |
Correlation
The correlation between INAA.L and BIBDX is 0.59, 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
INAA.L vs. BIBDX - Performance Comparison
In the year-to-date period, INAA.L achieves a 24.76% return, which is significantly higher than BIBDX's 14.46% return. Over the past 10 years, INAA.L has outperformed BIBDX with an annualized return of 14.71%, while BIBDX has yielded a comparatively lower 7.24% annualized 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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INAA.L vs. BIBDX - Expense Ratio Comparison
INAA.L has a 0.40% expense ratio, which is lower than BIBDX's 0.75% expense ratio.
Risk-Adjusted Performance
INAA.L vs. BIBDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS (INAA.L) and BlackRock Global Dividend Portfolio (BIBDX). 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
INAA.L vs. BIBDX - Dividend Comparison
INAA.L's dividend yield for the trailing twelve months is around 0.77%, less than BIBDX's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INAA.L iShares MSCI North America UCITS | 0.77% | 0.98% | 1.11% | 0.74% | 1.09% | 1.26% | 1.40% | 1.32% | 1.30% | 1.51% | 1.21% | 1.49% |
BIBDX BlackRock Global Dividend Portfolio | 1.56% | 2.00% | 2.07% | 1.73% | 2.39% | 2.82% | 3.29% | 2.33% | 2.29% | 2.75% | 3.43% | 2.60% |
Drawdowns
INAA.L vs. BIBDX - Drawdown Comparison
The maximum INAA.L drawdown since its inception was -35.34%, smaller than the maximum BIBDX drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for INAA.L and BIBDX. For additional features, visit the drawdowns tool.
Volatility
INAA.L vs. BIBDX - Volatility Comparison
iShares MSCI North America UCITS (INAA.L) has a higher volatility of 3.25% compared to BlackRock Global Dividend Portfolio (BIBDX) at 2.74%. This indicates that INAA.L's price experiences larger fluctuations and is considered to be riskier than BIBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.