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INAA.L vs. BIBDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INAA.L vs. BIBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI North America UCITS (INAA.L) and BlackRock Global Dividend Portfolio (BIBDX). The values are adjusted to include any dividend payments, if applicable.

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INAA.L vs. BIBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INAA.L
iShares MSCI North America UCITS
-3.09%9.48%26.59%19.48%-10.23%28.62%15.54%25.93%-1.17%10.17%
BIBDX
BlackRock Global Dividend Portfolio
-0.44%10.82%11.63%10.76%-3.46%18.81%3.77%18.13%-5.15%9.06%
Different Trading Currencies

INAA.L is traded in GBp, while BIBDX is traded in USD. To make them comparable, the BIBDX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, INAA.L achieves a -3.09% return, which is significantly lower than BIBDX's -0.44% return. Over the past 10 years, INAA.L has outperformed BIBDX with an annualized return of 14.13%, while BIBDX has yielded a comparatively lower 8.97% annualized return.


INAA.L

1D
1.48%
1M
-3.31%
YTD
-3.09%
6M
0.11%
1Y
15.02%
3Y*
15.51%
5Y*
11.89%
10Y*
14.13%

BIBDX

1D
2.63%
1M
-5.58%
YTD
-0.44%
6M
1.18%
1Y
12.61%
3Y*
9.21%
5Y*
8.46%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

INAA.L vs. BIBDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INAA.L
INAA.L Risk / Return Rank: 5858
Overall Rank
INAA.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
INAA.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
INAA.L Omega Ratio Rank: 5151
Omega Ratio Rank
INAA.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
INAA.L Martin Ratio Rank: 6363
Martin Ratio Rank

BIBDX
BIBDX Risk / Return Rank: 5454
Overall Rank
BIBDX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BIBDX Sortino Ratio Rank: 5454
Sortino Ratio Rank
BIBDX Omega Ratio Rank: 5050
Omega Ratio Rank
BIBDX Calmar Ratio Rank: 5959
Calmar Ratio Rank
BIBDX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INAA.L vs. BIBDX - Risk-Adjusted Trends 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.


INAA.LBIBDXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.85

+0.11

Sortino ratio

Return per unit of downside risk

1.41

1.31

+0.10

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

2.05

1.33

+0.72

Martin ratio

Return relative to average drawdown

6.95

5.13

+1.82

INAA.L vs. BIBDX - Sharpe Ratio Comparison

The current INAA.L Sharpe Ratio is 0.97, which is comparable to the BIBDX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of INAA.L and BIBDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


INAA.LBIBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.85

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.68

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.61

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.66

+0.04

Correlation

The correlation between INAA.L and BIBDX is 0.60, 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.


Dividends

INAA.L vs. BIBDX - Dividend Comparison

INAA.L's dividend yield for the trailing twelve months is around 0.69%, less than BIBDX's 20.61% yield.


TTM20252024202320222021202020192018201720162015
INAA.L
iShares MSCI North America UCITS
0.69%0.66%0.76%0.98%1.11%0.74%1.09%1.26%1.40%1.32%1.30%1.51%
BIBDX
BlackRock Global Dividend Portfolio
20.61%20.14%8.09%2.00%6.51%18.01%5.94%7.97%7.05%6.47%2.47%4.34%

Drawdowns

INAA.L vs. BIBDX - Drawdown Comparison

The maximum INAA.L drawdown since its inception was -35.35%, which is greater than BIBDX's maximum drawdown of -24.68%. Use the drawdown chart below to compare losses from any high point for INAA.L and BIBDX.


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Drawdown Indicators


INAA.LBIBDXDifference

Max Drawdown

Largest peak-to-trough decline

-35.35%

-41.81%

+6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-10.80%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-24.44%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-26.15%

-33.15%

+7.00%

Current Drawdown

Current decline from peak

-4.84%

-7.75%

+2.91%

Average Drawdown

Average peak-to-trough decline

-4.75%

-5.76%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.68%

-0.54%

Volatility

INAA.L vs. BIBDX - Volatility Comparison

The current volatility for iShares MSCI North America UCITS (INAA.L) is 3.80%, while BlackRock Global Dividend Portfolio (BIBDX) has a volatility of 5.25%. This indicates that INAA.L experiences smaller price fluctuations and is considered to be less risky than BIBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INAA.LBIBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

5.25%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

8.74%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

15.51%

15.35%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

12.57%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

14.69%

+0.97%