LSEG.L vs. SWDA.L
Compare and contrast key facts about London Stock Exchange Group plc (LSEG.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSEG.L or SWDA.L.
Key characteristics
| LSEG.L | SWDA.L | |
|---|---|---|
| YTD Return | 15.72% | 20.14% |
| 1Y Return | 27.03% | 26.63% |
| 3Y Return (Ann) | 16.70% | 8.96% |
| 5Y Return (Ann) | 10.13% | 12.77% |
| 10Y Return (Ann) | 19.25% | 12.45% |
| Sharpe Ratio | 2.16 | 2.59 |
| Sortino Ratio | 3.24 | 3.63 |
| Omega Ratio | 1.38 | 1.50 |
| Calmar Ratio | 2.37 | 4.29 |
| Martin Ratio | 9.72 | 18.96 |
| Ulcer Index | 2.98% | 1.38% |
| Daily Std Dev | 13.54% | 10.05% |
| Max Drawdown | -80.59% | -25.58% |
| Current Drawdown | -2.62% | 0.00% |
Correlation
The correlation between LSEG.L and SWDA.L is 0.52, 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
LSEG.L vs. SWDA.L - Performance Comparison
In the year-to-date period, LSEG.L achieves a 15.72% return, which is significantly lower than SWDA.L's 20.14% return. Over the past 10 years, LSEG.L has outperformed SWDA.L with an annualized return of 19.25%, while SWDA.L has yielded a comparatively lower 12.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
LSEG.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for London Stock Exchange Group plc (LSEG.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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
LSEG.L vs. SWDA.L - Dividend Comparison
LSEG.L's dividend yield for the trailing twelve months is around 1.14%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSEG.L London Stock Exchange Group plc | 1.14% | 1.20% | 1.43% | 1.11% | 0.81% | 0.82% | 1.34% | 1.20% | 1.28% | 0.86% | 1.30% | 1.73% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LSEG.L vs. SWDA.L - Drawdown Comparison
The maximum LSEG.L drawdown since its inception was -80.59%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for LSEG.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
LSEG.L vs. SWDA.L - Volatility Comparison
London Stock Exchange Group plc (LSEG.L) has a higher volatility of 6.49% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.98%. This indicates that LSEG.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.