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MACG.L vs. MAMG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MACG.L vs. MAMG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BlackRock ESG Multi-Asset Conservative Portfolio UCITS ETF GBP Hedged (Acc) (MACG.L) and BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) (MAMG.L). The values are adjusted to include any dividend payments, if applicable.

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MACG.L vs. MAMG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MACG.L
BlackRock ESG Multi-Asset Conservative Portfolio UCITS ETF GBP Hedged (Acc)
-0.36%6.37%5.38%6.25%-12.51%3.80%2.03%
MAMG.L
BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc)
-0.74%8.95%11.42%9.97%-14.53%12.19%4.77%

Returns By Period

In the year-to-date period, MACG.L achieves a -0.36% return, which is significantly higher than MAMG.L's -0.74% return.


MACG.L

1D
-0.16%
1M
-1.35%
YTD
-0.36%
6M
1.38%
1Y
5.58%
3Y*
5.03%
5Y*
1.53%
10Y*

MAMG.L

1D
-0.24%
1M
-1.64%
YTD
-0.74%
6M
1.67%
1Y
9.97%
3Y*
8.64%
5Y*
4.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MACG.L vs. MAMG.L - Expense Ratio Comparison

Both MACG.L and MAMG.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

MACG.L vs. MAMG.L — Risk / Return Rank

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

MACG.L
MACG.L Risk / Return Rank: 5252
Overall Rank
MACG.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MACG.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
MACG.L Omega Ratio Rank: 5353
Omega Ratio Rank
MACG.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
MACG.L Martin Ratio Rank: 5858
Martin Ratio Rank

MAMG.L
MAMG.L Risk / Return Rank: 7070
Overall Rank
MAMG.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MAMG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
MAMG.L Omega Ratio Rank: 6464
Omega Ratio Rank
MAMG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
MAMG.L Martin Ratio Rank: 8282
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.

MACG.L vs. MAMG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Multi-Asset Conservative Portfolio UCITS ETF GBP Hedged (Acc) (MACG.L) and BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) (MAMG.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.


MACG.LMAMG.LDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.22

-0.22

Sortino ratio

Return per unit of downside risk

1.47

1.73

-0.27

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratio

Return relative to maximum drawdown

1.47

2.35

-0.89

Martin ratio

Return relative to average drawdown

6.93

11.02

-4.09

MACG.L vs. MAMG.L - Sharpe Ratio Comparison

The current MACG.L Sharpe Ratio is 0.99, which is comparable to the MAMG.L Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of MACG.L and MAMG.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.


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Sharpe Ratios by Period


MACG.LMAMG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.22

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.56

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.66

-0.31

Correlation

The correlation between MACG.L and MAMG.L is 0.70, 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.


Dividends

MACG.L vs. MAMG.L - Dividend Comparison

Neither MACG.L nor MAMG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MACG.L vs. MAMG.L - Drawdown Comparison

The maximum MACG.L drawdown since its inception was -14.85%, smaller than the maximum MAMG.L drawdown of -17.55%. Use the drawdown chart below to compare losses from any high point for MACG.L and MAMG.L.


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Drawdown Indicators


MACG.LMAMG.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.85%

-17.55%

+2.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-5.15%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-14.85%

-17.55%

+2.70%

Current Drawdown

Current decline from peak

-2.55%

-3.28%

+0.73%

Average Drawdown

Average peak-to-trough decline

-4.89%

-4.86%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

1.10%

-0.26%

Volatility

MACG.L vs. MAMG.L - Volatility Comparison

The current volatility for BlackRock ESG Multi-Asset Conservative Portfolio UCITS ETF GBP Hedged (Acc) (MACG.L) is 2.30%, while BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) (MAMG.L) has a volatility of 3.00%. This indicates that MACG.L experiences smaller price fluctuations and is considered to be less risky than MAMG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MACG.LMAMG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

3.00%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

4.86%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

8.17%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.05%

7.91%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

7.98%

-3.03%