MAMG.L vs. BLK
Compare and contrast key facts about BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) (MAMG.L) and BlackRock, Inc. (BLK).
MAMG.L is a passively managed fund by iShares that tracks the performance of the Morningstar UK Mod Tgt Alloc NR GBP. It was launched on Sep 14, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MAMG.L or BLK.
Key characteristics
| MAMG.L | BLK | |
|---|---|---|
| YTD Return | 4.08% | 0.67% |
| 1Y Return | 10.74% | 24.72% |
| 3Y Return (Ann) | 2.03% | 1.43% |
| Sharpe Ratio | 1.71 | 1.42 |
| Daily Std Dev | 6.29% | 19.98% |
| Max Drawdown | -17.55% | -60.36% |
| Current Drawdown | -2.36% | -10.58% |
Correlation
The correlation between MAMG.L and BLK is 0.48, 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
MAMG.L vs. BLK - Performance Comparison
In the year-to-date period, MAMG.L achieves a 4.08% return, which is significantly higher than BLK's 0.67% 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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Risk-Adjusted Performance
MAMG.L vs. BLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) (MAMG.L) and BlackRock, Inc. (BLK). 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
MAMG.L vs. BLK - Dividend Comparison
MAMG.L has not paid dividends to shareholders, while BLK's dividend yield for the trailing twelve months is around 2.47%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAMG.L BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (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% |
BLK BlackRock, Inc. | 2.47% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
Drawdowns
MAMG.L vs. BLK - Drawdown Comparison
The maximum MAMG.L drawdown since its inception was -17.55%, smaller than the maximum BLK drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for MAMG.L and BLK. For additional features, visit the drawdowns tool.
Volatility
MAMG.L vs. BLK - Volatility Comparison
The current volatility for BlackRock ESG Multi-Asset Moderate Portfolio UCITS ETF GBP Hedged (Acc) (MAMG.L) is 2.65%, while BlackRock, Inc. (BLK) has a volatility of 4.00%. This indicates that MAMG.L experiences smaller price fluctuations and is considered to be less risky than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.