MBUU vs. SWDA.L
MBUU (Malibu Boats, Inc.) is a stock, while SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index. Over the past 10 years, MBUU returned 8.41%/yr vs 13.29%/yr for SWDA.L. At a 0.30 correlation, their price movements are largely independent.
Performance
MBUU vs. SWDA.L - Performance Comparison
Loading charts...
Different Trading Currencies
MBUU is traded in USD, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MBUU achieves a -2.91% return, which is significantly lower than SWDA.L's 8.04% return. Over the past 10 years, MBUU has underperformed SWDA.L with an annualized return of 8.41%, while SWDA.L has yielded a comparatively higher 13.29% annualized return.
MBUU
- 1D
- 4.86%
- 1M
- -0.65%
- YTD
- -2.91%
- 6M
- -5.81%
- 1Y
- -16.39%
- 3Y*
- -21.33%
- 5Y*
- -18.08%
- 10Y*
- 8.41%
SWDA.L
- 1D
- 0.30%
- 1M
- -0.48%
- YTD
- 8.04%
- 6M
- 7.87%
- 1Y
- 22.44%
- 3Y*
- 19.75%
- 5Y*
- 11.31%
- 10Y*
- 13.29%
MBUU vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBUU Malibu Boats, Inc. | -2.91% | -24.95% | -31.43% | 2.85% | -22.45% | 10.07% | 52.48% | 17.67% | 17.05% | 55.82% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 8.04% | 21.14% | 19.09% | 23.79% | -18.13% | 22.52% | 15.68% | 27.97% | -9.23% | 22.42% |
Correlation
The correlation between MBUU and SWDA.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2014 | 0.30 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MBUU vs. SWDA.L — Risk / Return Rank
MBUU
SWDA.L
MBUU vs. SWDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Malibu Boats, Inc. (MBUU) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MBUU | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.34 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.60 | -3.02 |
| Martin ratioReturn relative to average drawdown | -0.65 | 11.17 | -11.83 |
Loading charts...
Drawdowns
MBUU vs. SWDA.L - Drawdown Comparison
The maximum MBUU drawdown since its inception was -73.94%, which is greater than SWDA.L's maximum drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for MBUU and SWDA.L.
Loading charts...
Drawdown Indicators
| MBUU | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.94% | -45.69% | -28.25% |
Max Drawdown (1Y)Largest decline over 1 year | -39.37% | -8.59% | -30.78% |
Max Drawdown (3Y)Largest decline over 3 years | -60.27% | -17.07% | -43.20% |
Max Drawdown (5Y)Largest decline over 5 years | -71.77% | -26.50% | -45.27% |
Max Drawdown (10Y)Largest decline over 10 years | -73.94% | -33.61% | -40.33% |
Current DrawdownCurrent decline from peak | -70.21% | -2.02% | -68.19% |
Average DrawdownAverage peak-to-trough decline | -31.49% | -11.19% | -20.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.18% | 2.00% | +23.18% |
Volatility
MBUU vs. SWDA.L - Volatility Comparison
Malibu Boats, Inc. (MBUU) has a higher volatility of 12.38% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 3.47%. This indicates that MBUU'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.
Loading charts...
Volatility by Period
| MBUU | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.38% | 3.47% | +8.91% |
Volatility (6M)Calculated over the trailing 6-month period | 36.38% | 9.07% | +27.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.84% | 11.72% | +41.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.12% | 15.35% | +29.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.99% | 15.76% | +31.23% |
Dividends
MBUU vs. SWDA.L - Dividend Comparison
Neither MBUU nor SWDA.L has paid dividends to shareholders.
Frequently Asked Questions
MBUU and SWDA.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for MBUU and SWDA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer