MRCH.L vs. ACWI
Compare and contrast key facts about Merchants Trust plc (MRCH.L) and iShares MSCI ACWI ETF (ACWI).
ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRCH.L or ACWI.
Key characteristics
| MRCH.L | ACWI | |
|---|---|---|
| YTD Return | 5.85% | 20.19% |
| 1Y Return | 15.59% | 32.43% |
| 3Y Return (Ann) | 6.42% | 6.24% |
| 5Y Return (Ann) | 8.11% | 11.49% |
| 10Y Return (Ann) | 7.05% | 9.53% |
| Sharpe Ratio | 1.24 | 2.70 |
| Sortino Ratio | 1.78 | 3.68 |
| Omega Ratio | 1.22 | 1.49 |
| Calmar Ratio | 1.40 | 3.19 |
| Martin Ratio | 5.26 | 17.70 |
| Ulcer Index | 3.18% | 1.79% |
| Daily Std Dev | 13.56% | 11.72% |
| Max Drawdown | -55.29% | -56.00% |
| Current Drawdown | -5.30% | -0.26% |
Correlation
The correlation between MRCH.L and ACWI 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
MRCH.L vs. ACWI - Performance Comparison
In the year-to-date period, MRCH.L achieves a 5.85% return, which is significantly lower than ACWI's 20.19% return. Over the past 10 years, MRCH.L has underperformed ACWI with an annualized return of 7.05%, while ACWI has yielded a comparatively higher 9.53% annualized 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
MRCH.L vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merchants Trust plc (MRCH.L) and iShares MSCI ACWI ETF (ACWI). 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
MRCH.L vs. ACWI - Dividend Comparison
MRCH.L's dividend yield for the trailing twelve months is around 5.12%, more than ACWI's 1.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRCH.L Merchants Trust plc | 5.12% | 5.04% | 4.88% | 4.87% | 6.09% | 4.77% | 5.53% | 3.69% | 5.30% | 5.55% | 2.53% | 4.57% |
ACWI iShares MSCI ACWI ETF | 1.56% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
MRCH.L vs. ACWI - Drawdown Comparison
The maximum MRCH.L drawdown since its inception was -55.29%, roughly equal to the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for MRCH.L and ACWI. For additional features, visit the drawdowns tool.
Volatility
MRCH.L vs. ACWI - Volatility Comparison
Merchants Trust plc (MRCH.L) has a higher volatility of 5.03% compared to iShares MSCI ACWI ETF (ACWI) at 3.29%. This indicates that MRCH.L's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.