MRCH.L vs. IUKD.L
Compare and contrast key facts about Merchants Trust plc (MRCH.L) and iShares UK Dividend UCITS ETF (IUKD.L).
IUKD.L is a passively managed fund by iShares that tracks the performance of the FTSE UK Dividend+ Index. It was launched on Nov 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRCH.L or IUKD.L.
Key characteristics
| MRCH.L | IUKD.L | |
|---|---|---|
| YTD Return | 5.85% | 9.93% |
| 1Y Return | 15.59% | 18.26% |
| 3Y Return (Ann) | 6.42% | 6.07% |
| 5Y Return (Ann) | 8.11% | 4.68% |
| 10Y Return (Ann) | 7.05% | 3.49% |
| Sharpe Ratio | 1.24 | 1.77 |
| Sortino Ratio | 1.78 | 2.53 |
| Omega Ratio | 1.22 | 1.31 |
| Calmar Ratio | 1.40 | 2.04 |
| Martin Ratio | 5.26 | 9.74 |
| Ulcer Index | 3.18% | 2.00% |
| Daily Std Dev | 13.56% | 11.03% |
| Max Drawdown | -55.29% | -61.95% |
| Current Drawdown | -5.30% | -4.36% |
Correlation
The correlation between MRCH.L and IUKD.L is 0.74, 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.
Performance
MRCH.L vs. IUKD.L - Performance Comparison
In the year-to-date period, MRCH.L achieves a 5.85% return, which is significantly lower than IUKD.L's 9.93% return. Over the past 10 years, MRCH.L has outperformed IUKD.L with an annualized return of 7.05%, while IUKD.L has yielded a comparatively lower 3.49% 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. IUKD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Merchants Trust plc (MRCH.L) and iShares UK Dividend UCITS ETF (IUKD.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
MRCH.L vs. IUKD.L - Dividend Comparison
MRCH.L's dividend yield for the trailing twelve months is around 5.12%, less than IUKD.L's 5.64% 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% |
IUKD.L iShares UK Dividend UCITS ETF | 5.64% | 5.34% | 6.39% | 5.68% | 4.11% | 5.70% | 6.86% | 5.19% | 4.87% | 5.67% | 4.53% | 4.16% |
Drawdowns
MRCH.L vs. IUKD.L - Drawdown Comparison
The maximum MRCH.L drawdown since its inception was -55.29%, smaller than the maximum IUKD.L drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for MRCH.L and IUKD.L. For additional features, visit the drawdowns tool.
Volatility
MRCH.L vs. IUKD.L - Volatility Comparison
Merchants Trust plc (MRCH.L) has a higher volatility of 5.03% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 3.60%. This indicates that MRCH.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.