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MWRD.L vs. SWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MWRD.LSWDA.L

Correlation

-0.50.00.51.00.9

The correlation between MWRD.L and SWDA.L is 0.91, 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

MWRD.L vs. SWDA.L - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember0
7.70%
MWRD.L
SWDA.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MWRD.L vs. SWDA.L - Expense Ratio Comparison

MWRD.L has a 0.08% expense ratio, which is lower than SWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Expense ratio chart for SWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for MWRD.L: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

MWRD.L vs. SWDA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI World (MWRD.L) 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.


MWRD.L
Sharpe ratio
The chart of Sharpe ratio for MWRD.L, currently valued at 0.90, compared to the broader market0.002.004.000.90
Sortino ratio
The chart of Sortino ratio for MWRD.L, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.0012.001.41
Omega ratio
The chart of Omega ratio for MWRD.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for MWRD.L, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.46
Martin ratio
The chart of Martin ratio for MWRD.L, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.56
SWDA.L
Sharpe ratio
The chart of Sharpe ratio for SWDA.L, currently valued at 2.00, compared to the broader market0.002.004.002.00
Sortino ratio
The chart of Sortino ratio for SWDA.L, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.82
Omega ratio
The chart of Omega ratio for SWDA.L, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for SWDA.L, currently valued at 1.91, compared to the broader market0.005.0010.0015.001.91
Martin ratio
The chart of Martin ratio for SWDA.L, currently valued at 11.37, compared to the broader market0.0020.0040.0060.0080.00100.0011.37

MWRD.L vs. SWDA.L - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AprilMayJuneJulyAugustSeptember
0.90
2.00
MWRD.L
SWDA.L

Dividends

MWRD.L vs. SWDA.L - Dividend Comparison

Neither MWRD.L nor SWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MWRD.L vs. SWDA.L - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.73%
-1.13%
MWRD.L
SWDA.L

Volatility

MWRD.L vs. SWDA.L - Volatility Comparison

The current volatility for Amundi Index MSCI World (MWRD.L) is 0.00%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 4.26%. This indicates that MWRD.L experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember0
4.26%
MWRD.L
SWDA.L