MXUS.L vs. BIRDX
Compare and contrast key facts about Invesco MSCI USA UCITS ETF (MXUS.L) and iShares Developed Real Estate Index Fund (BIRDX).
MXUS.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 31, 2009. BIRDX is managed by Blackrock. It was launched on Aug 12, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXUS.L or BIRDX.
Performance
MXUS.L vs. BIRDX - Performance Comparison
Returns By Period
In the year-to-date period, MXUS.L achieves a 24.64% return, which is significantly higher than BIRDX's 6.10% return.
MXUS.L
24.64%
0.97%
11.73%
33.15%
15.37%
12.78%
BIRDX
6.10%
-4.39%
8.32%
18.77%
0.50%
N/A
Key characteristics
| MXUS.L | BIRDX | |
|---|---|---|
| Sharpe Ratio | 2.76 | 1.34 |
| Sortino Ratio | 3.80 | 1.93 |
| Omega Ratio | 1.52 | 1.24 |
| Calmar Ratio | 4.08 | 0.74 |
| Martin Ratio | 17.59 | 4.76 |
| Ulcer Index | 1.83% | 4.00% |
| Daily Std Dev | 11.68% | 14.28% |
| Max Drawdown | -34.38% | -43.03% |
| Current Drawdown | -1.82% | -11.78% |
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MXUS.L vs. BIRDX - Expense Ratio Comparison
MXUS.L has a 0.05% expense ratio, which is lower than BIRDX's 0.19% 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%.
Correlation
The correlation between MXUS.L and BIRDX is 0.40, 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.
Risk-Adjusted Performance
MXUS.L vs. BIRDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (MXUS.L) and iShares Developed Real Estate Index Fund (BIRDX). 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
MXUS.L vs. BIRDX - Dividend Comparison
MXUS.L has not paid dividends to shareholders, while BIRDX's dividend yield for the trailing twelve months is around 4.59%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXUS.L Invesco MSCI USA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIRDX iShares Developed Real Estate Index Fund | 4.59% | 3.00% | 1.24% | 3.62% | 1.79% | 6.58% | 4.13% | 4.36% | 2.21% | 1.38% |
Drawdowns
MXUS.L vs. BIRDX - Drawdown Comparison
The maximum MXUS.L drawdown since its inception was -34.38%, smaller than the maximum BIRDX drawdown of -43.03%. Use the drawdown chart below to compare losses from any high point for MXUS.L and BIRDX. For additional features, visit the drawdowns tool.
Volatility
MXUS.L vs. BIRDX - Volatility Comparison
Invesco MSCI USA UCITS ETF (MXUS.L) and iShares Developed Real Estate Index Fund (BIRDX) have volatilities of 4.01% and 4.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.