MXWO.L vs. ^NDX

In the year-to-date period, MXWO.L achieves a 4.00% return, which is significantly higher than ^NDX's 1.56% return. Over the past 10 years, MXWO.L has underperformed ^NDX with an annualized return of 10.01%, while ^NDX has yielded a comparatively higher 16.82% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF (MXWO.L) and NASDAQ 100 (^NDX). 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.

The current MXWO.L Sharpe Ratio is 0.82, which is higher than the ^NDX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of MXWO.L and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum MXWO.L drawdown since its inception was -33.89%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for MXWO.L and ^NDX.

The current volatility for Invesco MSCI World UCITS ETF (MXWO.L) is 3.83%, while NASDAQ 100 (^NDX) has a volatility of 5.59%. This indicates that MXWO.L experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.