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MXWO.L vs. URTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MXWO.LURTH
YTD Return10.00%9.99%
1Y Return24.55%25.13%
3Y Return (Ann)7.41%7.38%
5Y Return (Ann)12.65%12.54%
10Y Return (Ann)9.41%9.54%
Sharpe Ratio2.312.07
Daily Std Dev11.68%11.40%
Max Drawdown-33.89%-34.01%
Current Drawdown-0.34%-0.48%

Correlation

-0.50.00.51.00.6

The correlation between MXWO.L and URTH is 0.56, 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

MXWO.L vs. URTH - Performance Comparison

The year-to-date returns for both stocks are quite close, with MXWO.L having a 10.00% return and URTH slightly lower at 9.99%. Both investments have delivered pretty close results over the past 10 years, with MXWO.L having a 9.41% annualized return and URTH not far ahead at 9.54%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


220.00%230.00%240.00%250.00%260.00%270.00%280.00%December2024FebruaryMarchAprilMay
273.79%
268.77%
MXWO.L
URTH

Compare stocks, funds, or ETFs

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


Invesco MSCI World UCITS ETF

iShares MSCI World ETF

MXWO.L vs. URTH - Expense Ratio Comparison

MXWO.L has a 0.19% expense ratio, which is lower than URTH's 0.24% 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%.


URTH
iShares MSCI World ETF
Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for MXWO.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

MXWO.L vs. URTH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF (MXWO.L) and iShares MSCI World ETF (URTH). 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.


MXWO.L
Sharpe ratio
The chart of Sharpe ratio for MXWO.L, currently valued at 2.31, compared to the broader market0.002.004.002.31
Sortino ratio
The chart of Sortino ratio for MXWO.L, currently valued at 3.40, compared to the broader market0.005.0010.003.40
Omega ratio
The chart of Omega ratio for MXWO.L, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for MXWO.L, currently valued at 2.09, compared to the broader market0.005.0010.0015.002.09
Martin ratio
The chart of Martin ratio for MXWO.L, currently valued at 8.14, compared to the broader market0.0020.0040.0060.0080.00100.008.14
URTH
Sharpe ratio
The chart of Sharpe ratio for URTH, currently valued at 2.29, compared to the broader market0.002.004.002.29
Sortino ratio
The chart of Sortino ratio for URTH, currently valued at 3.28, compared to the broader market0.005.0010.003.28
Omega ratio
The chart of Omega ratio for URTH, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for URTH, currently valued at 1.93, compared to the broader market0.005.0010.0015.001.93
Martin ratio
The chart of Martin ratio for URTH, currently valued at 8.04, compared to the broader market0.0020.0040.0060.0080.00100.008.04

MXWO.L vs. URTH - Sharpe Ratio Comparison

The current MXWO.L Sharpe Ratio is 2.31, which roughly equals the URTH Sharpe Ratio of 2.07. The chart below compares the 12-month rolling Sharpe Ratio of MXWO.L and URTH.


Rolling 12-month Sharpe Ratio1.001.502.002.50December2024FebruaryMarchAprilMay
2.31
2.29
MXWO.L
URTH

Dividends

MXWO.L vs. URTH - Dividend Comparison

MXWO.L has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.54%.


TTM20232022202120202019201820172016201520142013
MXWO.L
Invesco MSCI World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.54%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%

Drawdowns

MXWO.L vs. URTH - Drawdown Comparison

The maximum MXWO.L drawdown since its inception was -33.89%, roughly equal to the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for MXWO.L and URTH. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.34%
-0.48%
MXWO.L
URTH

Volatility

MXWO.L vs. URTH - Volatility Comparison

Invesco MSCI World UCITS ETF (MXWO.L) has a higher volatility of 3.38% compared to iShares MSCI World ETF (URTH) at 2.99%. This indicates that MXWO.L's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
3.38%
2.99%
MXWO.L
URTH