MXWO.L vs. VDC
Compare and contrast key facts about Invesco MSCI World UCITS ETF (MXWO.L) and Vanguard Consumer Staples ETF (VDC).
MXWO.L and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MXWO.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 2, 2009. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both MXWO.L and VDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXWO.L or VDC.
Key characteristics
| MXWO.L | VDC | |
|---|---|---|
| YTD Return | 13.98% | 9.23% |
| 1Y Return | 20.17% | 6.50% |
| 3Y Return (Ann) | 7.14% | 6.32% |
| 5Y Return (Ann) | 12.17% | 8.98% |
| 10Y Return (Ann) | 9.48% | 8.73% |
| Sharpe Ratio | 1.77 | 0.66 |
| Daily Std Dev | 11.22% | 10.50% |
| Max Drawdown | -33.89% | -34.24% |
| Current Drawdown | -1.32% | -1.18% |
Correlation
The correlation between MXWO.L and VDC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MXWO.L vs. VDC - Performance Comparison
In the year-to-date period, MXWO.L achieves a 13.98% return, which is significantly higher than VDC's 9.23% return. Over the past 10 years, MXWO.L has outperformed VDC with an annualized return of 9.48%, while VDC has yielded a comparatively lower 8.73% 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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MXWO.L vs. VDC - Expense Ratio Comparison
MXWO.L has a 0.19% expense ratio, which is higher than VDC's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
MXWO.L vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF (MXWO.L) and Vanguard Consumer Staples ETF (VDC). 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
MXWO.L vs. VDC - Dividend Comparison
MXWO.L has not paid dividends to shareholders, while VDC's dividend yield for the trailing twelve months is around 2.53%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDC Vanguard Consumer Staples ETF | 2.53% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
MXWO.L vs. VDC - Drawdown Comparison
The maximum MXWO.L drawdown since its inception was -33.89%, roughly equal to the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for MXWO.L and VDC. For additional features, visit the drawdowns tool.
Volatility
MXWO.L vs. VDC - Volatility Comparison
The current volatility for Invesco MSCI World UCITS ETF (MXWO.L) is 2.36%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 2.61%. This indicates that MXWO.L experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.