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

Key characteristics


MXWO.LVDC
YTD Return10.00%9.14%
1Y Return24.55%10.48%
3Y Return (Ann)7.41%6.47%
5Y Return (Ann)12.65%9.77%
10Y Return (Ann)9.41%8.93%
Sharpe Ratio2.310.94
Daily Std Dev11.68%10.45%
Max Drawdown-33.89%-34.24%
Current Drawdown-0.34%-0.73%

Correlation

-0.50.00.51.00.3

The correlation between MXWO.L and VDC is 0.33, 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 10.00% return, which is significantly higher than VDC's 9.14% return. Over the past 10 years, MXWO.L has outperformed VDC with an annualized return of 9.41%, while VDC has yielded a comparatively lower 8.93% annualized return. 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
282.99%
268.69%
MXWO.L
VDC

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

Vanguard Consumer Staples ETF

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%.


MXWO.L
Invesco MSCI World UCITS ETF
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%
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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.


MXWO.L
Sharpe ratio
The chart of Sharpe ratio for MXWO.L, currently valued at 2.31, compared to the broader market0.002.004.006.002.31
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
VDC
Sharpe ratio
The chart of Sharpe ratio for VDC, currently valued at 1.20, compared to the broader market0.002.004.006.001.20
Sortino ratio
The chart of Sortino ratio for VDC, currently valued at 1.75, compared to the broader market0.005.0010.001.75
Omega ratio
The chart of Omega ratio for VDC, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for VDC, currently valued at 0.98, compared to the broader market0.005.0010.0015.000.98
Martin ratio
The chart of Martin ratio for VDC, currently valued at 2.74, compared to the broader market0.0020.0040.0060.0080.00100.002.74

MXWO.L vs. VDC - Sharpe Ratio Comparison

The current MXWO.L Sharpe Ratio is 2.31, which is higher than the VDC Sharpe Ratio of 0.94. The chart below compares the 12-month rolling Sharpe Ratio of MXWO.L and VDC.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.31
1.20
MXWO.L
VDC

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 2.44%.


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%
VDC
Vanguard Consumer Staples ETF
2.44%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.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.34%
-0.73%
MXWO.L
VDC

Volatility

MXWO.L vs. VDC - Volatility Comparison

Invesco MSCI World UCITS ETF (MXWO.L) has a higher volatility of 3.38% compared to Vanguard Consumer Staples ETF (VDC) at 2.70%. This indicates that MXWO.L's price experiences larger fluctuations and is considered to be riskier than VDC 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%
2.70%
MXWO.L
VDC