MXWO.L vs. VT
Compare and contrast key facts about Invesco MSCI World UCITS ETF (MXWO.L) and Vanguard Total World Stock ETF (VT).
MXWO.L and VT 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. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both MXWO.L and VT 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 VT.
Performance
MXWO.L vs. VT - Performance Comparison
Returns By Period
In the year-to-date period, MXWO.L achieves a 18.87% return, which is significantly higher than VT's 16.65% return. Over the past 10 years, MXWO.L has outperformed VT with an annualized return of 9.93%, while VT has yielded a comparatively lower 9.20% annualized return.
MXWO.L
18.87%
-0.53%
7.70%
27.09%
12.26%
9.93%
VT
16.65%
-1.27%
6.28%
24.82%
10.82%
9.20%
Key characteristics
| MXWO.L | VT | |
|---|---|---|
| Sharpe Ratio | 2.34 | 2.11 |
| Sortino Ratio | 3.28 | 2.90 |
| Omega Ratio | 1.43 | 1.38 |
| Calmar Ratio | 3.42 | 3.03 |
| Martin Ratio | 14.88 | 13.62 |
| Ulcer Index | 1.77% | 1.80% |
| Daily Std Dev | 11.23% | 11.64% |
| Max Drawdown | -33.89% | -50.27% |
| Current Drawdown | -1.87% | -2.65% |
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MXWO.L vs. VT - Expense Ratio Comparison
MXWO.L has a 0.19% expense ratio, which is higher than VT's 0.07% 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%.
Correlation
The correlation between MXWO.L and VT is 0.58, 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
MXWO.L vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF (MXWO.L) and Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
MXWO.L has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.87%.
| 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% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
MXWO.L vs. VT - Drawdown Comparison
The maximum MXWO.L drawdown since its inception was -33.89%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for MXWO.L and VT. For additional features, visit the drawdowns tool.
Volatility
MXWO.L vs. VT - Volatility Comparison
Invesco MSCI World UCITS ETF (MXWO.L) and Vanguard Total World Stock ETF (VT) have volatilities of 3.41% and 3.25%, 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.