NAIT.L vs. ACWI
Compare and contrast key facts about The North American Income Trust plc (NAIT.L) and iShares MSCI ACWI ETF (ACWI).
ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NAIT.L or ACWI.
Key characteristics
| NAIT.L | ACWI | |
|---|---|---|
| YTD Return | 20.94% | 19.21% |
| 1Y Return | 33.06% | 27.06% |
| 3Y Return (Ann) | 9.71% | 5.91% |
| 5Y Return (Ann) | 6.63% | 11.26% |
| 10Y Return (Ann) | 14.08% | 9.44% |
| Sharpe Ratio | 2.49 | 2.55 |
| Sortino Ratio | 3.71 | 3.49 |
| Omega Ratio | 1.46 | 1.46 |
| Calmar Ratio | 2.21 | 3.68 |
| Martin Ratio | 22.74 | 16.66 |
| Ulcer Index | 1.41% | 1.79% |
| Daily Std Dev | 12.86% | 11.69% |
| Max Drawdown | -52.57% | -56.00% |
| Current Drawdown | -0.29% | -1.08% |
Correlation
The correlation between NAIT.L and ACWI is 0.43, 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
NAIT.L vs. ACWI - Performance Comparison
In the year-to-date period, NAIT.L achieves a 20.94% return, which is significantly higher than ACWI's 19.21% return. Over the past 10 years, NAIT.L has outperformed ACWI with an annualized return of 14.08%, while ACWI has yielded a comparatively lower 9.44% 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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Risk-Adjusted Performance
NAIT.L vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The North American Income Trust plc (NAIT.L) and iShares MSCI ACWI ETF (ACWI). 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
NAIT.L vs. ACWI - Dividend Comparison
NAIT.L's dividend yield for the trailing twelve months is around 3.50%, more than ACWI's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAIT.L The North American Income Trust plc | 3.50% | 4.76% | 3.78% | 3.64% | 3.97% | 9.85% | 12.91% | 13.89% | 5.60% | 0.04% | 0.03% | 2.82% |
ACWI iShares MSCI ACWI ETF | 1.58% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
NAIT.L vs. ACWI - Drawdown Comparison
The maximum NAIT.L drawdown since its inception was -52.57%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for NAIT.L and ACWI. For additional features, visit the drawdowns tool.
Volatility
NAIT.L vs. ACWI - Volatility Comparison
The North American Income Trust plc (NAIT.L) has a higher volatility of 4.55% compared to iShares MSCI ACWI ETF (ACWI) at 3.11%. This indicates that NAIT.L's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.