NG.L vs. SWRD.L
Compare and contrast key facts about National Grid plc (NG.L) and SPDR MSCI World UCITS ETF (SWRD.L).
SWRD.L is a passively managed fund by State Street that tracks the performance of the MSCI World Index. It was launched on Feb 28, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NG.L or SWRD.L.
Key characteristics
| NG.L | SWRD.L | |
|---|---|---|
| YTD Return | 5.57% | 20.72% |
| 1Y Return | 17.57% | 33.28% |
| 3Y Return (Ann) | 10.10% | 7.17% |
| 5Y Return (Ann) | 9.81% | 12.71% |
| Sharpe Ratio | 0.80 | 2.83 |
| Sortino Ratio | 1.06 | 3.95 |
| Omega Ratio | 1.18 | 1.52 |
| Calmar Ratio | 0.80 | 3.97 |
| Martin Ratio | 2.85 | 18.55 |
| Ulcer Index | 5.67% | 1.76% |
| Daily Std Dev | 20.31% | 11.47% |
| Max Drawdown | -37.91% | -34.10% |
| Current Drawdown | -7.01% | 0.00% |
Correlation
The correlation between NG.L and SWRD.L 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
NG.L vs. SWRD.L - Performance Comparison
In the year-to-date period, NG.L achieves a 5.57% return, which is significantly lower than SWRD.L's 20.72% 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
NG.L vs. SWRD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for National Grid plc (NG.L) and SPDR MSCI World UCITS ETF (SWRD.L). 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
NG.L vs. SWRD.L - Dividend Comparison
NG.L's dividend yield for the trailing twelve months is around 5.96%, while SWRD.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NG.L National Grid plc | 5.96% | 5.86% | 5.63% | 5.07% | 6.16% | 5.51% | 6.62% | 16.03% | 4.97% | 5.01% | 8.00% | 10.81% |
SWRD.L SPDR 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% |
Drawdowns
NG.L vs. SWRD.L - Drawdown Comparison
The maximum NG.L drawdown since its inception was -37.91%, which is greater than SWRD.L's maximum drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for NG.L and SWRD.L. For additional features, visit the drawdowns tool.
Volatility
NG.L vs. SWRD.L - Volatility Comparison
National Grid plc (NG.L) has a higher volatility of 4.77% compared to SPDR MSCI World UCITS ETF (SWRD.L) at 3.10%. This indicates that NG.L's price experiences larger fluctuations and is considered to be riskier than SWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.