OCI.L vs. SWDA.L
Compare and contrast key facts about Oakley Capital Investments Limited (OCI.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OCI.L or SWDA.L.
Key characteristics
| OCI.L | SWDA.L | |
|---|---|---|
| YTD Return | 1.73% | 11.61% |
| 1Y Return | 11.73% | 17.62% |
| 3Y Return (Ann) | 13.63% | 8.72% |
| 5Y Return (Ann) | 18.42% | 11.08% |
| 10Y Return (Ann) | 13.61% | 11.96% |
| Sharpe Ratio | 0.47 | 1.62 |
| Daily Std Dev | 21.50% | 10.46% |
| Max Drawdown | -47.95% | -25.58% |
| Current Drawdown | -5.12% | -1.69% |
Correlation
The correlation between OCI.L and SWDA.L is 0.25, 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
OCI.L vs. SWDA.L - Performance Comparison
In the year-to-date period, OCI.L achieves a 1.73% return, which is significantly lower than SWDA.L's 11.61% return. Over the past 10 years, OCI.L has outperformed SWDA.L with an annualized return of 13.61%, while SWDA.L has yielded a comparatively lower 11.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
OCI.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakley Capital Investments Limited (OCI.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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
OCI.L vs. SWDA.L - Dividend Comparison
OCI.L's dividend yield for the trailing twelve months is around 1.35%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
OCI.L Oakley Capital Investments Limited | 1.35% | 0.91% | 1.07% | 1.08% | 1.57% | 1.68% | 2.60% | 1.37% | 2.75% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OCI.L vs. SWDA.L - Drawdown Comparison
The maximum OCI.L drawdown since its inception was -47.95%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for OCI.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
OCI.L vs. SWDA.L - Volatility Comparison
The current volatility for Oakley Capital Investments Limited (OCI.L) is 3.85%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 4.26%. This indicates that OCI.L experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.