OMXS.L vs. TMFC
Compare and contrast key facts about iShares OMX Stockholm Capped UCITS ETF (OMXS.L) and Motley Fool 100 Index ETF (TMFC).
OMXS.L and TMFC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OMXS.L is a passively managed fund by iShares that tracks the performance of the MSCI Sweden NR SEK. It was launched on Dec 14, 2016. TMFC is a passively managed fund by Motley Fool that tracks the performance of the Motley Fool 100 Index. It was launched on Jan 29, 2018. Both OMXS.L and TMFC 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: OMXS.L or TMFC.
Key characteristics
| OMXS.L | TMFC | |
|---|---|---|
| YTD Return | -0.69% | 33.95% |
| 1Y Return | 14.15% | 40.95% |
| 3Y Return (Ann) | -4.27% | 11.25% |
| 5Y Return (Ann) | 7.42% | 20.57% |
| Sharpe Ratio | 0.74 | 2.82 |
| Sortino Ratio | 1.12 | 3.70 |
| Omega Ratio | 1.13 | 1.52 |
| Calmar Ratio | 0.52 | 3.87 |
| Martin Ratio | 3.26 | 16.52 |
| Ulcer Index | 3.68% | 2.65% |
| Daily Std Dev | 16.47% | 15.49% |
| Max Drawdown | -32.75% | -33.06% |
| Current Drawdown | -12.25% | -0.05% |
Correlation
The correlation between OMXS.L and TMFC is 0.46, 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
OMXS.L vs. TMFC - Performance Comparison
In the year-to-date period, OMXS.L achieves a -0.69% return, which is significantly lower than TMFC's 33.95% 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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OMXS.L vs. TMFC - Expense Ratio Comparison
OMXS.L has a 0.10% expense ratio, which is lower than TMFC's 0.50% expense ratio.
Risk-Adjusted Performance
OMXS.L vs. TMFC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares OMX Stockholm Capped UCITS ETF (OMXS.L) and Motley Fool 100 Index ETF (TMFC). 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
OMXS.L vs. TMFC - Dividend Comparison
OMXS.L has not paid dividends to shareholders, while TMFC's dividend yield for the trailing twelve months is around 0.10%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
OMXS.L iShares OMX Stockholm Capped UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMFC Motley Fool 100 Index ETF | 0.10% | 0.26% | 0.27% | 0.23% | 0.42% | 0.50% | 0.62% |
Drawdowns
OMXS.L vs. TMFC - Drawdown Comparison
The maximum OMXS.L drawdown since its inception was -32.75%, roughly equal to the maximum TMFC drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for OMXS.L and TMFC. For additional features, visit the drawdowns tool.
Volatility
OMXS.L vs. TMFC - Volatility Comparison
iShares OMX Stockholm Capped UCITS ETF (OMXS.L) has a higher volatility of 7.20% compared to Motley Fool 100 Index ETF (TMFC) at 4.69%. This indicates that OMXS.L's price experiences larger fluctuations and is considered to be riskier than TMFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.