PWI.TO vs. MOAT
Compare and contrast key facts about Sustainable Power & Infrastructure Split Corp. (PWI.TO) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PWI.TO or MOAT.
Key characteristics
| PWI.TO | MOAT | |
|---|---|---|
| YTD Return | 69.86% | 13.67% |
| 1Y Return | 90.32% | 26.06% |
| 3Y Return (Ann) | 9.85% | 8.55% |
| Sharpe Ratio | 4.88 | 2.35 |
| Sortino Ratio | 5.98 | 3.21 |
| Omega Ratio | 1.80 | 1.42 |
| Calmar Ratio | 2.92 | 3.75 |
| Martin Ratio | 38.87 | 12.21 |
| Ulcer Index | 2.43% | 2.25% |
| Daily Std Dev | 19.36% | 11.70% |
| Max Drawdown | -46.71% | -33.31% |
| Current Drawdown | -2.30% | -1.55% |
Correlation
The correlation between PWI.TO and MOAT 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
PWI.TO vs. MOAT - Performance Comparison
In the year-to-date period, PWI.TO achieves a 69.86% return, which is significantly higher than MOAT's 13.67% 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
PWI.TO vs. MOAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sustainable Power & Infrastructure Split Corp. (PWI.TO) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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
PWI.TO vs. MOAT - Dividend Comparison
PWI.TO's dividend yield for the trailing twelve months is around 6.81%, more than MOAT's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWI.TO Sustainable Power & Infrastructure Split Corp. | 6.81% | 11.85% | 10.60% | 4.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.76% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
PWI.TO vs. MOAT - Drawdown Comparison
The maximum PWI.TO drawdown since its inception was -46.71%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for PWI.TO and MOAT. For additional features, visit the drawdowns tool.
Volatility
PWI.TO vs. MOAT - Volatility Comparison
Sustainable Power & Infrastructure Split Corp. (PWI.TO) has a higher volatility of 7.71% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 2.75%. This indicates that PWI.TO's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.