RELX vs. SWDA.L
Compare and contrast key facts about RELX PLC (RELX) 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: RELX or SWDA.L.
Key characteristics
| RELX | SWDA.L | |
|---|---|---|
| YTD Return | 22.73% | 19.89% |
| 1Y Return | 33.94% | 26.91% |
| 3Y Return (Ann) | 17.01% | 8.90% |
| 5Y Return (Ann) | 17.46% | 12.66% |
| 10Y Return (Ann) | 14.04% | 12.43% |
| Sharpe Ratio | 2.12 | 2.61 |
| Sortino Ratio | 2.86 | 3.66 |
| Omega Ratio | 1.36 | 1.50 |
| Calmar Ratio | 4.42 | 4.34 |
| Martin Ratio | 12.06 | 19.14 |
| Ulcer Index | 2.93% | 1.38% |
| Daily Std Dev | 16.69% | 10.07% |
| Max Drawdown | -55.06% | -25.58% |
| Current Drawdown | -2.17% | 0.00% |
Correlation
The correlation between RELX and SWDA.L is 0.42, 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
RELX vs. SWDA.L - Performance Comparison
In the year-to-date period, RELX achieves a 22.73% return, which is significantly higher than SWDA.L's 19.89% return. Over the past 10 years, RELX has outperformed SWDA.L with an annualized return of 14.04%, while SWDA.L has yielded a comparatively lower 12.43% 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
RELX vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) 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
RELX vs. SWDA.L - Dividend Comparison
RELX's dividend yield for the trailing twelve months is around 1.59%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RELX RELX PLC | 1.59% | 1.73% | 2.42% | 2.05% | 2.39% | 2.20% | 2.69% | 1.99% | 2.48% | 3.64% | 3.96% | 2.38% |
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% | 0.00% | 0.00% | 0.00% |
Drawdowns
RELX vs. SWDA.L - Drawdown Comparison
The maximum RELX drawdown since its inception was -55.06%, 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 RELX and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
RELX vs. SWDA.L - Volatility Comparison
RELX PLC (RELX) has a higher volatility of 5.27% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.91%. This indicates that RELX's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.