SEMA.L vs. SWRD.AS
Compare and contrast key facts about iShares MSCI EM UCITS ETF (Acc) (SEMA.L) and SPDR MSCI World UCITS ETF (SWRD.AS).
SEMA.L and SWRD.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEMA.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Sep 25, 2009. SWRD.AS is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 28, 2019. Both SEMA.L and SWRD.AS 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: SEMA.L or SWRD.AS.
Key characteristics
| SEMA.L | SWRD.AS | |
|---|---|---|
| YTD Return | 5.17% | 16.12% |
| 1Y Return | 6.65% | 19.38% |
| 3Y Return (Ann) | -1.55% | 9.25% |
| Sharpe Ratio | 0.55 | 1.94 |
| Daily Std Dev | 12.97% | 10.89% |
| Max Drawdown | -31.87% | -33.61% |
| Current Drawdown | -13.56% | -1.67% |
Correlation
The correlation between SEMA.L and SWRD.AS is 0.67, 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
SEMA.L vs. SWRD.AS - Performance Comparison
In the year-to-date period, SEMA.L achieves a 5.17% return, which is significantly lower than SWRD.AS's 16.12% 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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SEMA.L vs. SWRD.AS - Expense Ratio Comparison
SEMA.L has a 0.18% expense ratio, which is higher than SWRD.AS's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SEMA.L vs. SWRD.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (SEMA.L) and SPDR MSCI World UCITS ETF (SWRD.AS). 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
SEMA.L vs. SWRD.AS - Dividend Comparison
Neither SEMA.L nor SWRD.AS has paid dividends to shareholders.
Drawdowns
SEMA.L vs. SWRD.AS - Drawdown Comparison
The maximum SEMA.L drawdown since its inception was -31.87%, smaller than the maximum SWRD.AS drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for SEMA.L and SWRD.AS. For additional features, visit the drawdowns tool.
Volatility
SEMA.L vs. SWRD.AS - Volatility Comparison
iShares MSCI EM UCITS ETF (Acc) (SEMA.L) and SPDR MSCI World UCITS ETF (SWRD.AS) have volatilities of 3.86% and 4.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.