SSAC.L vs. ISAC.L
Compare and contrast key facts about iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L).
SSAC.L and ISAC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SSAC.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 21, 2011. ISAC.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Index. It was launched on Oct 21, 2001. Both SSAC.L and ISAC.L 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: SSAC.L or ISAC.L.
Performance
SSAC.L vs. ISAC.L - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SSAC.L having a 18.19% return and ISAC.L slightly lower at 17.89%. Over the past 10 years, SSAC.L has outperformed ISAC.L with an annualized return of 11.34%, while ISAC.L has yielded a comparatively lower 9.02% annualized return.
SSAC.L
18.19%
1.91%
7.34%
23.43%
11.37%
11.34%
ISAC.L
17.89%
-1.00%
7.36%
25.61%
11.00%
9.02%
Key characteristics
| SSAC.L | ISAC.L | |
|---|---|---|
| Sharpe Ratio | 2.31 | 2.22 |
| Sortino Ratio | 3.22 | 3.12 |
| Omega Ratio | 1.44 | 1.40 |
| Calmar Ratio | 3.58 | 3.25 |
| Martin Ratio | 15.87 | 14.22 |
| Ulcer Index | 1.43% | 1.74% |
| Daily Std Dev | 9.86% | 11.16% |
| Max Drawdown | -25.43% | -33.82% |
| Current Drawdown | -0.83% | -1.78% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SSAC.L vs. ISAC.L - Expense Ratio Comparison
Both SSAC.L and ISAC.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SSAC.L and ISAC.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SSAC.L vs. ISAC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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
SSAC.L vs. ISAC.L - Dividend Comparison
Neither SSAC.L nor ISAC.L has paid dividends to shareholders.
Drawdowns
SSAC.L vs. ISAC.L - Drawdown Comparison
The maximum SSAC.L drawdown since its inception was -25.43%, smaller than the maximum ISAC.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for SSAC.L and ISAC.L. For additional features, visit the drawdowns tool.
Volatility
SSAC.L vs. ISAC.L - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) is 3.08%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.45%. This indicates that SSAC.L experiences smaller price fluctuations and is considered to be less risky than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.