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SSAC.L vs. VWRL.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SSAC.LVWRL.L
YTD Return11.32%11.24%
1Y Return15.75%15.57%
3Y Return (Ann)7.73%7.93%
5Y Return (Ann)10.02%10.38%
10Y Return (Ann)11.02%11.76%
Sharpe Ratio1.571.61
Daily Std Dev10.36%10.00%
Max Drawdown-25.43%-24.98%
Current Drawdown-1.62%-1.67%

Correlation

-0.50.00.51.01.0

The correlation between SSAC.L and VWRL.L is 0.96, 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.

Performance

SSAC.L vs. VWRL.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with SSAC.L having a 11.32% return and VWRL.L slightly lower at 11.24%. Over the past 10 years, SSAC.L has underperformed VWRL.L with an annualized return of 11.02%, while VWRL.L has yielded a comparatively higher 11.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
7.84%
7.77%
SSAC.L
VWRL.L

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. VWRL.L - Expense Ratio Comparison

SSAC.L has a 0.20% expense ratio, which is lower than VWRL.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
Expense ratio chart for VWRL.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for SSAC.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

SSAC.L vs. VWRL.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 Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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.


SSAC.L
Sharpe ratio
The chart of Sharpe ratio for SSAC.L, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for SSAC.L, currently valued at 2.67, compared to the broader market-2.000.002.004.006.008.0010.0012.002.67
Omega ratio
The chart of Omega ratio for SSAC.L, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for SSAC.L, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.67
Martin ratio
The chart of Martin ratio for SSAC.L, currently valued at 9.36, compared to the broader market0.0020.0040.0060.0080.00100.009.36
VWRL.L
Sharpe ratio
The chart of Sharpe ratio for VWRL.L, currently valued at 1.92, compared to the broader market0.002.004.001.92
Sortino ratio
The chart of Sortino ratio for VWRL.L, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.0012.002.72
Omega ratio
The chart of Omega ratio for VWRL.L, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for VWRL.L, currently valued at 1.74, compared to the broader market0.005.0010.0015.001.74
Martin ratio
The chart of Martin ratio for VWRL.L, currently valued at 9.45, compared to the broader market0.0020.0040.0060.0080.00100.009.45

SSAC.L vs. VWRL.L - Sharpe Ratio Comparison

The current SSAC.L Sharpe Ratio is 1.57, which roughly equals the VWRL.L Sharpe Ratio of 1.61. The chart below compares the 12-month rolling Sharpe Ratio of SSAC.L and VWRL.L.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
1.89
1.92
SSAC.L
VWRL.L

Dividends

SSAC.L vs. VWRL.L - Dividend Comparison

SSAC.L has not paid dividends to shareholders, while VWRL.L's dividend yield for the trailing twelve months is around 1.20%.


TTM20232022202120202019201820172016201520142013
SSAC.L
iShares MSCI ACWI UCITS ETF (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%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
1.20%1.73%2.04%1.45%1.58%1.95%2.23%1.90%1.85%1.98%2.14%1.95%

Drawdowns

SSAC.L vs. VWRL.L - Drawdown Comparison

The maximum SSAC.L drawdown since its inception was -25.43%, roughly equal to the maximum VWRL.L drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for SSAC.L and VWRL.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.83%
-1.04%
SSAC.L
VWRL.L

Volatility

SSAC.L vs. VWRL.L - Volatility Comparison

iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) has a higher volatility of 4.02% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 3.75%. This indicates that SSAC.L's price experiences larger fluctuations and is considered to be riskier than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.02%
3.75%
SSAC.L
VWRL.L