SWLD.L vs. VHVG.L
Compare and contrast key facts about SPDR MSCI World UCITS ETF (SWLD.L) and Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L).
SWLD.L and VHVG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SWLD.L 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. VHVG.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 24, 2019. Both SWLD.L and VHVG.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: SWLD.L or VHVG.L.
Key characteristics
| SWLD.L | VHVG.L | |
|---|---|---|
| YTD Return | 16.55% | 15.74% |
| 1Y Return | 22.97% | 22.47% |
| 3Y Return (Ann) | 10.14% | 9.87% |
| 5Y Return (Ann) | 12.76% | 12.59% |
| Sharpe Ratio | 0.73 | 2.27 |
| Sortino Ratio | 1.29 | 3.11 |
| Omega Ratio | 1.38 | 1.42 |
| Calmar Ratio | 1.19 | 3.73 |
| Martin Ratio | 2.29 | 15.90 |
| Ulcer Index | 10.37% | 1.46% |
| Daily Std Dev | 32.40% | 10.20% |
| Max Drawdown | -32.06% | -25.41% |
| Current Drawdown | -1.97% | -0.18% |
Correlation
The correlation between SWLD.L and VHVG.L is 0.98, 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
SWLD.L vs. VHVG.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with SWLD.L having a 16.55% return and VHVG.L slightly lower at 15.74%. 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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SWLD.L vs. VHVG.L - Expense Ratio Comparison
Both SWLD.L and VHVG.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SWLD.L vs. VHVG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SWLD.L) and Vanguard FTSE Developed World UCITS ETF Acc (VHVG.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
SWLD.L vs. VHVG.L - Dividend Comparison
Neither SWLD.L nor VHVG.L has paid dividends to shareholders.
Drawdowns
SWLD.L vs. VHVG.L - Drawdown Comparison
The maximum SWLD.L drawdown since its inception was -32.06%, which is greater than VHVG.L's maximum drawdown of -25.41%. Use the drawdown chart below to compare losses from any high point for SWLD.L and VHVG.L. For additional features, visit the drawdowns tool.
Volatility
SWLD.L vs. VHVG.L - Volatility Comparison
The current volatility for SPDR MSCI World UCITS ETF (SWLD.L) is 2.36%, while Vanguard FTSE Developed World UCITS ETF Acc (VHVG.L) has a volatility of 2.51%. This indicates that SWLD.L experiences smaller price fluctuations and is considered to be less risky than VHVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.