SWLD.L vs. ^SP500TR
Compare and contrast key facts about SPDR MSCI World UCITS ETF (SWLD.L) and S&P 500 Total Return (^SP500TR).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWLD.L or ^SP500TR.
Performance
SWLD.L vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, SWLD.L achieves a 19.63% return, which is significantly lower than ^SP500TR's 24.56% return.
SWLD.L
19.63%
2.65%
8.45%
0.62%
12.52%
N/A
^SP500TR
24.56%
0.19%
11.42%
31.86%
15.35%
13.16%
Key characteristics
| SWLD.L | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 2.45 | 2.63 |
| Sortino Ratio | 3.44 | 3.52 |
| Omega Ratio | 1.47 | 1.49 |
| Calmar Ratio | 1.23 | 3.81 |
| Martin Ratio | 17.24 | 17.22 |
| Ulcer Index | 1.43% | 1.87% |
| Daily Std Dev | 32.33% | 12.25% |
| Max Drawdown | -32.06% | -55.25% |
| Current Drawdown | -0.91% | -2.14% |
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Correlation
The correlation between SWLD.L and ^SP500TR is 0.64, 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.
Risk-Adjusted Performance
SWLD.L vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SWLD.L) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
SWLD.L vs. ^SP500TR - Drawdown Comparison
The maximum SWLD.L drawdown since its inception was -32.06%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SWLD.L and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
SWLD.L vs. ^SP500TR - Volatility Comparison
The current volatility for SPDR MSCI World UCITS ETF (SWLD.L) is 3.05%, while S&P 500 Total Return (^SP500TR) has a volatility of 4.05%. This indicates that SWLD.L experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.