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SWRD.L vs. IMID.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SWRD.L vs. IMID.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World UCITS ETF (SWRD.L) and SPDR MSCI ACWI IMI (IMID.L). The values are adjusted to include any dividend payments, if applicable.

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SWRD.L vs. IMID.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SWRD.L
SPDR MSCI World UCITS ETF
-4.94%21.09%19.26%24.41%-17.81%22.11%15.89%14.63%
IMID.L
SPDR MSCI ACWI IMI
-96.13%22.20%16.13%21.10%-17.52%18.25%15.35%13.49%

Returns By Period

In the year-to-date period, SWRD.L achieves a -4.94% return, which is significantly higher than IMID.L's -96.13% return.


SWRD.L

1D
0.55%
1M
-7.20%
YTD
-4.94%
6M
-0.91%
1Y
18.83%
3Y*
16.70%
5Y*
10.04%
10Y*

IMID.L

1D
0.54%
1M
-7.77%
YTD
-96.13%
6M
-96.00%
1Y
-95.19%
3Y*
-60.37%
5Y*
-42.87%
10Y*
-16.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SWRD.L vs. IMID.L - Expense Ratio Comparison

SWRD.L has a 0.12% expense ratio, which is lower than IMID.L's 0.40% expense ratio.


Return for Risk

SWRD.L vs. IMID.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWRD.L
SWRD.L Risk / Return Rank: 7171
Overall Rank
SWRD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SWRD.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
SWRD.L Omega Ratio Rank: 7171
Omega Ratio Rank
SWRD.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
SWRD.L Martin Ratio Rank: 7474
Martin Ratio Rank

IMID.L
IMID.L Risk / Return Rank: 11
Overall Rank
IMID.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IMID.L Sortino Ratio Rank: 22
Sortino Ratio Rank
IMID.L Omega Ratio Rank: 00
Omega Ratio Rank
IMID.L Calmar Ratio Rank: 00
Calmar Ratio Rank
IMID.L Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SWRD.L vs. IMID.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SWRD.L) and SPDR MSCI ACWI IMI (IMID.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.


SWRD.LIMID.LDifference

Sharpe ratio

Return per unit of total volatility

1.23

-0.98

+2.21

Sortino ratio

Return per unit of downside risk

1.73

-0.79

+2.52

Omega ratio

Gain probability vs. loss probability

1.25

0.51

+0.74

Calmar ratio

Return relative to maximum drawdown

1.51

-0.99

+2.50

Martin ratio

Return relative to average drawdown

7.22

-3.02

+10.24

SWRD.L vs. IMID.L - Sharpe Ratio Comparison

The current SWRD.L Sharpe Ratio is 1.23, which is higher than the IMID.L Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of SWRD.L and IMID.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SWRD.LIMID.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

-0.98

+2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.95

+1.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

-0.37

+1.09

Correlation

The correlation between SWRD.L and IMID.L is 0.76, 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.


Dividends

SWRD.L vs. IMID.L - Dividend Comparison

Neither SWRD.L nor IMID.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SWRD.L vs. IMID.L - Drawdown Comparison

The maximum SWRD.L drawdown since its inception was -34.10%, smaller than the maximum IMID.L drawdown of -96.32%. Use the drawdown chart below to compare losses from any high point for SWRD.L and IMID.L.


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Drawdown Indicators


SWRD.LIMID.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.10%

-96.32%

+62.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-96.32%

+84.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.54%

-96.32%

+70.78%

Max Drawdown (10Y)

Largest decline over 10 years

-96.32%

Current Drawdown

Current decline from peak

-7.72%

-96.30%

+88.58%

Average Drawdown

Average peak-to-trough decline

-5.11%

-12.26%

+7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

31.52%

-29.12%

Volatility

SWRD.L vs. IMID.L - Volatility Comparison

SPDR MSCI World UCITS ETF (SWRD.L) has a higher volatility of 4.72% compared to SPDR MSCI ACWI IMI (IMID.L) at 3.97%. This indicates that SWRD.L's price experiences larger fluctuations and is considered to be riskier than IMID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SWRD.LIMID.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

3.97%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

322.61%

-314.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

96.70%

-81.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

45.07%

-29.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

35.37%

-18.06%