URTH vs. ^AW01
Compare and contrast key facts about iShares MSCI World ETF (URTH) and FTSE All World (^AW01).
URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: URTH or ^AW01.
Key characteristics
| URTH | ^AW01 | |
|---|---|---|
| YTD Return | 18.87% | 16.31% |
| 1Y Return | 36.92% | 33.07% |
| 3Y Return (Ann) | 7.21% | 4.22% |
| 5Y Return (Ann) | 12.67% | 9.26% |
| 10Y Return (Ann) | 10.23% | 7.02% |
| Sharpe Ratio | 3.27 | 2.70 |
| Sortino Ratio | 4.41 | 3.60 |
| Omega Ratio | 1.60 | 1.52 |
| Calmar Ratio | 3.16 | 2.61 |
| Martin Ratio | 21.33 | 15.76 |
| Ulcer Index | 1.81% | 1.69% |
| Daily Std Dev | 11.82% | 9.95% |
| Max Drawdown | -34.01% | -59.48% |
| Current Drawdown | -1.07% | -1.15% |
Correlation
The correlation between URTH and ^AW01 is 0.82, 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
URTH vs. ^AW01 - Performance Comparison
In the year-to-date period, URTH achieves a 18.87% return, which is significantly higher than ^AW01's 16.31% return. Over the past 10 years, URTH has outperformed ^AW01 with an annualized return of 10.23%, while ^AW01 has yielded a comparatively lower 7.02% annualized return. 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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Risk-Adjusted Performance
URTH vs. ^AW01 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and FTSE All World (^AW01). 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
URTH vs. ^AW01 - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for URTH and ^AW01. For additional features, visit the drawdowns tool.
Volatility
URTH vs. ^AW01 - Volatility Comparison
iShares MSCI World ETF (URTH) has a higher volatility of 2.50% compared to FTSE All World (^AW01) at 1.81%. This indicates that URTH's price experiences larger fluctuations and is considered to be riskier than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.