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WINC.AS vs. NMAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WINC.AS vs. NMAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) and Nuveen Multi-Asset Income Fund (NMAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WINC.AS achieves a 8.19% return, which is significantly lower than NMAI's 11.74% return.


WINC.AS

1D
-0.54%
1M
3.21%
YTD
8.19%
6M
9.90%
1Y
25.00%
3Y*
5Y*
10Y*

NMAI

1D
-1.06%
1M
1.84%
YTD
11.74%
6M
10.96%
1Y
24.69%
3Y*
20.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WINC.AS vs. NMAI - Yearly Performance Comparison


2026 (YTD)20252024
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
8.19%21.56%8.92%
NMAI
Nuveen Multi-Asset Income Fund
11.74%20.03%8.25%

Correlation

The correlation between WINC.AS and NMAI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

0.42

The correlation between WINC.AS and NMAI shifts across timeframes, from 0.42 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WINC.AS vs. NMAI — Risk / Return Rank

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

WINC.AS
WINC.AS Risk / Return Rank: 7474
Overall Rank
WINC.AS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7878
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7070
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7373
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 7979
Martin Ratio Rank

NMAI
NMAI Risk / Return Rank: 4141
Overall Rank
NMAI Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NMAI Sortino Ratio Rank: 3939
Sortino Ratio Rank
NMAI Omega Ratio Rank: 4646
Omega Ratio Rank
NMAI Calmar Ratio Rank: 3131
Calmar Ratio Rank
NMAI Martin Ratio Rank: 4343
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.

WINC.AS vs. NMAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) and Nuveen Multi-Asset Income Fund (NMAI). 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.


WINC.ASNMAIDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

3.68

2.09

+1.59

Martin ratioReturn relative to average drawdown

15.56

9.00

+6.56

WINC.AS vs. NMAI - Sharpe Ratio Comparison

The current WINC.AS Sharpe Ratio is 2.35, which is comparable to the NMAI Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of WINC.AS and NMAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WINC.ASNMAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

1.96

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

0.36

+1.22

Drawdowns

WINC.AS vs. NMAI - Drawdown Comparison

The maximum WINC.AS drawdown since its inception was -14.81%, smaller than the maximum NMAI drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for WINC.AS and NMAI.


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Drawdown Indicators


WINC.ASNMAIDifference

Max Drawdown

Largest peak-to-trough decline

-14.81%

-35.61%

+20.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-11.88%

+5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-13.05%

Current Drawdown

Current decline from peak

-0.98%

-1.83%

+0.85%

Average Drawdown

Average peak-to-trough decline

-1.54%

-12.55%

+11.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.75%

-1.15%

Volatility

WINC.AS vs. NMAI - Volatility Comparison

The current volatility for iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) is 3.10%, while Nuveen Multi-Asset Income Fund (NMAI) has a volatility of 3.97%. This indicates that WINC.AS experiences smaller price fluctuations and is considered to be less risky than NMAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WINC.ASNMAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

3.97%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

10.70%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

10.58%

12.63%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

16.58%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.85%

16.58%

-2.73%

WINC.AS vs. NMAI - Expense Ratio Comparison

WINC.AS has a 0.35% expense ratio, which is lower than NMAI's 2.91% expense ratio.


Dividends

WINC.AS vs. NMAI - Dividend Comparison

WINC.AS's dividend yield for the trailing twelve months is around 9.70%, less than NMAI's 10.40% yield.


PositionTTM20252024202320222021
NMAI
Nuveen Multi-Asset Income Fund
10.40%9.89%13.73%10.57%19.45%1.88%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
9.70%9.38%4.88%0.00%0.00%0.00%

Frequently Asked Questions


WINC.AS and NMAI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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