WMAT.AS vs. AI.PA
Compare and contrast key facts about SPDR MSCI World Materials UCITS ETF (WMAT.AS) and L'Air Liquide S.A. (AI.PA).
WMAT.AS is a passively managed fund by State Street that tracks the performance of the MSCI World/Materials NR USD. It was launched on Apr 29, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMAT.AS or AI.PA.
Key characteristics
| WMAT.AS | AI.PA | |
|---|---|---|
| YTD Return | 5.67% | 1.42% |
| 1Y Return | 15.61% | 6.54% |
| 3Y Return (Ann) | 4.13% | 9.88% |
| 5Y Return (Ann) | 9.14% | 12.00% |
| Sharpe Ratio | 1.08 | 0.32 |
| Sortino Ratio | 1.55 | 0.61 |
| Omega Ratio | 1.20 | 1.07 |
| Calmar Ratio | 1.33 | 0.61 |
| Martin Ratio | 4.01 | 1.31 |
| Ulcer Index | 3.37% | 4.38% |
| Daily Std Dev | 12.57% | 17.82% |
| Max Drawdown | -33.66% | -39.43% |
| Current Drawdown | -4.19% | -9.42% |
Correlation
The correlation between WMAT.AS and AI.PA 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.
Performance
WMAT.AS vs. AI.PA - Performance Comparison
In the year-to-date period, WMAT.AS achieves a 5.67% return, which is significantly higher than AI.PA's 1.42% 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
WMAT.AS vs. AI.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Materials UCITS ETF (WMAT.AS) and L'Air Liquide S.A. (AI.PA). 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
WMAT.AS vs. AI.PA - Dividend Comparison
WMAT.AS has not paid dividends to shareholders, while AI.PA's dividend yield for the trailing twelve months is around 1.82%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMAT.AS SPDR MSCI World Materials UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AI.PA L'Air Liquide S.A. | 1.82% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% | 2.43% |
Drawdowns
WMAT.AS vs. AI.PA - Drawdown Comparison
The maximum WMAT.AS drawdown since its inception was -33.66%, smaller than the maximum AI.PA drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for WMAT.AS and AI.PA. For additional features, visit the drawdowns tool.
Volatility
WMAT.AS vs. AI.PA - Volatility Comparison
The current volatility for SPDR MSCI World Materials UCITS ETF (WMAT.AS) is 4.08%, while L'Air Liquide S.A. (AI.PA) has a volatility of 6.19%. This indicates that WMAT.AS experiences smaller price fluctuations and is considered to be less risky than AI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.