WMAT.AS vs. GLEN.L
Compare and contrast key facts about SPDR MSCI World Materials UCITS ETF (WMAT.AS) and Glencore plc (GLEN.L).
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 GLEN.L.
Key characteristics
| WMAT.AS | GLEN.L | |
|---|---|---|
| YTD Return | 5.67% | -19.35% |
| 1Y Return | 15.61% | -11.54% |
| 3Y Return (Ann) | 4.13% | 2.51% |
| 5Y Return (Ann) | 9.14% | 10.67% |
| Sharpe Ratio | 1.08 | -0.57 |
| Sortino Ratio | 1.55 | -0.67 |
| Omega Ratio | 1.20 | 0.92 |
| Calmar Ratio | 1.33 | -0.45 |
| Martin Ratio | 4.01 | -1.15 |
| Ulcer Index | 3.37% | 13.41% |
| Daily Std Dev | 12.57% | 27.47% |
| Max Drawdown | -33.66% | -86.53% |
| Current Drawdown | -4.19% | -31.49% |
Correlation
The correlation between WMAT.AS and GLEN.L is 0.72, 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
WMAT.AS vs. GLEN.L - Performance Comparison
In the year-to-date period, WMAT.AS achieves a 5.67% return, which is significantly higher than GLEN.L's -19.35% 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. GLEN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Materials UCITS ETF (WMAT.AS) and Glencore plc (GLEN.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.
Dividends
WMAT.AS vs. GLEN.L - Dividend Comparison
WMAT.AS has not paid dividends to shareholders, while GLEN.L's dividend yield for the trailing twelve months is around 111.47%.
| 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% |
GLEN.L Glencore plc | 111.47% | 300.59% | 3.83% | 2.31% | 6.71% | 6.74% | 5.12% | 1.58% | 0.00% | 395.16% | 205.52% | 3.31% |
Drawdowns
WMAT.AS vs. GLEN.L - Drawdown Comparison
The maximum WMAT.AS drawdown since its inception was -33.66%, smaller than the maximum GLEN.L drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for WMAT.AS and GLEN.L. For additional features, visit the drawdowns tool.
Volatility
WMAT.AS vs. GLEN.L - Volatility Comparison
The current volatility for SPDR MSCI World Materials UCITS ETF (WMAT.AS) is 4.08%, while Glencore plc (GLEN.L) has a volatility of 10.31%. This indicates that WMAT.AS experiences smaller price fluctuations and is considered to be less risky than GLEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.