WTW vs. URTH
Compare and contrast key facts about Willis Towers Watson Public Limited Company (WTW) and iShares MSCI World ETF (URTH).
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: WTW or URTH.
Key characteristics
| WTW | URTH | |
|---|---|---|
| YTD Return | 32.86% | 20.64% |
| 1Y Return | 32.05% | 31.67% |
| 3Y Return (Ann) | 12.83% | 7.16% |
| 5Y Return (Ann) | 12.43% | 12.64% |
| Sharpe Ratio | 1.97 | 2.69 |
| Sortino Ratio | 2.96 | 3.65 |
| Omega Ratio | 1.38 | 1.49 |
| Calmar Ratio | 3.47 | 3.85 |
| Martin Ratio | 8.46 | 17.22 |
| Ulcer Index | 4.00% | 1.84% |
| Daily Std Dev | 17.22% | 11.80% |
| Max Drawdown | -32.95% | -34.01% |
| Current Drawdown | 0.00% | -0.67% |
Correlation
The correlation between WTW and URTH is 0.54, 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
WTW vs. URTH - Performance Comparison
In the year-to-date period, WTW achieves a 32.86% return, which is significantly higher than URTH's 20.64% 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
WTW vs. URTH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Willis Towers Watson Public Limited Company (WTW) and iShares MSCI World ETF (URTH). 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
WTW vs. URTH - Dividend Comparison
WTW's dividend yield for the trailing twelve months is around 1.10%, less than URTH's 1.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTW Willis Towers Watson Public Limited Company | 1.10% | 1.39% | 1.34% | 1.27% | 1.31% | 1.29% | 1.58% | 1.41% | 1.57% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.43% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
Drawdowns
WTW vs. URTH - Drawdown Comparison
The maximum WTW drawdown since its inception was -32.95%, roughly equal to the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for WTW and URTH. For additional features, visit the drawdowns tool.
Volatility
WTW vs. URTH - Volatility Comparison
Willis Towers Watson Public Limited Company (WTW) has a higher volatility of 4.77% compared to iShares MSCI World ETF (URTH) at 3.41%. This indicates that WTW's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.