IWDA vs Factores
ETFs
- iShares Core MSCI World UCITS ETF - IWDA/SWDA / Morningstar / Blackrock / Just ETF
- iShares Edge MSCI World Momentum Factor UCITS ETF - IS3R/IWMO / Morningstar / Blackrock / Just ETF
- iShares Edge MSCI World Quality Factor UCITS ETF - IS3Q/IWQU / Morningstar / Blackrock / Just ETF
- iShares Edge MSCI World Value Factor UCITS ETF - IS3S/IWVL / Morningstar / Blackrock / Just ETF
- iShares Edge MSCI World Minimum Volatility UCITS ETF - IQQ0/MVOL / Morningstar / Blackrock / Just ETF
Análise completa
Para facilitar a comparação podem clicar na legenda que fez desaparecer (ou aparecer) o respectivo fundo do gráfico.
Performance from 2014-11-10 to 2023-08-18 (≈ 8.8 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| Momentum | 10.78% | 17.60% | 0.61 | -30.76% | 0.35 |
| Quality | 10.31% | 16.39% | 0.63 | -32.30% | 0.32 |
| IWDA | 9.80% | 16.56% | 0.59 | -33.64% | 0.29 |
| Min Vol | 8.15% | 13.25% | 0.62 | -28.65% | 0.28 |
| Value | 6.27% | 17.45% | 0.36 | -35.17% | 0.18 |
Correlação dos retornos mensais
Análise do último ano
Para facilitar a comparação podem clicar na legenda que fez desaparecer (ou aparecer) o respectivo fundo do gráfico.
Performance from 2022-08-18 to 2023-08-18 (≈ 1.0 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| Momentum | -6.60% | 11.64% | -0.57 | -11.88% | -0.56 |
| Quality | -0.52% | 13.53% | -0.04 | -11.91% | -0.04 |
| IWDA | -3.00% | 13.46% | -0.22 | -12.53% | -0.24 |
| Min Vol | -7.63% | 9.42% | -0.81 | -11.17% | -0.68 |
| Value | 0.94% | 12.26% | 0.08 | -11.20% | 0.08 |
Análise 3 anos
Para facilitar a comparação podem clicar na legenda que fez desaparecer (ou aparecer) o respectivo fundo do gráfico.
Performance from 2020-08-18 to 2023-08-18 (≈ 3.0 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| Momentum | 4.42% | 17.15% | 0.26 | -21.70% | 0.20 |
| Quality | 11.52% | 15.12% | 0.76 | -18.58% | 0.62 |
| IWDA | 11.57% | 14.85% | 0.78 | -16.74% | 0.69 |
| Min Vol | 6.41% | 10.75% | 0.60 | -12.20% | 0.53 |
| Value | 14.07% | 14.54% | 0.97 | -14.01% | 1.00 |
Análise 5 anos
Para facilitar a comparação podem clicar na legenda que fez desaparecer (ou aparecer) o respectivo fundo do gráfico.
Performance from 2018-08-20 to 2023-08-18 (≈ 5.0 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| Momentum | 7.24% | 18.41% | 0.39 | -30.76% | 0.24 |
| Quality | 9.66% | 17.09% | 0.57 | -32.30% | 0.30 |
| IWDA | 9.14% | 17.18% | 0.53 | -33.64% | 0.27 |
| Min Vol | 5.70% | 13.39% | 0.43 | -28.65% | 0.20 |
| Value | 4.69% | 17.97% | 0.26 | -35.17% | 0.13 |