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 2023-11-08 (≈ 9.0 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| Momentum | 11.08% | 17.48% | 0.63 | -30.76% | 0.36 |
| Quality | 10.40% | 16.29% | 0.64 | -32.30% | 0.32 |
| IWDA | 9.74% | 16.44% | 0.59 | -33.64% | 0.29 |
| Min Vol | 8.03% | 13.15% | 0.61 | -28.65% | 0.28 |
| Value | 6.14% | 17.32% | 0.35 | -35.17% | 0.17 |
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 2022-11-08 to 2023-11-08 (≈ 1.0 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| Momentum | -1.90% | 11.69% | -0.16 | -10.89% | -0.17 |
| Quality | 11.57% | 12.59% | 0.92 | -6.37% | 1.81 |
| IWDA | 7.51% | 12.43% | 0.60 | -7.22% | 1.04 |
| Min Vol | -1.66% | 8.62% | -0.19 | -7.14% | -0.23 |
| Value | 5.74% | 11.84% | 0.48 | -7.50% | 0.77 |
Análise 3 anos
Para facilitar a comparação podem clicar na legenda que fez desaparecer (ou aparecer) o respectivo fundo do gráfico.
Performance from 2020-11-09 to 2023-11-08 (≈ 3.0 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| Momentum | 3.76% | 16.54% | 0.23 | -21.70% | 0.17 |
| Quality | 9.75% | 14.57% | 0.67 | -18.58% | 0.52 |
| IWDA | 9.60% | 14.30% | 0.67 | -16.74% | 0.57 |
| Min Vol | 5.43% | 10.29% | 0.53 | -12.20% | 0.44 |
| Value | 12.08% | 13.86% | 0.87 | -14.01% | 0.86 |
Análise 5 anos
Para facilitar a comparação podem clicar na legenda que fez desaparecer (ou aparecer) o respectivo fundo do gráfico.
Performance from 2018-11-08 to 2023-11-08 (≈ 5.0 years)
-------------------------------------------------------| CAGR | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|
| Momentum | 8.60% | 18.24% | 0.47 | -30.76% | 0.28 |
| Quality | 10.78% | 17.08% | 0.63 | -32.30% | 0.33 |
| IWDA | 9.98% | 17.15% | 0.58 | -33.64% | 0.30 |
| Min Vol | 5.97% | 13.33% | 0.45 | -28.65% | 0.21 |
| Value | 5.08% | 17.96% | 0.28 | -35.17% | 0.14 |