MSCI World or MSCI World Momentum?

The two indices share 27.2 % of their weight across 317 companies, and their daily returns correlate at 0.00. Partly the same companies at noticeably different weights — the second index shifts the emphasis rather than doubling up.

Side by side

MSCI World or MSCI World Momentum?
MSCI WorldMSCI World Momentum
Holdings covered1,146317
Volatility15.7 %–
Max drawdown-16.9 %–
Cheapest ETF we coverSPPW · 0.12 %–

The largest shared positions

Shared positions
CompanyMSCI WorldMSCI World Momentum
Alphabet Inc. Class A2.16 %2.33 %
Alphabet Inc. Class C1.70 %1.86 %
Micron Technology Inc.1.15 %6.38 %
Advanced Micro Devices Inc.0.84 %2.94 %
Exxonmobil Holdings Corporation0.71 %2.73 %
Johnson & Johnson0.68 %2.56 %
Walmart Inc.0.54 %0.87 %
Intel Corp. Corp.0.49 %2.47 %
Cisco Systems Inc.0.48 %1.52 %
Lam Research Corporation0.45 %2.33 %

Overlap and shared positions are computed from the holdings of one representative ETF each (XDWD and XDEM); of those we could attribute 93.2 % and 91.0 % of fund weight to individual companies, so real overlap is likely a little higher. The correlation covers 0 shared trading days.

Data note 1

Data note 2

The largest single holdings

MSCI World

MSCI World Momentum

More comparisons with these indices

In the Alysly network

How MSCI World connects to ETFs, indices and neighbouring names — every link is a measured relation, not a recommendation.

View the full network