MSCI World or S&P 500?

The two indices share 68.1 % of their weight across 416 companies, and their daily returns correlate at 0.98. Holding both means buying much of the same thing twice — little is gained in spread, the weights simply shift.

Side by side

MSCI World or S&P 500?
MSCI WorldS&P 500
Holdings covered1,147468
Volatility15.8 %16.9 %
Max drawdown-16.9 %-19.0 %
Cheapest ETF we coverSPPW · 0.12 %SPYL · 0.03 %

The largest shared positions

Shared positions
CompanyMSCI WorldS&P 500
NVIDIA Corporation5.49 %8.00 %
Apple Inc.4.98 %6.92 %
Microsoft Corporation3.83 %5.60 %
Amazon.com Inc.2.86 %4.02 %
Alphabet Inc. Class A2.26 %3.16 %
Broadcom Inc.2.05 %3.00 %
Alphabet Inc. Class C1.79 %2.54 %
META Platforms Inc. Class A1.41 %1.96 %
Micron Technology Inc.1.08 %1.50 %
Eli Lilly and Company1.04 %1.42 %

Overlap and shared positions are computed from the holdings of one representative ETF each (XDWD and SPYL); of those we could attribute 93.4 % and 97.4 % of fund weight to individual companies, so real overlap is likely a little higher. The correlation covers 520 shared trading days.

Data note 1

Data note 2