Comparação entre IWDA e SWRD
import litfin as lf
lf.search_investing_etf(isins=['IE00BFY0GT14'])
symbol isin stock_exchange currency name \
5404 SWRD IE00BFY0GT14 Milan EUR SPDR MSCI World UCITS
6345 SWRD IE00BFY0GT14 Amsterdam EUR SPDR MSCI World UCITS
9124 SWRD IE00BFY0GT14 London JPY SPDR MSCI World UCITS
9136 SWLD IE00BFY0GT14 London GBP SPDR MSCI World UCITS
country
5404 italy
6345 netherlands
9124 united kingdom
9136 united kingdom
lf.search_investing_etf(tickers=['IWDA'])
symbol isin stock_exchange currency \
8542 IWDA IE00B4L5Y983 London USD
6300 IWDA IE00B4L5Y983 Amsterdam EUR
name country
8542 iShares Core MSCI World UCITS united kingdom
6300 iShares Core MSCI World UCITS netherlands
names=['SPDR MSCI World UCITS', 'iShares Core MSCI World UCITS']
countries=['netherlands', 'netherlands']
colnames=['SWRD', 'IWDA']
ETFs = lf.download_quotes_investing_etf(names=names,
countries=countries,
colnames=colnames,
growth_index=True)
ETFs
/root/venv/lib/python3.7/site-packages/investpy/etfs.py:745: Warning: Selected country does not contain the default stock exchange of the introduced ETF. Default country is: "united kingdom" and default stock_exchange: "London".
Warning,
/root/venv/lib/python3.7/site-packages/investpy/etfs.py:745: Warning: Selected country does not contain the default stock exchange of the introduced ETF. Default country is: "united kingdom" and default stock_exchange: "London".
Warning,
SWRDfloat64
82.64556246466937 - 163.36913510457921
IWDAfloat64
82.57653585370849 - 163.3449763714809
2019-03-05T00:00:00.000000
100
100
2019-03-06T00:00:00.000000
99.60429621
99.58906924
2019-03-07T00:00:00.000000
99.5477671
99.5685227
2019-03-08T00:00:00.000000
98.86941775
98.58228888
2019-03-11T00:00:00.000000
100.0565291
99.95890692
2019-03-12T00:00:00.000000
100.0565291
99.93836039
2019-03-13T00:00:00.000000
100.6218202
100.5753031
2019-03-14T00:00:00.000000
100.6783493
100.6163961
2019-03-15T00:00:00.000000
101.1871114
101.1506061
2019-03-18T00:00:00.000000
101.1305822
101.0478734
lf.ichart(ETFs)
print(lf.compute_performance_table(ETFs))
CAGR Return StdDev Sharpe Max DD MAR
SWRD 13.01% 48.84% 18.61% 0.7 -33.61% 0.39
IWDA 12.94% 48.53% 18.52% 0.7 -33.64% 0.38