SSgA SPDR MSCI ACWI (ACWD.L)
ACWD.L is a passive ETF by State Street tracking the investment results of the MSCI ACWI NR USD. ACWD.L launched on May 13, 2011 and has a 0.40% expense ratio.
ETF Info
| ISIN | IE00B44Z5B48 |
|---|---|
| Issuer | State Street |
| Inception Date | May 13, 2011 |
| Category | Global Equities |
| Index Tracked | MSCI ACWI NR USD |
| Asset Class | Equity |
Asset Class Size | Large |
Asset Class Style | Blend |
Expense Ratio
The SSgA SPDR MSCI ACWI has a high expense ratio of 0.40%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in SSgA SPDR MSCI ACWI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Popular comparisons: ACWD.L vs. ACWI, ACWD.L vs. VOO, ACWD.L vs. IWDA.L, ACWD.L vs. SWRD.L
Return
SSgA SPDR MSCI ACWI had a return of 9.44% year-to-date (YTD) and 18.34% in the last 12 months. Over the past 10 years, SSgA SPDR MSCI ACWI had an annualized return of 7.51%, while the S&P 500 had an annualized return of 8.06%, indicating that SSgA SPDR MSCI ACWI did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -4.66% | -5.04% |
| 6 months | 1.89% | 3.22% |
| Year-To-Date | 9.44% | 10.88% |
| 1 year | 18.34% | 19.21% |
| 5 years (annualized) | 6.21% | 5.34% |
| 10 years (annualized) | 7.51% | 8.06% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.50% | 1.44% | -1.13% | 6.19% | 3.62% | -2.71% | -4.01% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for SSgA SPDR MSCI ACWI (ACWD.L) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ACWD.L SSgA SPDR MSCI ACWI | 1.19 | ||||
^GSPC S&P 500 | 1.04 |
Dividend History
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the SSgA SPDR MSCI ACWI. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the SSgA SPDR MSCI ACWI is 33.64%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.64% | Feb 18, 2020 | 25 | Mar 23, 2020 | 107 | Aug 25, 2020 | 132 |
| -26.18% | Jan 6, 2022 | 193 | Oct 12, 2022 | — | — | — |
| -19.37% | May 22, 2015 | 185 | Feb 11, 2016 | 213 | Dec 13, 2016 | 398 |
| -18.33% | Jan 29, 2018 | 231 | Dec 24, 2018 | 210 | Oct 24, 2019 | 441 |
| -14.15% | Aug 4, 2011 | 20 | Nov 23, 2011 | 22 | Feb 7, 2012 | 42 |
Volatility Chart
The current SSgA SPDR MSCI ACWI volatility is 3.07%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.