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SSgA SPDR MSCI ACWI (ACWD.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B44Z5B48
IssuerState Street
Inception DateMay 13, 2011
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
Asset ClassEquity

Asset Class Size

Large-Cap

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.


Expense ratio chart for ACWD.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSgA SPDR MSCI ACWI

Popular comparisons: ACWD.L vs. IWDA.L, ACWD.L vs. ACWI, ACWD.L vs. SWRD.L, ACWD.L vs. VOO, ACWD.L vs. IWQU.L

Performance

Performance Chart

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.


150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
193.33%
304.65%
ACWD.L (SSgA SPDR MSCI ACWI)
Benchmark (^GSPC)

S&P 500

Returns By Period

SSgA SPDR MSCI ACWI had a return of 5.00% year-to-date (YTD) and 19.48% in the last 12 months. Over the past 10 years, SSgA SPDR MSCI ACWI had an annualized return of 8.29%, while the S&P 500 had an annualized return of 10.52%, indicating that SSgA SPDR MSCI ACWI did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.00%6.92%
1 month-2.12%-2.83%
6 months21.60%23.86%
1 year19.48%23.33%
5 years (annualized)9.53%11.66%
10 years (annualized)8.29%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.87%3.39%3.40%
2023-4.01%-3.64%9.22%5.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACWD.L is 75, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ACWD.L is 7575
SSgA SPDR MSCI ACWI(ACWD.L)
The Sharpe Ratio Rank of ACWD.L is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of ACWD.L is 7676Sortino Ratio Rank
The Omega Ratio Rank of ACWD.L is 7878Omega Ratio Rank
The Calmar Ratio Rank of ACWD.L is 7474Calmar Ratio Rank
The Martin Ratio Rank of ACWD.L is 7070Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SSgA SPDR MSCI ACWI (ACWD.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACWD.L
Sharpe ratio
The chart of Sharpe ratio for ACWD.L, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.001.69
Sortino ratio
The chart of Sortino ratio for ACWD.L, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.002.46
Omega ratio
The chart of Omega ratio for ACWD.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ACWD.L, currently valued at 1.37, compared to the broader market0.002.004.006.008.0010.0012.001.37
Martin ratio
The chart of Martin ratio for ACWD.L, currently valued at 5.72, compared to the broader market0.0020.0040.0060.005.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current SSgA SPDR MSCI ACWI Sharpe ratio is 1.69. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.69
2.19
ACWD.L (SSgA SPDR MSCI ACWI)
Benchmark (^GSPC)

Dividends

Dividend History


SSgA SPDR MSCI ACWI doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.74%
-2.94%
ACWD.L (SSgA SPDR MSCI ACWI)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SSgA SPDR MSCI ACWI. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SSgA SPDR MSCI ACWI was 33.64%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current SSgA SPDR MSCI ACWI drawdown is 2.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.64%Feb 18, 202025Mar 23, 2020107Aug 25, 2020132
-26.18%Jan 6, 2022193Oct 12, 2022323Jan 24, 2024516
-19.37%May 22, 2015185Feb 11, 2016213Dec 13, 2016398
-18.33%Jan 29, 2018231Dec 24, 2018210Oct 24, 2019441
-14.15%Aug 4, 201120Nov 23, 201122Feb 7, 201242

Volatility

Volatility Chart

The current SSgA SPDR MSCI ACWI volatility is 3.62%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.62%
3.65%
ACWD.L (SSgA SPDR MSCI ACWI)
Benchmark (^GSPC)