SPDR MSCI ACWI UCITS ETF (ACWI.L)
ACWI.L is a passive ETF by State Street tracking the investment results of the MSCI ACWI NR USD. ACWI.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 SPDR MSCI ACWI UCITS ETF has a high expense ratio of 0.40%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Performance
The chart shows the growth of an initial investment of £10,000 in SPDR MSCI ACWI UCITS ETF, 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: ACWI.L vs. VT, ACWI.L vs. ACWI
Return
SPDR MSCI ACWI UCITS ETF had a return of 8.51% year-to-date (YTD) and 9.85% in the last 12 months. Over the past 10 years, SPDR MSCI ACWI UCITS ETF had an annualized return of 10.56%, while the S&P 500 had an annualized return of 11.91%, indicating that SPDR MSCI ACWI UCITS ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -1.13% | -1.30% |
| 6 months | 4.76% | 6.41% |
| Year-To-Date | 8.51% | 10.29% |
| 1 year | 9.85% | 7.20% |
| 5 years (annualized) | 8.02% | 7.59% |
| 10 years (annualized) | 10.56% | 11.91% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.36% | -0.13% | 0.23% | 3.58% | 2.42% | -1.18% | -0.37% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (ACWI.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 | |
|---|---|---|---|---|---|
ACWI.L SPDR MSCI ACWI UCITS ETF | 0.69 | ||||
^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 SPDR MSCI ACWI UCITS ETF. 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 SPDR MSCI ACWI UCITS ETF is 41.43%, recorded on Jun 6, 2012. It took 820 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.43% | Apr 3, 2012 | 3 | Jun 6, 2012 | 820 | Jul 5, 2016 | 823 |
| -25.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 116 | Sep 10, 2020 | 139 |
| -14.95% | Dec 10, 2021 | 126 | Jun 16, 2022 | 281 | Jul 28, 2023 | 407 |
| -14.28% | Aug 29, 2018 | 84 | Dec 24, 2018 | 81 | Apr 23, 2019 | 165 |
| -10% | Jan 10, 2018 | 54 | Mar 26, 2018 | 51 | Jun 11, 2018 | 105 |
Volatility Chart
The current SPDR MSCI ACWI UCITS ETF volatility is 2.56%, 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.