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SPDR MSCI ACWI UCITS ETF (ACWI.L)

ETF · Currency in GBP · Last updated Oct 3, 2023

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.

Summary

ETF Info

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

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.


0.40%
0.00%2.15%

Share Price Chart


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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.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
5.30%
7.31%
ACWI.L (SPDR MSCI ACWI UCITS ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ACWI.L

SPDR MSCI ACWI UCITS ETF

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.


PeriodReturnBenchmark
1 month-1.13%-1.30%
6 months4.76%6.41%
Year-To-Date8.51%10.29%
1 year9.85%7.20%
5 years (annualized)8.02%7.59%
10 years (annualized)10.56%11.91%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.36%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWI.L
SPDR MSCI ACWI UCITS ETF
0.69
^GSPC
S&P 500
1.04

Sharpe Ratio

The current SPDR MSCI ACWI UCITS ETF Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.00MayJuneJulyAugustSeptemberOctober
0.69
0.53
ACWI.L (SPDR MSCI ACWI UCITS ETF)
Benchmark (^GSPC)

Dividend History


SPDR MSCI ACWI UCITS ETF doesn't pay dividends

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.37%
-3.25%
ACWI.L (SPDR MSCI ACWI UCITS ETF)
Benchmark (^GSPC)

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, 20123Jun 6, 2012820Jul 5, 2016823
-25.44%Feb 20, 202023Mar 23, 2020116Sep 10, 2020139
-14.95%Dec 10, 2021126Jun 16, 2022281Jul 28, 2023407
-14.28%Aug 29, 201884Dec 24, 201881Apr 23, 2019165
-10%Jan 10, 201854Mar 26, 201851Jun 11, 2018105

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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.56%
3.00%
ACWI.L (SPDR MSCI ACWI UCITS ETF)
Benchmark (^GSPC)