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SPDR MSCI ACWI UCITS ETF (ACWI.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B44Z5B48

Inception Date

May 13, 2011

Leveraged

1x

Index Tracked

MSCI ACWI NR USD

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ACWI.L has an expense ratio of 0.40%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period

SPDR MSCI ACWI UCITS ETF (ACWI.L) returned -1.86% year-to-date (YTD) and 7.13% over the past 12 months. Over the past 10 years, ACWI.L had an annualized return of 10.89%, slightly ahead of the S&P 500 benchmark at 10.78%.


ACWI.L

YTD

-1.86%

1M

8.31%

6M

-1.38%

1Y

7.13%

5Y*

12.68%

10Y*

10.89%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

The table below presents the monthly returns of ACWI.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.63%-3.52%-6.20%-2.35%6.15%-1.86%
20241.11%4.08%3.28%-1.85%0.93%4.47%-0.57%-0.49%0.66%2.48%4.95%-0.68%19.66%
20234.41%-0.66%0.36%-0.13%0.23%3.58%2.42%-1.18%-0.37%-3.14%4.78%4.66%15.59%
2022-5.26%-1.53%4.88%-3.09%-1.82%-4.83%6.10%1.54%-4.29%1.39%1.72%-2.98%-8.59%
2021-0.30%0.44%3.86%3.88%-0.85%3.91%0.10%3.12%-1.40%2.70%1.44%1.91%20.28%
2020-1.12%-6.16%-8.97%7.81%5.70%3.50%-1.01%4.86%0.41%-3.19%8.69%2.42%11.89%
20194.55%1.60%3.04%3.13%-2.17%5.33%5.08%-3.19%1.68%-2.67%2.99%1.08%21.92%
2018-0.09%-0.67%-4.66%3.88%3.10%0.56%3.13%1.76%0.12%-5.72%1.04%-6.44%-4.59%
2017-0.02%4.48%0.44%-2.08%2.33%-0.28%1.44%2.54%-2.07%3.37%0.09%2.22%12.93%
2016-2.58%2.72%3.52%-0.56%1.03%8.66%4.86%1.41%1.75%4.68%-1.19%3.78%31.32%
20151.20%2.64%2.54%-0.31%-0.07%-5.25%1.74%-4.81%-2.85%6.21%1.73%-0.05%2.15%
2014-3.96%2.88%0.71%-0.27%3.14%-0.10%0.25%3.45%-0.28%1.92%4.18%-1.09%11.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACWI.L is 37, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ACWI.L is 3737
Overall Rank
The Sharpe Ratio Rank of ACWI.L is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI.L is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ACWI.L is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ACWI.L is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ACWI.L is 4141
Martin 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 SPDR MSCI ACWI UCITS ETF (ACWI.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SPDR MSCI ACWI UCITS ETF Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.48
  • 5-Year: 0.90
  • 10-Year: 0.72
  • All Time: -0.01

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SPDR MSCI ACWI UCITS ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History


SPDR MSCI ACWI UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR MSCI ACWI UCITS ETF. 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 SPDR MSCI ACWI UCITS ETF was 99.50%, occurring on Oct 4, 2011. The portfolio has not yet recovered.

The current SPDR MSCI ACWI UCITS ETF drawdown is 97.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.5%Jul 8, 201162Oct 4, 2011
-5.79%Jun 1, 201112Jun 16, 201115Jul 7, 201127
-2.38%May 20, 20112May 23, 20115May 31, 20117
-0.48%May 17, 20111May 17, 20111May 18, 20112

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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