PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR MSCI ACWI UCITS ETF (ACWI.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

ACWI.L has a high expense ratio of 0.40%, indicating higher-than-average management fees.


Expense ratio chart for ACWI.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


Loading data...

Compare to other instruments

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


SPDR MSCI ACWI UCITS ETF

Popular comparisons: ACWI.L vs. VWCE.DE, ACWI.L vs. IWDA.L, ACWI.L vs. VT, ACWI.L vs. ACWI, ACWI.L vs. SPY, ACWI.L vs. SSAC.L, ACWI.L vs. IMID.L, ACWI.L vs. IEMG, ACWI.L vs. VTI, ACWI.L vs. CSPX.AS

Performance

Performance Chart

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.


0.00%5.00%10.00%2024FebruaryMarchAprilMayJune
12.34%
13.63%
ACWI.L (SPDR MSCI ACWI UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR MSCI ACWI UCITS ETF had a return of 10.24% year-to-date (YTD) and 18.08% in the last 12 months. Over the past 10 years, SPDR MSCI ACWI UCITS ETF had an annualized return of 11.63%, outperforming the S&P 500 benchmark which had an annualized return of 10.86%.


PeriodReturnBenchmark
Year-To-Date10.24%13.65%
1 month0.56%3.82%
6 months12.34%15.17%
1 year18.08%24.08%
5 years (annualized)10.84%13.46%
10 years (annualized)11.63%10.86%

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
20241.11%4.08%3.28%-1.85%0.93%10.24%
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%
2022-5.57%-1.53%4.88%-3.09%-1.82%-4.83%6.10%1.54%-4.29%1.39%1.72%-2.98%-8.89%
2021-0.30%0.44%3.86%3.88%-0.85%3.91%0.10%3.12%-1.40%2.70%1.44%2.25%20.68%
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%-4.65%3.87%3.10%0.56%3.13%1.51%0.37%-5.72%1.03%-6.44%-4.58%
2017-0.02%4.48%0.45%-2.08%2.33%-0.28%1.43%2.55%-2.07%3.36%0.09%2.22%12.93%
2016-2.58%2.72%3.51%-0.56%1.03%8.66%4.86%1.40%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%0.24%3.45%-0.28%1.92%4.18%-1.09%11.05%
20137.67%3.81%1.53%-0.24%3.43%-3.60%4.83%-4.31%0.53%5.16%-0.40%0.32%19.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ACWI.L is 84, placing it in the top 16% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ACWI.L is 8484
ACWI.L (SPDR MSCI ACWI UCITS ETF)
The Sharpe Ratio Rank of ACWI.L is 8080Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI.L is 8282Sortino Ratio Rank
The Omega Ratio Rank of ACWI.L is 8080Omega Ratio Rank
The Calmar Ratio Rank of ACWI.L is 9393Calmar Ratio Rank
The Martin Ratio Rank of ACWI.L is 8686Martin 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.


ACWI.L
Sharpe ratio
The chart of Sharpe ratio for ACWI.L, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Sortino ratio
The chart of Sortino ratio for ACWI.L, currently valued at 2.87, compared to the broader market0.005.0010.002.87
Omega ratio
The chart of Omega ratio for ACWI.L, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for ACWI.L, currently valued at 3.18, compared to the broader market0.005.0010.0015.0020.003.18
Martin ratio
The chart of Martin ratio for ACWI.L, currently valued at 10.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market0.002.004.006.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.12, compared to the broader market0.005.0010.003.12
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.76, compared to the broader market0.005.0010.0015.0020.001.76
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.26, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.26

Sharpe Ratio

The current SPDR MSCI ACWI UCITS ETF Sharpe ratio is 1.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR MSCI ACWI UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002024FebruaryMarchAprilMayJune
1.90
1.82
ACWI.L (SPDR MSCI ACWI UCITS ETF)
Benchmark (^GSPC)

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.


-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.27%
0
ACWI.L (SPDR MSCI ACWI UCITS ETF)
Benchmark (^GSPC)

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 41.43%, occurring on Jun 6, 2012. Recovery took 820 trading sessions.

The current SPDR MSCI ACWI UCITS ETF drawdown is 0.27%.


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

Volatility Chart

The current SPDR MSCI ACWI UCITS ETF volatility is 2.23%, 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%2024FebruaryMarchAprilMayJune
2.23%
2.93%
ACWI.L (SPDR MSCI ACWI UCITS ETF)
Benchmark (^GSPC)