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Lyxor MSCI All Country World UCITS ETF (ACWL.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINFR0011093418
IssuerAmundi
Inception DateNov 8, 2018
CategoryGlobal Equities
Leveraged1x
Index TrackedMSCI ACWI NR USD
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ACWL.L features an expense ratio of 0.45%, falling within the medium range.


Expense ratio chart for ACWL.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

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.


Popular comparisons: ACWL.L vs. BKIE, ACWL.L vs. QQQ, ACWL.L vs. SPPW.DE, ACWL.L vs. TNOW.L, ACWL.L vs. VT, ACWL.L vs. VOO, ACWL.L vs. IVV, ACWL.L vs. SOXX, ACWL.L vs. SPY, ACWL.L vs. SMH

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor MSCI All Country World 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%JuneJulyAugustSeptemberOctoberNovember
8.27%
11.44%
ACWL.L (Lyxor MSCI All Country World UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Lyxor MSCI All Country World UCITS ETF had a return of 18.74% year-to-date (YTD) and 25.30% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date18.74%25.82%
1 month2.82%3.20%
6 months8.28%14.94%
1 year25.30%35.92%
5 years (annualized)22.80%14.22%
10 years (annualized)N/A11.43%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.06%4.13%3.41%-1.87%0.85%4.35%-0.33%-0.50%0.48%2.34%18.74%
20234.39%-0.63%0.43%-0.16%0.29%3.53%2.49%-1.16%-0.34%-3.18%4.63%4.76%15.70%
2022-3.60%-1.42%0.28%-0.76%-1.30%-0.42%0.92%1.58%-4.41%1.39%1.64%-3.02%-8.98%
20211.51%0.01%0.54%5.56%-0.99%2.45%2.30%2.23%-0.22%1.54%4.00%-0.01%20.41%
2020-0.94%-15.24%15.39%-0.08%2.19%0.89%5.31%1.66%2.70%9.74%
2019-1.52%3.58%1.85%1.22%0.82%3.74%3.87%-2.01%2.09%3.26%18.01%
20184.24%-3.26%-2.06%4.22%0.85%1.43%1.15%-0.34%-3.88%2.02%
20173.49%1.06%-0.44%0.07%3.27%-0.45%-1.13%4.93%11.14%
2016-4.67%2.38%6.67%0.06%-2.28%1.43%13.87%2.26%1.59%4.96%-2.40%3.88%30.01%
20156.06%-1.63%-0.36%-1.70%-0.77%-10.74%9.78%1.03%-0.38%-0.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ACWL.L is 78, placing it in the top 22% 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 ACWL.L is 7878
Combined Rank
The Sharpe Ratio Rank of ACWL.L is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of ACWL.L is 7474Sortino Ratio Rank
The Omega Ratio Rank of ACWL.L is 7676Omega Ratio Rank
The Calmar Ratio Rank of ACWL.L is 8484Calmar Ratio Rank
The Martin Ratio Rank of ACWL.L is 8080Martin 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 Lyxor MSCI All Country World UCITS ETF (ACWL.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACWL.L
Sharpe ratio
The chart of Sharpe ratio for ACWL.L, currently valued at 2.57, compared to the broader market-2.000.002.004.006.002.57
Sortino ratio
The chart of Sortino ratio for ACWL.L, currently valued at 3.56, compared to the broader market0.005.0010.003.57
Omega ratio
The chart of Omega ratio for ACWL.L, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for ACWL.L, currently valued at 4.00, compared to the broader market0.005.0010.0015.004.00
Martin ratio
The chart of Martin ratio for ACWL.L, currently valued at 17.84, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.84
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.05

Sharpe Ratio

The current Lyxor MSCI All Country World UCITS ETF Sharpe ratio is 2.57. 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 Lyxor MSCI All Country World 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.57
2.24
ACWL.L (Lyxor MSCI All Country World UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor MSCI All Country World 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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
ACWL.L (Lyxor MSCI All Country World UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor MSCI All Country World 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 Lyxor MSCI All Country World UCITS ETF was 16.03%, occurring on Mar 25, 2020. Recovery took 9 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.03%Jan 2, 20204Mar 25, 20209Oct 2, 202013
-15.29%Apr 29, 20155Aug 24, 201511Jul 25, 201616
-11.98%Dec 10, 202183Oct 13, 2022198Jul 28, 2023281
-6.9%Feb 6, 20181Feb 6, 201816Jul 12, 201817
-6.67%Sep 7, 20187Jan 15, 201912May 21, 201919

Volatility

Volatility Chart

The current Lyxor MSCI All Country World UCITS ETF volatility is 2.69%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.69%
3.92%
ACWL.L (Lyxor MSCI All Country World UCITS ETF)
Benchmark (^GSPC)