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Lyxor MSCI All Country World UCITS ETF (ACWL.L)

ETF · Currency in GBp · Last updated Sep 21, 2023

ACWL.L is a passive ETF by Amundi tracking the investment results of the MSCI ACWI NR USD. ACWL.L launched on Nov 8, 2018 and has a 0.45% expense ratio.

Summary

ETF Info

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

Asset Class Size

Large

Asset Class Style

Blend

Expense Ratio

The Lyxor MSCI All Country World UCITS ETF has a high expense ratio of 0.45%, indicating higher-than-average management fees.


0.45%
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 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%2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
9.14%
9.72%
ACWL.L (Lyxor MSCI All Country World UCITS ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Lyxor MSCI All Country World UCITS ETF

Popular comparisons: ACWL.L vs. BKIE, ACWL.L vs. VOO, ACWL.L vs. QQQ, ACWL.L vs. IVV, ACWL.L vs. SOXX, ACWL.L vs. VT

Return

Lyxor MSCI All Country World UCITS ETF had a return of 10.70% year-to-date (YTD) and 6.42% in the last 12 months.


PeriodReturnBenchmark
1 month4.41%2.65%
6 months8.27%10.31%
Year-To-Date10.70%11.39%
1 year6.42%7.35%
5 years (annualized)26.60%19.94%
10 years (annualized)N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.63%0.43%-0.16%0.29%3.53%2.49%-1.16%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI All Country World UCITS ETF (ACWL.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
ACWL.L
Lyxor MSCI All Country World UCITS ETF
0.55
^GSPC
S&P 500
0.74

Sharpe Ratio

The current Lyxor MSCI All Country World UCITS ETF Sharpe ratio is 0.55. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.00AprilMayJuneJulyAugustSeptember
0.55
0.30
ACWL.L (Lyxor MSCI All Country World UCITS ETF)
Benchmark (^GSPC)

Dividend History


Lyxor MSCI All Country World 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%AprilMayJuneJulyAugustSeptember
-0.55%
-1.53%
ACWL.L (Lyxor MSCI All Country World UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Lyxor MSCI All Country World 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 Lyxor MSCI All Country World UCITS ETF is 16.03%, recorded on Mar 25, 2020. It took 9 trading sessions for the portfolio to recover.


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 Chart

The current Lyxor MSCI All Country World UCITS ETF volatility is 2.73%, 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%AprilMayJuneJulyAugustSeptember
2.73%
3.56%
ACWL.L (Lyxor MSCI All Country World UCITS ETF)
Benchmark (^GSPC)