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Lyxor MSCI All Country World UCITS C-USD (ACWU.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1829220133
IssuerAmundi
Inception DateNov 8, 2018
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ACWU.L has a high expense ratio of 0.45%, indicating higher-than-average management fees.


Expense ratio chart for ACWU.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.


Lyxor MSCI All Country World UCITS C-USD

Popular comparisons: ACWU.L vs. SCHD, ACWU.L vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lyxor MSCI All Country World UCITS C-USD, 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%15.00%2024FebruaryMarchAprilMayJune
15.15%
15.17%
ACWU.L (Lyxor MSCI All Country World UCITS C-USD)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor MSCI All Country World UCITS C-USD had a return of 11.07% year-to-date (YTD) and 20.47% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.07%13.65%
1 month2.85%3.82%
6 months15.15%15.17%
1 year20.47%24.08%
5 years (annualized)16.28%13.46%
10 years (annualized)N/A10.86%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.81%3.44%3.49%-2.78%2.40%11.07%
20236.78%-2.27%2.56%1.46%-1.19%6.19%3.69%-2.64%-3.96%-3.76%9.16%5.56%22.50%
2022-2.81%-4.99%1.46%-6.42%-1.50%-6.04%3.91%-2.85%-8.48%4.59%5.50%-2.11%-19.03%
20210.04%4.38%-0.57%5.10%1.28%1.53%1.62%1.02%-2.80%4.38%-1.26%3.26%19.16%
20201.91%-12.08%-10.88%4.52%7.86%3.13%6.99%5.31%-5.84%1.23%11.09%4.87%16.15%
20198.47%2.80%0.95%3.20%-5.36%5.55%1.55%-3.32%2.54%2.54%2.76%3.04%26.85%
20186.96%-3.41%-4.04%0.92%0.23%-0.19%2.75%0.29%-0.03%-6.88%1.19%-7.37%-10.03%
20173.30%2.05%1.42%1.17%2.06%1.11%2.24%-0.22%1.90%2.96%1.81%1.39%23.31%
2016-7.28%-2.02%10.18%0.39%0.71%-1.04%3.95%1.04%0.95%-1.06%-0.09%2.32%7.40%
2015-2.11%5.62%-1.77%3.87%-1.19%1.18%-2.32%-6.84%-5.01%9.13%-0.69%-1.54%-2.71%
20141.27%-1.67%-0.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACWU.L is 72, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ACWU.L is 7272
ACWU.L (Lyxor MSCI All Country World UCITS C-USD)
The Sharpe Ratio Rank of ACWU.L is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of ACWU.L is 7575Sortino Ratio Rank
The Omega Ratio Rank of ACWU.L is 7575Omega Ratio Rank
The Calmar Ratio Rank of ACWU.L is 7070Calmar Ratio Rank
The Martin Ratio Rank of ACWU.L is 6767Martin 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 C-USD (ACWU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACWU.L
Sharpe ratio
The chart of Sharpe ratio for ACWU.L, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Sortino ratio
The chart of Sortino ratio for ACWU.L, currently valued at 2.53, compared to the broader market0.005.0010.002.53
Omega ratio
The chart of Omega ratio for ACWU.L, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for ACWU.L, currently valued at 1.39, compared to the broader market0.005.0010.0015.0020.001.39
Martin ratio
The chart of Martin ratio for ACWU.L, currently valued at 5.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.80
^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 Lyxor MSCI All Country World UCITS C-USD Sharpe ratio is 1.71. 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 C-USD 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 Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.71
2.20
ACWU.L (Lyxor MSCI All Country World UCITS C-USD)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor MSCI All Country World UCITS C-USD doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune00
ACWU.L (Lyxor MSCI All Country World UCITS C-USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor MSCI All Country World UCITS C-USD. 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 C-USD was 33.80%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.8%Feb 18, 202013Mar 23, 202052Aug 27, 202065
-26.34%Jan 4, 2022126Oct 12, 2022325Jan 26, 2024451
-20.04%Apr 28, 201576Feb 11, 201673Jan 17, 2017149
-18.55%Jan 29, 2018111Dec 24, 2018134Oct 29, 2019245
-6.27%Sep 7, 202110Oct 4, 202110Nov 3, 202120

Volatility

Volatility Chart

The current Lyxor MSCI All Country World UCITS C-USD volatility is 3.06%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
3.06%
2.51%
ACWU.L (Lyxor MSCI All Country World UCITS C-USD)
Benchmark (^GSPC)