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ACWD.L vs. JNKS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWD.L vs. JNKS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI All Country World UCITS ETF (ACWD.L) and SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ACWD.L is traded in USD, while JNKS.L is traded in GBP. To make them comparable, the JNKS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ACWD.L achieves a 9.66% return, which is significantly higher than JNKS.L's 1.59% return. Over the past 10 years, ACWD.L has outperformed JNKS.L with an annualized return of 12.86%, while JNKS.L has yielded a comparatively lower 5.48% annualized return.


ACWD.L

1D
0.34%
1M
-0.16%
YTD
9.66%
6M
9.52%
1Y
24.96%
3Y*
20.23%
5Y*
10.78%
10Y*
12.86%

JNKS.L

1D
0.11%
1M
0.84%
YTD
1.59%
6M
1.96%
1Y
5.67%
3Y*
9.08%
5Y*
4.17%
10Y*
5.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWD.L vs. JNKS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACWD.L
SPDR MSCI All Country World UCITS ETF
9.66%22.83%17.76%22.27%-18.37%18.77%15.91%25.80%-9.85%24.09%
JNKS.L
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD
1.59%7.90%9.78%11.81%-10.51%5.06%4.75%10.46%1.34%6.89%

Correlation

The correlation between ACWD.L and JNKS.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2013

0.30

The correlation between ACWD.L and JNKS.L shifts across timeframes, from 0.24 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ACWD.L vs. JNKS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACWD.L
ACWD.L Risk / Return Rank: 6868
Overall Rank
ACWD.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ACWD.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
ACWD.L Omega Ratio Rank: 6767
Omega Ratio Rank
ACWD.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
ACWD.L Martin Ratio Rank: 7070
Martin Ratio Rank

JNKS.L
JNKS.L Risk / Return Rank: 5050
Overall Rank
JNKS.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JNKS.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
JNKS.L Omega Ratio Rank: 4848
Omega Ratio Rank
JNKS.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
JNKS.L Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACWD.L vs. JNKS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI All Country World UCITS ETF (ACWD.L) and SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACWD.LJNKS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.36

1.18

+0.17

Calmar ratioReturn relative to maximum drawdown

2.85

1.74

+1.11

Martin ratioReturn relative to average drawdown

11.52

6.70

+4.82

ACWD.L vs. JNKS.L - Sharpe Ratio Comparison

The current ACWD.L Sharpe Ratio is 1.93, which is higher than the JNKS.L Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ACWD.L and JNKS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACWD.L vs. JNKS.L - Drawdown Comparison

The maximum ACWD.L drawdown since its inception was -33.64%, smaller than the maximum JNKS.L drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for ACWD.L and JNKS.L.


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Drawdown Indicators


ACWD.LJNKS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-37.75%

+4.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-3.25%

-5.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-6.65%

-9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-16.27%

-9.91%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

-18.89%

-14.75%

Current Drawdown

Current decline from peak

-2.36%

-0.28%

-2.08%

Average Drawdown

Average peak-to-trough decline

-4.88%

-15.08%

+10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

0.84%

+1.32%

Volatility

ACWD.L vs. JNKS.L - Volatility Comparison

SPDR MSCI All Country World UCITS ETF (ACWD.L) has a higher volatility of 4.20% compared to SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L) at 2.04%. This indicates that ACWD.L's price experiences larger fluctuations and is considered to be riskier than JNKS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACWD.LJNKS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

2.04%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.52%

4.35%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

5.28%

+7.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

7.64%

+8.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

7.72%

+8.07%

ACWD.L vs. JNKS.L - Expense Ratio Comparison

ACWD.L has a 0.12% expense ratio, which is lower than JNKS.L's 0.30% expense ratio.


Dividends

ACWD.L vs. JNKS.L - Dividend Comparison

ACWD.L has not paid dividends to shareholders, while JNKS.L's dividend yield for the trailing twelve months is around 7.04%.


PositionTTM20252024202320222021202020192018201720162015
ACWD.L
SPDR MSCI All Country World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNKS.L
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD
7.04%7.46%7.05%6.76%5.45%5.30%5.84%5.85%6.76%8.27%6.83%8.11%

Frequently Asked Questions


ACWD.L and JNKS.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACWD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWD.L is cheaper with a 0.12% expense ratio, compared with 0.30% for JNKS.L.

ACWD.L is categorized as Global Equities, while JNKS.L is High Yield Bonds. ACWD.L tracks MSCI ACWI Index, while JNKS.L tracks Bloomberg US Corporate High Yield TR USD. Their fees differ too: 0.12% for ACWD.L and 0.30% for JNKS.L.

Portfolio Optimizer

Find the right allocation for ACWD.L and JNKS.L

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