ACWD.L vs. JNKS.L
ACWD.L (SPDR MSCI All Country World UCITS ETF) and JNKS.L (SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD) are both exchange-traded funds - ACWD.L is a Global Equities fund tracking the MSCI ACWI Index, while JNKS.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD. Both are passively managed. Over the past 10 years, ACWD.L returned 12.86%/yr vs 5.48%/yr for JNKS.L. At a 0.30 correlation, their price movements are largely independent. ACWD.L charges 0.12%/yr vs 0.30%/yr for JNKS.L.
Performance
ACWD.L vs. JNKS.L - Performance Comparison
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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%
ACWD.L vs. JNKS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
ACWD.L
JNKS.L
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.L | JNKS.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | JNKS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.36% | -0.28% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -15.08% | +10.20% |
Ulcer IndexDepth 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.L | JNKS.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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