ACWD.L vs. MSFT
Compare and contrast key facts about SSgA SPDR MSCI ACWI (ACWD.L) and Microsoft Corporation (MSFT).
ACWD.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWD.L or MSFT.
Key characteristics
| ACWD.L | MSFT | |
|---|---|---|
| YTD Return | 18.18% | 11.97% |
| 1Y Return | 34.53% | 29.16% |
| 3Y Return (Ann) | 6.48% | 11.65% |
| 5Y Return (Ann) | 11.69% | 26.24% |
| 10Y Return (Ann) | 9.58% | 26.73% |
| Sharpe Ratio | 3.01 | 1.41 |
| Sortino Ratio | 4.26 | 1.91 |
| Omega Ratio | 1.56 | 1.24 |
| Calmar Ratio | 2.43 | 1.77 |
| Martin Ratio | 19.78 | 4.70 |
| Ulcer Index | 1.74% | 5.82% |
| Daily Std Dev | 11.41% | 19.38% |
| Max Drawdown | -33.64% | -69.41% |
| Current Drawdown | -0.79% | -10.27% |
Correlation
The correlation between ACWD.L and MSFT is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ACWD.L vs. MSFT - Performance Comparison
In the year-to-date period, ACWD.L achieves a 18.18% return, which is significantly higher than MSFT's 11.97% return. Over the past 10 years, ACWD.L has underperformed MSFT with an annualized return of 9.58%, while MSFT has yielded a comparatively higher 26.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ACWD.L vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SSgA SPDR MSCI ACWI (ACWD.L) and Microsoft Corporation (MSFT). 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.
Dividends
ACWD.L vs. MSFT - Dividend Comparison
ACWD.L has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.72%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWD.L SSgA SPDR MSCI ACWI | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
ACWD.L vs. MSFT - Drawdown Comparison
The maximum ACWD.L drawdown since its inception was -33.64%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for ACWD.L and MSFT. For additional features, visit the drawdowns tool.
Volatility
ACWD.L vs. MSFT - Volatility Comparison
The current volatility for SSgA SPDR MSCI ACWI (ACWD.L) is 2.13%, while Microsoft Corporation (MSFT) has a volatility of 3.75%. This indicates that ACWD.L experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.