ACWD.L vs. VWRA.L
Compare and contrast key facts about SSgA SPDR MSCI ACWI (ACWD.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
ACWD.L and VWRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both ACWD.L and VWRA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWD.L or VWRA.L.
Key characteristics
| ACWD.L | VWRA.L | |
|---|---|---|
| YTD Return | 19.11% | 18.88% |
| 1Y Return | 33.23% | 32.76% |
| 3Y Return (Ann) | 6.82% | 6.80% |
| 5Y Return (Ann) | 11.97% | 11.96% |
| Sharpe Ratio | 3.12 | 3.10 |
| Sortino Ratio | 4.41 | 4.42 |
| Omega Ratio | 1.58 | 1.58 |
| Calmar Ratio | 2.51 | 2.57 |
| Martin Ratio | 20.45 | 20.82 |
| Ulcer Index | 1.74% | 1.69% |
| Daily Std Dev | 11.53% | 11.45% |
| Max Drawdown | -33.64% | -33.62% |
| Current Drawdown | 0.00% | -0.10% |
Correlation
The correlation between ACWD.L and VWRA.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ACWD.L vs. VWRA.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with ACWD.L having a 19.11% return and VWRA.L slightly lower at 18.88%. 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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ACWD.L vs. VWRA.L - Expense Ratio Comparison
ACWD.L has a 0.40% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.
Risk-Adjusted Performance
ACWD.L vs. VWRA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SSgA SPDR MSCI ACWI (ACWD.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.
Dividends
ACWD.L vs. VWRA.L - Dividend Comparison
Neither ACWD.L nor VWRA.L has paid dividends to shareholders.
Drawdowns
ACWD.L vs. VWRA.L - Drawdown Comparison
The maximum ACWD.L drawdown since its inception was -33.64%, roughly equal to the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for ACWD.L and VWRA.L. For additional features, visit the drawdowns tool.
Volatility
ACWD.L vs. VWRA.L - Volatility Comparison
SSgA SPDR MSCI ACWI (ACWD.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) have volatilities of 2.06% and 2.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.