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ACWD.L vs. WEBN.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACWD.L vs. WEBN.DE - 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 Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE). The values are adjusted to include any dividend payments, if applicable.

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ACWD.L vs. WEBN.DE - Yearly Performance Comparison


2026 (YTD)20252024
ACWD.L
SPDR MSCI All Country World UCITS ETF
-1.56%22.83%6.20%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
-2.04%23.85%5.49%
Different Trading Currencies

ACWD.L is traded in USD, while WEBN.DE is traded in EUR. To make them comparable, the WEBN.DE 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 -1.56% return, which is significantly higher than WEBN.DE's -2.04% return.


ACWD.L

1D
2.97%
1M
-3.95%
YTD
-1.56%
6M
2.13%
1Y
22.29%
3Y*
17.64%
5Y*
9.76%
10Y*
11.65%

WEBN.DE

1D
2.57%
1M
-4.54%
YTD
-2.04%
6M
1.71%
1Y
22.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACWD.L vs. WEBN.DE - Expense Ratio Comparison

ACWD.L has a 0.12% expense ratio, which is higher than WEBN.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

ACWD.L vs. WEBN.DE — 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: 7878
Overall Rank
ACWD.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ACWD.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ACWD.L Omega Ratio Rank: 7575
Omega Ratio Rank
ACWD.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
ACWD.L Martin Ratio Rank: 8383
Martin Ratio Rank

WEBN.DE
WEBN.DE Risk / Return Rank: 5353
Overall Rank
WEBN.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 4545
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
WEBN.DE Martin Ratio Rank: 6969
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. WEBN.DE - 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 Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE). 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.


ACWD.LWEBN.DEDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.36

+0.05

Sortino ratio

Return per unit of downside risk

1.98

1.91

+0.07

Omega ratio

Gain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratio

Return relative to maximum drawdown

2.44

2.29

+0.15

Martin ratio

Return relative to average drawdown

9.83

9.84

-0.01

ACWD.L vs. WEBN.DE - Sharpe Ratio Comparison

The current ACWD.L Sharpe Ratio is 1.42, which is comparable to the WEBN.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of ACWD.L and WEBN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACWD.LWEBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.36

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.00

-0.33

Correlation

The correlation between ACWD.L and WEBN.DE is 0.86, 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.


Dividends

ACWD.L vs. WEBN.DE - Dividend Comparison

Neither ACWD.L nor WEBN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACWD.L vs. WEBN.DE - Drawdown Comparison

The maximum ACWD.L drawdown since its inception was -33.64%, which is greater than WEBN.DE's maximum drawdown of -17.41%. Use the drawdown chart below to compare losses from any high point for ACWD.L and WEBN.DE.


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Drawdown Indicators


ACWD.LWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-21.22%

-12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.57%

-13.04%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

Current Drawdown

Current decline from peak

-5.53%

-4.03%

-1.50%

Average Drawdown

Average peak-to-trough decline

-4.72%

-3.35%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

1.94%

+0.29%

Volatility

ACWD.L vs. WEBN.DE - Volatility Comparison

SPDR MSCI All Country World UCITS ETF (ACWD.L) has a higher volatility of 5.80% compared to Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) at 4.75%. This indicates that ACWD.L's price experiences larger fluctuations and is considered to be riskier than WEBN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACWD.LWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

4.75%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

9.04%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

16.51%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

14.93%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

14.93%

+0.86%