Correlation
The correlation between ACWI.L and CSPX.AS is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
ACWI.L vs. CSPX.AS
Compare and contrast key facts about SPDR MSCI ACWI UCITS ETF (ACWI.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS).
ACWI.L and CSPX.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACWI.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. CSPX.AS is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both ACWI.L and CSPX.AS 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: ACWI.L or CSPX.AS.
Performance
ACWI.L vs. CSPX.AS - Performance Comparison
Loading data...
Key characteristics
ACWI.L:
0.36
CSPX.AS:
0.13
ACWI.L:
0.58
CSPX.AS:
0.31
ACWI.L:
1.08
CSPX.AS:
1.05
ACWI.L:
0.30
CSPX.AS:
0.11
ACWI.L:
1.00
CSPX.AS:
0.32
ACWI.L:
5.36%
CSPX.AS:
7.85%
ACWI.L:
14.93%
CSPX.AS:
18.95%
ACWI.L:
-41.43%
CSPX.AS:
-33.65%
ACWI.L:
-6.08%
CSPX.AS:
-11.59%
Returns By Period
In the year-to-date period, ACWI.L achieves a -1.59% return, which is significantly higher than CSPX.AS's -8.55% return. Over the past 10 years, ACWI.L has underperformed CSPX.AS with an annualized return of 11.11%, while CSPX.AS has yielded a comparatively higher 12.26% annualized return.
ACWI.L
-1.59%
2.53%
-1.72%
5.38%
11.56%
11.15%
11.11%
CSPX.AS
-8.55%
1.51%
-8.61%
2.41%
13.51%
15.27%
12.26%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ACWI.L vs. CSPX.AS - Expense Ratio Comparison
ACWI.L has a 0.40% expense ratio, which is higher than CSPX.AS's 0.07% expense ratio.
Risk-Adjusted Performance
ACWI.L vs. CSPX.AS — Risk-Adjusted Performance Rank
ACWI.L
CSPX.AS
ACWI.L vs. CSPX.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (ACWI.L) and iShares Core S&P 500 UCITS ETF (CSPX.AS). 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.
Loading data...
Dividends
ACWI.L vs. CSPX.AS - Dividend Comparison
Neither ACWI.L nor CSPX.AS has paid dividends to shareholders.
Drawdowns
ACWI.L vs. CSPX.AS - Drawdown Comparison
The maximum ACWI.L drawdown since its inception was -41.43%, which is greater than CSPX.AS's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for ACWI.L and CSPX.AS.
Loading data...
Volatility
ACWI.L vs. CSPX.AS - Volatility Comparison
The current volatility for SPDR MSCI ACWI UCITS ETF (ACWI.L) is 2.63%, while iShares Core S&P 500 UCITS ETF (CSPX.AS) has a volatility of 2.77%. This indicates that ACWI.L experiences smaller price fluctuations and is considered to be less risky than CSPX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...