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ACWI.L vs. IBGM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWI.L vs. IBGM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI ACWI UCITS ETF (ACWI.L) and iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACWI.L achieves a 11.87% return, which is significantly higher than IBGM.L's -2.55% return. Over the past 10 years, ACWI.L has underperformed IBGM.L with an annualized return of 13.66%, while IBGM.L has yielded a comparatively higher 31.19% annualized return.


ACWI.L

1D
-0.37%
1M
5.83%
YTD
11.87%
6M
12.47%
1Y
30.54%
3Y*
18.34%
5Y*
12.53%
10Y*
13.66%

IBGM.L

1D
-0.45%
1M
-1.02%
YTD
-2.55%
6M
-2.91%
1Y
-0.23%
3Y*
1.60%
5Y*
39.44%
10Y*
31.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWI.L vs. IBGM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACWI.L
SPDR MSCI ACWI UCITS ETF
11.87%14.32%19.66%15.59%-8.59%20.28%11.89%21.92%-4.58%12.93%
IBGM.L
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
-2.55%5.38%-3.53%465.78%-3.14%-9.55%20.87%117.65%2.05%4.56%

Correlation

The correlation between ACWI.L and IBGM.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2011

0.13

The correlation between ACWI.L and IBGM.L shifts across timeframes, from 0.09 (5 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ACWI.L vs. IBGM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACWI.L
ACWI.L Risk / Return Rank: 8585
Overall Rank
ACWI.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ACWI.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
ACWI.L Omega Ratio Rank: 8888
Omega Ratio Rank
ACWI.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
ACWI.L Martin Ratio Rank: 8484
Martin Ratio Rank

IBGM.L
IBGM.L Risk / Return Rank: 88
Overall Rank
IBGM.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IBGM.L Sortino Ratio Rank: 88
Sortino Ratio Rank
IBGM.L Omega Ratio Rank: 77
Omega Ratio Rank
IBGM.L Calmar Ratio Rank: 99
Calmar Ratio Rank
IBGM.L Martin Ratio Rank: 88
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.

ACWI.L vs. IBGM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (ACWI.L) and iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.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.


ACWI.LIBGM.LDifference
Sharpe ratioReturn per unit of total volatility

+2.96

Sortino ratioReturn per unit of downside risk

+4.03

Omega ratioGain probability vs. loss probability

1.56

1.00

+0.56

Calmar ratioReturn relative to maximum drawdown

4.31

-0.04

+4.35

Martin ratioReturn relative to average drawdown

17.47

-0.08

+17.55

ACWI.L vs. IBGM.L - Sharpe Ratio Comparison

The current ACWI.L Sharpe Ratio is 2.92, which is higher than the IBGM.L Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of ACWI.L and IBGM.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ACWI.LIBGM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

-0.04

+2.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.20

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.22

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.21

+0.59

Drawdowns

ACWI.L vs. IBGM.L - Drawdown Comparison

The maximum ACWI.L drawdown since its inception was -25.44%, roughly equal to the maximum IBGM.L drawdown of -26.66%. Use the drawdown chart below to compare losses from any high point for ACWI.L and IBGM.L.


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Drawdown Indicators


ACWI.LIBGM.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.44%

-26.66%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.05%

-6.20%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.07%

-6.85%

-11.22%

Max Drawdown (5Y)

Largest decline over 5 years

-18.07%

-21.27%

+3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.44%

-26.66%

+1.22%

Current Drawdown

Current decline from peak

-0.37%

-5.70%

+5.33%

Average Drawdown

Average peak-to-trough decline

-3.67%

-4.98%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.82%

-1.08%

Volatility

ACWI.L vs. IBGM.L - Volatility Comparison

SPDR MSCI ACWI UCITS ETF (ACWI.L) has a higher volatility of 2.89% compared to iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBGM.L) at 2.59%. This indicates that ACWI.L's price experiences larger fluctuations and is considered to be riskier than IBGM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACWI.LIBGM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.89%

2.59%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

4.93%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

10.45%

6.31%

+4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.05%

193.47%

-180.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

138.66%

-124.27%

ACWI.L vs. IBGM.L - Expense Ratio Comparison

ACWI.L has a 0.40% expense ratio, which is higher than IBGM.L's 0.15% expense ratio.


Dividends

ACWI.L vs. IBGM.L - Dividend Comparison

Neither ACWI.L nor IBGM.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ACWI.L
SPDR MSCI ACWI 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%
IBGM.L
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
0.00%1.33%2.78%79.03%13.18%0.00%8.74%63.75%0.74%0.74%0.77%1.07%

Frequently Asked Questions


ACWI.L and IBGM.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBGM.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBGM.L is cheaper with a 0.15% expense ratio, compared with 0.40% for ACWI.L.

ACWI.L is categorized as Global Equities, while IBGM.L is European Government Bonds. ACWI.L tracks MSCI ACWI NR USD, while IBGM.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for ACWI.L and 0.15% for IBGM.L.

Portfolio Optimizer

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