ACWI.L vs. IEMG

In the year-to-date period, ACWI.L achieves a -1.48% return, which is significantly lower than IEMG's 11.59% return. Over the past 10 years, ACWI.L has outperformed IEMG with an annualized return of 11.03%, while IEMG has yielded a comparatively lower 4.30% annualized return.

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ACWI.L has a 0.40% expense ratio, which is higher than IEMG's 0.14% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (ACWI.L) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.

The current ACWI.L Sharpe Ratio is 0.35, which is lower than the IEMG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ACWI.L and IEMG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ACWI.L has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 3.25%.

The maximum ACWI.L drawdown since its inception was -41.43%, which is greater than IEMG's maximum drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for ACWI.L and IEMG.

The current volatility for SPDR MSCI ACWI UCITS ETF (ACWI.L) is 2.98%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 3.57%. This indicates that ACWI.L experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.