Correlation
The correlation between ACWI.L and IMID.L is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
ACWI.L vs. IMID.L
Compare and contrast key facts about SPDR MSCI ACWI UCITS ETF (ACWI.L) and SPDR MSCI ACWI IMI (IMID.L).
ACWI.L and IMID.L 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. IMID.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. Both ACWI.L and IMID.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: ACWI.L or IMID.L.
Performance
ACWI.L vs. IMID.L - Performance Comparison
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Key characteristics
ACWI.L:
0.46
IMID.L:
0.78
ACWI.L:
0.66
IMID.L:
1.07
ACWI.L:
1.09
IMID.L:
1.16
ACWI.L:
0.34
IMID.L:
0.71
ACWI.L:
1.17
IMID.L:
3.13
ACWI.L:
5.31%
IMID.L:
3.90%
ACWI.L:
14.88%
IMID.L:
16.62%
ACWI.L:
-41.43%
IMID.L:
-34.72%
ACWI.L:
-5.58%
IMID.L:
-0.82%
Returns By Period
In the year-to-date period, ACWI.L achieves a -1.07% return, which is significantly lower than IMID.L's 6.10% return.
ACWI.L
-1.07%
0.14%
-1.96%
6.92%
13.17%
10.98%
11.28%
IMID.L
6.10%
1.93%
3.83%
13.07%
16.30%
12.61%
N/A
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ACWI.L vs. IMID.L - Expense Ratio Comparison
Both ACWI.L and IMID.L have an expense ratio of 0.40%.
Risk-Adjusted Performance
ACWI.L vs. IMID.L — Risk-Adjusted Performance Rank
ACWI.L
IMID.L
ACWI.L vs. IMID.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (ACWI.L) and SPDR MSCI ACWI IMI (IMID.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.
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Dividends
ACWI.L vs. IMID.L - Dividend Comparison
Neither ACWI.L nor IMID.L has paid dividends to shareholders.
Drawdowns
ACWI.L vs. IMID.L - Drawdown Comparison
The maximum ACWI.L drawdown since its inception was -41.43%, which is greater than IMID.L's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for ACWI.L and IMID.L.
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Volatility
ACWI.L vs. IMID.L - Volatility Comparison
SPDR MSCI ACWI UCITS ETF (ACWI.L) and SPDR MSCI ACWI IMI (IMID.L) have volatilities of 2.83% and 2.81%, 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.
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