PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACWI.L vs. IWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACWI.LIWDA.L
YTD Return10.74%12.92%
1Y Return17.09%18.85%
3Y Return (Ann)7.97%7.56%
5Y Return (Ann)9.91%11.87%
10Y Return (Ann)11.57%9.33%
Sharpe Ratio1.841.69
Daily Std Dev9.25%11.19%
Max Drawdown-41.43%-34.11%
Current Drawdown-2.10%-2.30%

Correlation

-0.50.00.51.00.8

The correlation between ACWI.L and IWDA.L is 0.84, 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.

Performance

ACWI.L vs. IWDA.L - Performance Comparison

In the year-to-date period, ACWI.L achieves a 10.74% return, which is significantly lower than IWDA.L's 12.92% return. Over the past 10 years, ACWI.L has outperformed IWDA.L with an annualized return of 11.57%, while IWDA.L has yielded a comparatively lower 9.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


180.00%200.00%220.00%240.00%260.00%280.00%FebruaryMarchAprilMayJuneJuly
218.59%
266.26%
ACWI.L
IWDA.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR MSCI ACWI UCITS ETF

iShares Core MSCI World UCITS ETF USD (Acc)

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

ACWI.L has a 0.40% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.


ACWI.L
SPDR MSCI ACWI UCITS ETF
Expense ratio chart for ACWI.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for IWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

ACWI.L vs. IWDA.L - 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 MSCI World UCITS ETF USD (Acc) (IWDA.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.L
Sharpe ratio
The chart of Sharpe ratio for ACWI.L, currently valued at 1.59, compared to the broader market0.002.004.006.001.59
Sortino ratio
The chart of Sortino ratio for ACWI.L, currently valued at 2.41, compared to the broader market0.005.0010.0015.002.41
Omega ratio
The chart of Omega ratio for ACWI.L, currently valued at 1.29, compared to the broader market1.002.003.001.29
Calmar ratio
The chart of Calmar ratio for ACWI.L, currently valued at 1.24, compared to the broader market0.005.0010.0015.0020.001.24
Martin ratio
The chart of Martin ratio for ACWI.L, currently valued at 5.09, compared to the broader market0.0050.00100.00150.005.09
IWDA.L
Sharpe ratio
The chart of Sharpe ratio for IWDA.L, currently valued at 1.69, compared to the broader market0.002.004.006.001.69
Sortino ratio
The chart of Sortino ratio for IWDA.L, currently valued at 2.53, compared to the broader market0.005.0010.0015.002.53
Omega ratio
The chart of Omega ratio for IWDA.L, currently valued at 1.31, compared to the broader market1.002.003.001.31
Calmar ratio
The chart of Calmar ratio for IWDA.L, currently valued at 1.48, compared to the broader market0.005.0010.0015.0020.001.48
Martin ratio
The chart of Martin ratio for IWDA.L, currently valued at 5.93, compared to the broader market0.0050.00100.00150.005.93

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

The current ACWI.L Sharpe Ratio is 1.84, which roughly equals the IWDA.L Sharpe Ratio of 1.69. The chart below compares the 12-month rolling Sharpe Ratio of ACWI.L and IWDA.L.


Rolling 12-month Sharpe Ratio1.001.502.002.50FebruaryMarchAprilMayJuneJuly
1.59
1.69
ACWI.L
IWDA.L

Dividends

ACWI.L vs. IWDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ACWI.L vs. IWDA.L - Drawdown Comparison

The maximum ACWI.L drawdown since its inception was -41.43%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for ACWI.L and IWDA.L. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.48%
-2.30%
ACWI.L
IWDA.L

Volatility

ACWI.L vs. IWDA.L - Volatility Comparison

SPDR MSCI ACWI UCITS ETF (ACWI.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) have volatilities of 2.28% and 2.37%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
2.28%
2.37%
ACWI.L
IWDA.L