Correlation
The correlation between ACWI.L and IWDA.L is 0.58, 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. IWDA.L
Compare and contrast key facts about SPDR MSCI ACWI UCITS ETF (ACWI.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
ACWI.L and IWDA.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. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both ACWI.L and IWDA.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 IWDA.L.
Performance
ACWI.L vs. IWDA.L - Performance Comparison
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Key characteristics
ACWI.L:
0.59
IWDA.L:
0.92
ACWI.L:
0.81
IWDA.L:
1.17
ACWI.L:
1.12
IWDA.L:
1.17
ACWI.L:
0.44
IWDA.L:
0.80
ACWI.L:
1.52
IWDA.L:
3.45
ACWI.L:
5.26%
IWDA.L:
3.92%
ACWI.L:
14.88%
IWDA.L:
16.52%
ACWI.L:
-41.43%
IWDA.L:
-34.11%
ACWI.L:
-5.05%
IWDA.L:
0.00%
Returns By Period
In the year-to-date period, ACWI.L achieves a -0.51% return, which is significantly lower than IWDA.L's 6.54% return. Over the past 10 years, ACWI.L has outperformed IWDA.L with an annualized return of 11.17%, while IWDA.L has yielded a comparatively lower 10.30% annualized return.
ACWI.L
-0.51%
1.85%
-1.84%
8.78%
11.63%
11.93%
11.17%
IWDA.L
6.54%
4.46%
3.39%
15.27%
16.18%
14.59%
10.30%
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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.
Risk-Adjusted Performance
ACWI.L vs. IWDA.L — Risk-Adjusted Performance Rank
ACWI.L
IWDA.L
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.
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Dividends
ACWI.L vs. IWDA.L - Dividend Comparison
Neither ACWI.L nor IWDA.L has paid dividends to shareholders.
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.
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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 2.76% and 2.71%, 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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