ACWL.L vs. BKIE
Compare and contrast key facts about Lyxor MSCI All Country World UCITS ETF (ACWL.L) and BNY Mellon International Equity ETF (BKIE).
ACWL.L and BKIE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACWL.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 8, 2018. BKIE is a passively managed fund by The Bank of New York Mellon Corp. that tracks the performance of the Morningstar Developed Markets ex-US Large Cap Index. It was launched on Apr 24, 2020. Both ACWL.L and BKIE 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: ACWL.L or BKIE.
Key characteristics
| ACWL.L | BKIE | |
|---|---|---|
| YTD Return | 18.95% | 6.40% |
| 1Y Return | 25.02% | 17.15% |
| 3Y Return (Ann) | 9.86% | 2.39% |
| Sharpe Ratio | 2.59 | 1.35 |
| Sortino Ratio | 3.59 | 1.94 |
| Omega Ratio | 1.49 | 1.24 |
| Calmar Ratio | 4.03 | 1.98 |
| Martin Ratio | 17.97 | 7.52 |
| Ulcer Index | 1.42% | 2.33% |
| Daily Std Dev | 9.87% | 12.96% |
| Max Drawdown | -16.03% | -28.19% |
| Current Drawdown | 0.00% | -6.70% |
Correlation
The correlation between ACWL.L and BKIE is 0.47, 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.
Performance
ACWL.L vs. BKIE - Performance Comparison
In the year-to-date period, ACWL.L achieves a 18.95% return, which is significantly higher than BKIE's 6.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ACWL.L vs. BKIE - Expense Ratio Comparison
ACWL.L has a 0.45% expense ratio, which is higher than BKIE's 0.04% expense ratio.
Risk-Adjusted Performance
ACWL.L vs. BKIE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI All Country World UCITS ETF (ACWL.L) and BNY Mellon International Equity ETF (BKIE). 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.
Dividends
ACWL.L vs. BKIE - Dividend Comparison
ACWL.L has not paid dividends to shareholders, while BKIE's dividend yield for the trailing twelve months is around 2.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
ACWL.L Lyxor MSCI All Country World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BKIE BNY Mellon International Equity ETF | 2.87% | 2.88% | 2.97% | 2.58% | 1.49% |
Drawdowns
ACWL.L vs. BKIE - Drawdown Comparison
The maximum ACWL.L drawdown since its inception was -16.03%, smaller than the maximum BKIE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for ACWL.L and BKIE. For additional features, visit the drawdowns tool.
Volatility
ACWL.L vs. BKIE - Volatility Comparison
The current volatility for Lyxor MSCI All Country World UCITS ETF (ACWL.L) is 2.97%, while BNY Mellon International Equity ETF (BKIE) has a volatility of 3.79%. This indicates that ACWL.L experiences smaller price fluctuations and is considered to be less risky than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.