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ACWL.L vs. INFR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWL.L vs. INFR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI All Country World UCITS ETF (ACWL.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACWL.L achieves a 12.44% return, which is significantly higher than INFR.L's 10.90% return. Over the past 10 years, ACWL.L has outperformed INFR.L with an annualized return of 13.73%, while INFR.L has yielded a comparatively lower 8.92% annualized return.


ACWL.L

1D
-0.29%
1M
6.05%
YTD
12.44%
6M
12.71%
1Y
30.24%
3Y*
18.94%
5Y*
12.39%
10Y*
13.73%

INFR.L

1D
1.36%
1M
-0.94%
YTD
10.90%
6M
10.08%
1Y
17.53%
3Y*
10.01%
5Y*
7.88%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWL.L vs. INFR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACWL.L
Lyxor MSCI All Country World UCITS ETF
12.44%13.63%21.43%13.09%-8.59%20.41%9.74%18.01%2.02%11.14%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
10.90%5.90%11.49%-4.96%5.77%19.54%-4.70%20.82%4.39%5.41%

Correlation

The correlation between ACWL.L and INFR.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2015

0.12

ACWL.L vs. INFR.L - Sectors Allocation Comparison


Sectors
ACWL.L
INFR.L

Technology

29.3%
0.7%

Financial Services

16.2%
0.0%

Industrials

10.9%
20.8%

Consumer Cyclical

9.3%

-

Communication Services

9.0%
1.0%

Healthcare

8.1%

-

Consumer Defensive

5.0%

-

Energy

4.2%
16.4%

Basic Materials

3.7%

-

Utilities

2.6%
56.0%

Real Estate

1.8%
5.0%

Technology

ACWL.L
29.3%
INFR.L
0.7%

Financial Services

ACWL.L
16.2%
INFR.L
0.0%

Industrials

ACWL.L
10.9%
INFR.L
20.8%

Consumer Cyclical

ACWL.L
9.3%
INFR.L

-

Communication Services

ACWL.L
9.0%
INFR.L
1.0%

Healthcare

ACWL.L
8.1%
INFR.L

-

Consumer Defensive

ACWL.L
5.0%
INFR.L

-

Energy

ACWL.L
4.2%
INFR.L
16.4%

Basic Materials

ACWL.L
3.7%
INFR.L

-

Utilities

ACWL.L
2.6%
INFR.L
56.0%

Real Estate

ACWL.L
1.8%
INFR.L
5.0%

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Return for Risk

ACWL.L vs. INFR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACWL.L
ACWL.L Risk / Return Rank: 8787
Overall Rank
ACWL.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ACWL.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
ACWL.L Omega Ratio Rank: 9090
Omega Ratio Rank
ACWL.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
ACWL.L Martin Ratio Rank: 8585
Martin Ratio Rank

INFR.L
INFR.L Risk / Return Rank: 5353
Overall Rank
INFR.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
INFR.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
INFR.L Omega Ratio Rank: 4646
Omega Ratio Rank
INFR.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
INFR.L Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACWL.L vs. INFR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI All Country World UCITS ETF (ACWL.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.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.


ACWL.LINFR.LDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.59

1.29

+0.30

Calmar ratioReturn relative to maximum drawdown

4.26

3.37

+0.90

Martin ratioReturn relative to average drawdown

17.67

8.61

+9.06

ACWL.L vs. INFR.L - Sharpe Ratio Comparison

The current ACWL.L Sharpe Ratio is 3.06, which is higher than the INFR.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ACWL.L and INFR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ACWL.LINFR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

1.68

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.90

0.64

+1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.61

0.63

+1.97

Sharpe Ratio (All Time)

Calculated using the full available price history

2.36

0.52

+1.84

Drawdowns

ACWL.L vs. INFR.L - Drawdown Comparison

The maximum ACWL.L drawdown since its inception was -18.15%, smaller than the maximum INFR.L drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for ACWL.L and INFR.L.


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Drawdown Indicators


ACWL.LINFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-34.25%

+16.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-5.19%

-1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.15%

-11.08%

-7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-22.87%

+4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-18.15%

-26.75%

+8.60%

Current Drawdown

Current decline from peak

-0.29%

-2.49%

+2.20%

Average Drawdown

Average peak-to-trough decline

-2.44%

-6.12%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.03%

-0.32%

Volatility

ACWL.L vs. INFR.L - Volatility Comparison

The current volatility for Lyxor MSCI All Country World UCITS ETF (ACWL.L) is 2.64%, while iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L) has a volatility of 3.73%. This indicates that ACWL.L experiences smaller price fluctuations and is considered to be less risky than INFR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACWL.LINFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

3.73%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.02%

8.85%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

9.88%

10.42%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

12.25%

+4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.34%

14.09%

+9.25%

ACWL.L vs. INFR.L - Expense Ratio Comparison

ACWL.L has a 0.45% expense ratio, which is lower than INFR.L's 0.65% expense ratio.


Dividends

ACWL.L vs. INFR.L - Dividend Comparison

ACWL.L has not paid dividends to shareholders, while INFR.L's dividend yield for the trailing twelve months is around 2.78%.


PositionTTM20252024202320222021202020192018201720162015
ACWL.L
Lyxor MSCI All Country World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.78%2.97%2.96%3.02%2.54%2.60%2.84%2.70%2.99%3.51%3.45%4.75%

Frequently Asked Questions


ACWL.L and INFR.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACWL.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWL.L is cheaper with a 0.45% expense ratio, compared with 0.65% for INFR.L.

ACWL.L is categorized as Global Equities, while INFR.L is Utilities Equities. ACWL.L tracks MSCI ACWI NR USD, while INFR.L tracks FTSE Global Core Infrastructure Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for ACWL.L and 0.65% for INFR.L.

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