ACWL.L vs. IVV
Compare and contrast key facts about Lyxor MSCI All Country World UCITS ETF (ACWL.L) and iShares Core S&P 500 ETF (IVV).
ACWL.L and IVV 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. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000. Both ACWL.L and IVV 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 IVV.
Key characteristics
| ACWL.L | IVV | |
|---|---|---|
| YTD Return | 9.64% | 9.97% |
| 1Y Return | 21.69% | 28.55% |
| 3Y Return (Ann) | 13.89% | 9.44% |
| 5Y Return (Ann) | 26.21% | 14.74% |
| Sharpe Ratio | 2.13 | 2.46 |
| Daily Std Dev | 10.24% | 11.56% |
| Max Drawdown | -16.03% | -55.25% |
| Current Drawdown | -0.23% | -0.41% |
Correlation
The correlation between ACWL.L and IVV is 0.26, 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.
Performance
ACWL.L vs. IVV - Performance Comparison
The year-to-date returns for both investments are quite close, with ACWL.L having a 9.64% return and IVV slightly higher at 9.97%. 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. IVV - Expense Ratio Comparison
ACWL.L has a 0.45% expense ratio, which is higher than IVV's 0.03% expense ratio.
Risk-Adjusted Performance
ACWL.L vs. IVV - 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 iShares Core S&P 500 ETF (IVV). 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. IVV - Dividend Comparison
ACWL.L has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.32%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVV iShares Core S&P 500 ETF | 1.32% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
ACWL.L vs. IVV - Drawdown Comparison
The maximum ACWL.L drawdown since its inception was -16.03%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ACWL.L and IVV. For additional features, visit the drawdowns tool.
Volatility
ACWL.L vs. IVV - Volatility Comparison
Lyxor MSCI All Country World UCITS ETF (ACWL.L) has a higher volatility of 4.56% compared to iShares Core S&P 500 ETF (IVV) at 3.35%. This indicates that ACWL.L's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.