ACWL.L vs. VT
Compare and contrast key facts about Lyxor MSCI All Country World UCITS ETF (ACWL.L) and Vanguard Total World Stock ETF (VT).
ACWL.L and VT 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. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both ACWL.L and VT 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 VT.
Key characteristics
| ACWL.L | VT | |
|---|---|---|
| YTD Return | 18.95% | 18.68% |
| 1Y Return | 25.02% | 29.94% |
| 3Y Return (Ann) | 9.86% | 5.69% |
| 5Y Return (Ann) | 22.84% | 11.38% |
| Sharpe Ratio | 2.59 | 2.54 |
| Sortino Ratio | 3.59 | 3.47 |
| Omega Ratio | 1.49 | 1.46 |
| Calmar Ratio | 4.03 | 3.17 |
| Martin Ratio | 17.97 | 16.70 |
| Ulcer Index | 1.42% | 1.79% |
| Daily Std Dev | 9.87% | 11.78% |
| Max Drawdown | -16.03% | -50.27% |
| Current Drawdown | 0.00% | -0.96% |
Correlation
The correlation between ACWL.L and VT is 0.31, 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. VT - Performance Comparison
The year-to-date returns for both stocks are quite close, with ACWL.L having a 18.95% return and VT slightly lower at 18.68%. 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. VT - Expense Ratio Comparison
ACWL.L has a 0.45% expense ratio, which is higher than VT's 0.07% expense ratio.
Risk-Adjusted Performance
ACWL.L vs. VT - 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 Vanguard Total World Stock ETF (VT). 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. VT - Dividend Comparison
ACWL.L has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.84%.
| 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% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
ACWL.L vs. VT - Drawdown Comparison
The maximum ACWL.L drawdown since its inception was -16.03%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ACWL.L and VT. For additional features, visit the drawdowns tool.
Volatility
ACWL.L vs. VT - Volatility Comparison
The current volatility for Lyxor MSCI All Country World UCITS ETF (ACWL.L) is 2.97%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.31%. This indicates that ACWL.L experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.