ACWL.L vs. ^AW01
Compare and contrast key facts about Lyxor MSCI All Country World UCITS ETF (ACWL.L) and FTSE All World (^AW01).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWL.L or ^AW01.
Key characteristics
| ACWL.L | ^AW01 | |
|---|---|---|
| YTD Return | 9.64% | 7.91% |
| 1Y Return | 21.69% | 20.29% |
| 3Y Return (Ann) | 13.89% | 3.78% |
| 5Y Return (Ann) | 26.21% | 8.70% |
| Sharpe Ratio | 2.13 | 2.08 |
| Daily Std Dev | 10.24% | 9.70% |
| Max Drawdown | -16.03% | -59.48% |
| Current Drawdown | -0.23% | 0.00% |
Correlation
The correlation between ACWL.L and ^AW01 is 0.32, 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. ^AW01 - Performance Comparison
In the year-to-date period, ACWL.L achieves a 9.64% return, which is significantly higher than ^AW01's 7.91% 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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Risk-Adjusted Performance
ACWL.L vs. ^AW01 - 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 FTSE All World (^AW01). 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.
Drawdowns
ACWL.L vs. ^AW01 - Drawdown Comparison
The maximum ACWL.L drawdown since its inception was -16.03%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for ACWL.L and ^AW01. For additional features, visit the drawdowns tool.
Volatility
ACWL.L vs. ^AW01 - Volatility Comparison
Lyxor MSCI All Country World UCITS ETF (ACWL.L) has a higher volatility of 4.56% compared to FTSE All World (^AW01) at 2.99%. This indicates that ACWL.L's price experiences larger fluctuations and is considered to be riskier than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.