ACWU.L vs. ^GSPC
ACWU.L (Lyxor MSCI All Country World UCITS C-USD) is Global Equities fund tracking the MSCI ACWI NR USD, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ACWU.L returned 12.61%/yr vs 13.65%/yr for ^GSPC. At a 0.34 correlation, their price movements are largely independent.
Performance
ACWU.L vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, ACWU.L achieves a 11.52% return, which is significantly higher than ^GSPC's 10.79% return. Over the past 10 years, ACWU.L has underperformed ^GSPC with an annualized return of 12.61%, while ^GSPC has yielded a comparatively higher 13.65% annualized return.
ACWU.L
- 1D
- -0.20%
- 1M
- 4.16%
- YTD
- 11.52%
- 6M
- 12.86%
- 1Y
- 28.39%
- 3Y*
- 20.98%
- 5Y*
- 11.12%
- 10Y*
- 12.61%
^GSPC
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
ACWU.L vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACWU.L Lyxor MSCI All Country World UCITS C-USD | 11.52% | 22.66% | 17.03% | 21.98% | -18.69% | 19.16% | 16.15% | 26.85% | -10.03% | 23.31% |
^GSPC S&P 500 Index | 10.79% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between ACWU.L and ^GSPC is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2014 | 0.34 |
Over the past year, ACWU.L and ^GSPC have become more correlated (0.68) than their long-term average of 0.34, meaning their price movements have been converging.
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Return for Risk
ACWU.L vs. ^GSPC — Risk / Return Rank
ACWU.L
^GSPC
ACWU.L vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI All Country World UCITS C-USD (ACWU.L) and S&P 500 Index (^GSPC). 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.
| ACWU.L | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 2.98 | +0.18 |
| Martin ratioReturn relative to average drawdown | 13.36 | 13.78 | -0.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACWU.L | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.28 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.74 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.76 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.47 | +0.42 |
Drawdowns
ACWU.L vs. ^GSPC - Drawdown Comparison
The maximum ACWU.L drawdown since its inception was -33.80%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ACWU.L and ^GSPC.
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Drawdown Indicators
| ACWU.L | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.80% | -56.78% | +22.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -9.10% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -18.90% | +1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -26.08% | -25.43% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | -33.80% | -33.92% | +0.12% |
Current DrawdownCurrent decline from peak | -0.80% | -0.33% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -10.72% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.97% | +0.15% |
Volatility
ACWU.L vs. ^GSPC - Volatility Comparison
Lyxor MSCI All Country World UCITS C-USD (ACWU.L) has a higher volatility of 3.88% compared to S&P 500 Index (^GSPC) at 2.88%. This indicates that ACWU.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACWU.L | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 2.88% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 9.00% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 11.89% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 16.90% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.45% | 18.06% | +3.39% |
Frequently Asked Questions
ACWU.L and ^GSPC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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