ACWU.L vs. ACWI
Compare and contrast key facts about Lyxor MSCI All Country World UCITS C-USD (ACWU.L) and iShares MSCI ACWI ETF (ACWI).
ACWU.L and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACWU.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. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both ACWU.L and ACWI 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: ACWU.L or ACWI.
Key characteristics
| ACWU.L | ACWI | |
|---|---|---|
| YTD Return | 15.29% | 15.10% |
| 1Y Return | 22.76% | 22.16% |
| 3Y Return (Ann) | 6.77% | 5.61% |
| 5Y Return (Ann) | 17.11% | 12.04% |
| Sharpe Ratio | 1.92 | 1.88 |
| Daily Std Dev | 11.82% | 11.92% |
| Max Drawdown | -33.80% | -56.00% |
| Current Drawdown | -0.03% | -0.63% |
Correlation
The correlation between ACWU.L and ACWI is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ACWU.L vs. ACWI - Performance Comparison
The year-to-date returns for both stocks are quite close, with ACWU.L having a 15.29% return and ACWI slightly lower at 15.10%. 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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ACWU.L vs. ACWI - Expense Ratio Comparison
ACWU.L has a 0.45% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Risk-Adjusted Performance
ACWU.L vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI All Country World UCITS C-USD (ACWU.L) and iShares MSCI ACWI ETF (ACWI). 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
ACWU.L vs. ACWI - Dividend Comparison
ACWU.L has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.63%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWU.L Lyxor MSCI All Country World UCITS C-USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.63% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
ACWU.L vs. ACWI - Drawdown Comparison
The maximum ACWU.L drawdown since its inception was -33.80%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ACWU.L and ACWI. For additional features, visit the drawdowns tool.
Volatility
ACWU.L vs. ACWI - Volatility Comparison
The current volatility for Lyxor MSCI All Country World UCITS C-USD (ACWU.L) is 4.96%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.38%. This indicates that ACWU.L experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.