ACWU.L vs. ACWI.L
Compare and contrast key facts about Lyxor MSCI All Country World UCITS C-USD (ACWU.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L).
ACWU.L and ACWI.L 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.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011. Both ACWU.L and ACWI.L 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.L.
Key characteristics
| ACWU.L | ACWI.L | |
|---|---|---|
| YTD Return | 15.33% | 11.12% |
| 1Y Return | 26.37% | 20.07% |
| 3Y Return (Ann) | 6.81% | 7.30% |
| 5Y Return (Ann) | 17.42% | 10.56% |
| Sharpe Ratio | 2.19 | 1.99 |
| Daily Std Dev | 12.03% | 10.07% |
| Max Drawdown | -33.80% | -41.43% |
| Current Drawdown | 0.00% | -1.76% |
Correlation
The correlation between ACWU.L and ACWI.L is 0.57, 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.L - Performance Comparison
In the year-to-date period, ACWU.L achieves a 15.33% return, which is significantly higher than ACWI.L's 11.12% 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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ACWU.L vs. ACWI.L - Expense Ratio Comparison
ACWU.L has a 0.45% expense ratio, which is higher than ACWI.L's 0.40% expense ratio.
Risk-Adjusted Performance
ACWU.L vs. ACWI.L - 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 SPDR MSCI ACWI UCITS ETF (ACWI.L). 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.L - Dividend Comparison
Neither ACWU.L nor ACWI.L has paid dividends to shareholders.
Drawdowns
ACWU.L vs. ACWI.L - Drawdown Comparison
The maximum ACWU.L drawdown since its inception was -33.80%, smaller than the maximum ACWI.L drawdown of -41.43%. Use the drawdown chart below to compare losses from any high point for ACWU.L and ACWI.L. For additional features, visit the drawdowns tool.
Volatility
ACWU.L vs. ACWI.L - Volatility Comparison
Lyxor MSCI All Country World UCITS C-USD (ACWU.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L) have volatilities of 5.13% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.