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ACWU.L vs. ACWL.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACWU.LACWL.L
YTD Return13.19%9.79%
1Y Return20.93%15.57%
3Y Return (Ann)5.56%8.59%
5Y Return (Ann)16.43%20.91%
Sharpe Ratio1.841.54
Daily Std Dev11.93%10.20%
Max Drawdown-33.80%-16.03%
Current Drawdown-1.97%-2.85%

Correlation

-0.50.00.51.00.5

The correlation between ACWU.L and ACWL.L is 0.46, 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. ACWL.L - Performance Comparison

In the year-to-date period, ACWU.L achieves a 13.19% return, which is significantly higher than ACWL.L's 9.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.20%
8.24%
ACWU.L
ACWL.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Lyxor MSCI All Country World UCITS C-USD

Lyxor MSCI All Country World UCITS ETF

ACWU.L vs. ACWL.L - Expense Ratio Comparison

Both ACWU.L and ACWL.L have an expense ratio of 0.45%.


ACWU.L
Lyxor MSCI All Country World UCITS C-USD
Expense ratio chart for ACWU.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for ACWL.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

ACWU.L vs. ACWL.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 Lyxor MSCI All Country World UCITS ETF (ACWL.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.


ACWU.L
Sharpe ratio
The chart of Sharpe ratio for ACWU.L, currently valued at 1.84, compared to the broader market0.002.004.001.84
Sortino ratio
The chart of Sortino ratio for ACWU.L, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.0012.002.58
Omega ratio
The chart of Omega ratio for ACWU.L, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.34
Calmar ratio
The chart of Calmar ratio for ACWU.L, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.54
Martin ratio
The chart of Martin ratio for ACWU.L, currently valued at 8.95, compared to the broader market0.0020.0040.0060.0080.00100.008.95
ACWL.L
Sharpe ratio
The chart of Sharpe ratio for ACWL.L, currently valued at 1.80, compared to the broader market0.002.004.001.80
Sortino ratio
The chart of Sortino ratio for ACWL.L, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.0010.0012.002.53
Omega ratio
The chart of Omega ratio for ACWL.L, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.34
Calmar ratio
The chart of Calmar ratio for ACWL.L, currently valued at 1.53, compared to the broader market0.005.0010.0015.001.53
Martin ratio
The chart of Martin ratio for ACWL.L, currently valued at 8.35, compared to the broader market0.0020.0040.0060.0080.00100.008.35

ACWU.L vs. ACWL.L - Sharpe Ratio Comparison

The current ACWU.L Sharpe Ratio is 1.84, which roughly equals the ACWL.L Sharpe Ratio of 1.54. The chart below compares the 12-month rolling Sharpe Ratio of ACWU.L and ACWL.L.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
1.84
1.80
ACWU.L
ACWL.L

Dividends

ACWU.L vs. ACWL.L - Dividend Comparison

Neither ACWU.L nor ACWL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACWU.L vs. ACWL.L - Drawdown Comparison

The maximum ACWU.L drawdown since its inception was -33.80%, which is greater than ACWL.L's maximum drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for ACWU.L and ACWL.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.97%
-2.00%
ACWU.L
ACWL.L

Volatility

ACWU.L vs. ACWL.L - Volatility Comparison

Lyxor MSCI All Country World UCITS C-USD (ACWU.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.L) have volatilities of 3.28% and 3.33%, 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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
3.28%
3.33%
ACWU.L
ACWL.L