PortfoliosLab logoPortfoliosLab logo
ACWU.L vs. INFR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWU.L vs. INFR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI All Country World UCITS C-USD (ACWU.L) and iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ACWU.L is traded in USD, while INFR.L is traded in GBp. To make them comparable, the INFR.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ACWU.L achieves a 11.52% return, which is significantly higher than INFR.L's 9.25% return. Over the past 10 years, ACWU.L has outperformed INFR.L with an annualized return of 12.61%, while INFR.L has yielded a comparatively lower 7.87% 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%

INFR.L

1D
-1.19%
1M
-3.06%
YTD
9.25%
6M
9.24%
1Y
15.19%
3Y*
12.15%
5Y*
6.48%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWU.L vs. INFR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
9.25%13.90%9.63%0.06%-5.54%18.46%-1.78%25.66%-1.52%15.44%

Correlation

The correlation between ACWU.L and INFR.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2014

0.28

The correlation between ACWU.L and INFR.L shifts across timeframes, from 0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

ACWU.L vs. INFR.L - Sectors Allocation Comparison


Sectors
ACWU.L
INFR.L

Technology

29.3%
0.7%

Financial Services

16.2%
0.0%

Industrials

10.9%
20.8%

Consumer Cyclical

9.3%

-

Communication Services

9.0%
1.0%

Healthcare

8.1%

-

Consumer Defensive

5.0%

-

Energy

4.2%
16.4%

Basic Materials

3.7%

-

Utilities

2.6%
56.0%

Real Estate

1.8%
5.0%

Technology

ACWU.L
29.3%
INFR.L
0.7%

Financial Services

ACWU.L
16.2%
INFR.L
0.0%

Industrials

ACWU.L
10.9%
INFR.L
20.8%

Consumer Cyclical

ACWU.L
9.3%
INFR.L

-

Communication Services

ACWU.L
9.0%
INFR.L
1.0%

Healthcare

ACWU.L
8.1%
INFR.L

-

Consumer Defensive

ACWU.L
5.0%
INFR.L

-

Energy

ACWU.L
4.2%
INFR.L
16.4%

Basic Materials

ACWU.L
3.7%
INFR.L

-

Utilities

ACWU.L
2.6%
INFR.L
56.0%

Real Estate

ACWU.L
1.8%
INFR.L
5.0%

Compare stocks, funds, or ETFs

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


Return for Risk

ACWU.L vs. INFR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACWU.L
ACWU.L Risk / Return Rank: 7171
Overall Rank
ACWU.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ACWU.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ACWU.L Omega Ratio Rank: 7272
Omega Ratio Rank
ACWU.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
ACWU.L Martin Ratio Rank: 7272
Martin Ratio Rank

INFR.L
INFR.L Risk / Return Rank: 4949
Overall Rank
INFR.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
INFR.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
INFR.L Omega Ratio Rank: 4242
Omega Ratio Rank
INFR.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
INFR.L Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACWU.L vs. INFR.L - 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 iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.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.LINFR.LDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.42

1.26

+0.17

Calmar ratioReturn relative to maximum drawdown

3.16

2.95

+0.21

Martin ratioReturn relative to average drawdown

13.36

8.36

+4.99

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

The current ACWU.L Sharpe Ratio is 2.27, which is higher than the INFR.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of ACWU.L and INFR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ACWU.LINFR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

1.44

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.47

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

0.53

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.32

+0.58

Drawdowns

ACWU.L vs. INFR.L - Drawdown Comparison

The maximum ACWU.L drawdown since its inception was -33.80%, smaller than the maximum INFR.L drawdown of -48.40%. Use the drawdown chart below to compare losses from any high point for ACWU.L and INFR.L.


Loading charts...

Drawdown Indicators


ACWU.LINFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-48.40%

+14.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-5.13%

-3.81%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

-14.58%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.08%

-21.88%

-4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

-34.60%

+0.80%

Current Drawdown

Current decline from peak

-0.80%

-3.68%

+2.88%

Average Drawdown

Average peak-to-trough decline

-4.78%

-9.57%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.81%

+0.31%

Volatility

ACWU.L vs. INFR.L - Volatility Comparison

Lyxor MSCI All Country World UCITS C-USD (ACWU.L) has a higher volatility of 3.88% compared to iShares Global Infrastructure UCITS ETF USD (Dist) (INFR.L) at 3.57%. This indicates that ACWU.L's price experiences larger fluctuations and is considered to be riskier than INFR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ACWU.LINFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.57%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

8.67%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

10.51%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

13.70%

+5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.45%

14.79%

+6.66%

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

ACWU.L has a 0.45% expense ratio, which is lower than INFR.L's 0.65% expense ratio.


Dividends

ACWU.L vs. INFR.L - Dividend Comparison

ACWU.L has not paid dividends to shareholders, while INFR.L's dividend yield for the trailing twelve months is around 2.82%.


PositionTTM20252024202320222021202020192018201720162015
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%
INFR.L
iShares Global Infrastructure UCITS ETF USD (Dist)
2.82%2.97%2.96%3.02%2.54%2.60%2.84%2.70%2.99%3.51%3.45%4.75%

Frequently Asked Questions


ACWU.L and INFR.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACWU.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWU.L is cheaper with a 0.45% expense ratio, compared with 0.65% for INFR.L.

ACWU.L is categorized as Global Equities, while INFR.L is Utilities Equities. ACWU.L tracks MSCI ACWI NR USD, while INFR.L tracks FTSE Global Core Infrastructure Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for ACWU.L and 0.65% for INFR.L.

Portfolio Optimizer

Find the right allocation for ACWU.L and INFR.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer