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ACWU.L vs. MWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ACWU.L vs. MWRD.L

Last updated Jun 5, 2026

ACWU.L (Lyxor MSCI All Country World UCITS C-USD) and MWRD.L (Amundi Index MSCI World) are both Global Equities funds from Amundi tracking the MSCI ACWI NR USD. Both are passively managed. At a 0.39 correlation, their price movements are largely independent. ACWU.L charges 0.45%/yr vs 0.08%/yr for MWRD.L.

Performance

ACWU.L vs. MWRD.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 Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

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%

MWRD.L

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWU.L vs. MWRD.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%10.48%
MWRD.L
Amundi Index MSCI World		0.00%0.00%-1.64%23.69%-18.69%22.97%15.27%28.71%-9.87%10.61%

Correlation

The correlation between ACWU.L and MWRD.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.21

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.39

The correlation between ACWU.L and MWRD.L shifts across timeframes, from 0.21 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

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

Sectors
ACWU.L
MWRD.L

Technology

29.3%
24.7%

Financial Services

16.2%
14.7%

Industrials

10.9%
10.6%

Consumer Cyclical

9.3%
10.5%

Communication Services

9.0%
7.5%

Healthcare

8.1%
12.4%

Consumer Defensive

5.0%
6.7%

Energy

4.2%
4.4%

Basic Materials

3.7%
3.8%

Utilities

2.6%
2.4%

Real Estate

1.8%
2.4%

Technology

ACWU.L
29.3%
MWRD.L
24.7%

Financial Services

ACWU.L
16.2%
MWRD.L
14.7%

Industrials

ACWU.L
10.9%
MWRD.L
10.6%

Consumer Cyclical

ACWU.L
9.3%
MWRD.L
10.5%

Communication Services

ACWU.L
9.0%
MWRD.L
7.5%

Healthcare

ACWU.L
8.1%
MWRD.L
12.4%

Consumer Defensive

ACWU.L
5.0%
MWRD.L
6.7%

Energy

ACWU.L
4.2%
MWRD.L
4.4%

Basic Materials

ACWU.L
3.7%
MWRD.L
3.8%

Utilities

ACWU.L
2.6%
MWRD.L
2.4%

Real Estate

ACWU.L
1.8%
MWRD.L
2.4%

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Lyxor MSCI All Country World UCITS C-USD

Amundi Index MSCI World

Often compared with ACWU.L:
ACWU.L vs. SCHDACWU.L vs. ACWIACWU.L vs. ACWI.LACWU.L vs. ACWL.LACWU.L vs. FTECACWU.L vs. VTIACWU.L vs. ^GSPC
Often compared with MWRD.L:
MWRD.L vs. BRK-BMWRD.L vs. IWDA.ASMWRD.L vs. URTHMWRD.L vs. SWDA.LMWRD.L vs. JEPIMWRD.L vs. ACWIMWRD.L vs. 36BZ.DE

Return for Risk

ACWU.L vs. MWRD.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
MWRD.L
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. MWRD.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 Amundi Index MSCI World (MWRD.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.LMWRD.LDifference
Sharpe ratioReturn per unit of total volatility
2.27

—

—

Sortino ratioReturn per unit of downside risk
3.32

—

—

Omega ratioGain probability vs. loss probability

1.42

—

—

Calmar ratioReturn relative to maximum drawdown

3.16

—

—

Martin ratioReturn relative to average drawdown

13.36

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

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Sharpe Ratios by Period

ACWU.LMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

—

—

Drawdowns

ACWU.L vs. MWRD.L - Drawdown Comparison

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Drawdown Indicators

ACWU.LMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-26.08%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

—

—

Current Drawdown

Current decline from peak

-0.80%

—

—

Average Drawdown

Average peak-to-trough decline

-4.78%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

—

—

Volatility

ACWU.L vs. MWRD.L - Volatility Comparison

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Volatility by Period

ACWU.LMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.45%

—

—

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

ACWU.L has a 0.45% expense ratio, which is higher than MWRD.L's 0.08% expense ratio.

Dividends

ACWU.L vs. MWRD.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

ACWU.L and MWRD.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWRD.L is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWRD.L is cheaper with a 0.08% expense ratio, compared with 0.45% for ACWU.L.

Both ETFs track MSCI ACWI NR USD. Their fees differ too: 0.45% for ACWU.L and 0.08% for MWRD.L.

Portfolio Optimizer

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