ACWU.L vs. SCHD
Compare and contrast key facts about Lyxor MSCI All Country World UCITS C-USD (ACWU.L) and Schwab US Dividend Equity ETF (SCHD).
ACWU.L and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both ACWU.L and SCHD 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 SCHD.
Key characteristics
| ACWU.L | SCHD | |
|---|---|---|
| YTD Return | 18.94% | 16.66% |
| 1Y Return | 32.20% | 28.22% |
| 3Y Return (Ann) | 8.64% | 7.50% |
| 5Y Return (Ann) | 16.75% | 13.48% |
| Sharpe Ratio | 3.09 | 2.34 |
| Sortino Ratio | 4.39 | 3.35 |
| Omega Ratio | 1.57 | 1.41 |
| Calmar Ratio | 2.48 | 2.05 |
| Martin Ratio | 20.33 | 13.15 |
| Ulcer Index | 1.74% | 2.06% |
| Daily Std Dev | 11.62% | 11.58% |
| Max Drawdown | -33.80% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ACWU.L and SCHD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ACWU.L vs. SCHD - Performance Comparison
In the year-to-date period, ACWU.L achieves a 18.94% return, which is significantly higher than SCHD's 16.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ACWU.L vs. SCHD - Expense Ratio Comparison
ACWU.L has a 0.45% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
ACWU.L vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
ACWU.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.39%.
| 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% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ACWU.L vs. SCHD - Drawdown Comparison
The maximum ACWU.L drawdown since its inception was -33.80%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ACWU.L and SCHD. For additional features, visit the drawdowns tool.
Volatility
ACWU.L vs. SCHD - Volatility Comparison
The current volatility for Lyxor MSCI All Country World UCITS C-USD (ACWU.L) is 2.13%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 2.51%. This indicates that ACWU.L experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.