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

ACWU.L vs. VMFXX

Last updated Jun 5, 2026

ACWU.L (Lyxor MSCI All Country World UCITS C-USD) and VMFXX (Vanguard Federal Money Market Fund) are both funds - ACWU.L is a Global Equities fund tracking the MSCI ACWI NR USD, while VMFXX is a Money Market fund managed by Vanguard. Over the past 5 years, ACWU.L returned 11.12%/yr vs 2.39%/yr for VMFXX. At a correlation of -0.03, they often move in opposite directions. ACWU.L charges 0.45%/yr vs 0.11%/yr for VMFXX.

Performance

ACWU.L vs. VMFXX - 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 Vanguard Federal Money Market Fund (VMFXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACWU.L achieves a 11.52% return, which is significantly higher than VMFXX's 1.50% 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%

VMFXX

1D
0.00%
1M
0.30%
YTD
1.50%
6M
1.82%
1Y
3.95%
3Y*
3.35%
5Y*
2.39%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWU.L vs. VMFXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
ACWU.L
Lyxor MSCI All Country World UCITS C-USD		11.52%22.66%17.03%21.98%-18.69%9.52%
VMFXX
Vanguard Federal Money Market Fund		1.50%4.24%1.64%4.64%0.00%0.00%

Correlation

The correlation between ACWU.L and VMFXX is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.03

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

-0.04

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

-0.03

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

-0.03

ACWU.L vs. VMFXX - Sectors Allocation Comparison

Sectors
ACWU.L
VMFXX

Technology

29.3%

-

Financial Services

16.2%
17.5%

Industrials

10.9%

-

Consumer Cyclical

9.3%

-

Communication Services

9.0%

-

Healthcare

8.1%

-

Consumer Defensive

5.0%

-

Energy

4.2%

-

Basic Materials

3.7%

-

Utilities

2.6%

-

Real Estate

1.8%

-

Technology

ACWU.L
29.3%
VMFXX

-

Financial Services

ACWU.L
16.2%
VMFXX
17.5%

Industrials

ACWU.L
10.9%
VMFXX

-

Consumer Cyclical

ACWU.L
9.3%
VMFXX

-

Communication Services

ACWU.L
9.0%
VMFXX

-

Healthcare

ACWU.L
8.1%
VMFXX

-

Consumer Defensive

ACWU.L
5.0%
VMFXX

-

Energy

ACWU.L
4.2%
VMFXX

-

Basic Materials

ACWU.L
3.7%
VMFXX

-

Utilities

ACWU.L
2.6%
VMFXX

-

Real Estate

ACWU.L
1.8%
VMFXX

-

Compare stocks, funds, or ETFs

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Lyxor MSCI All Country World UCITS C-USD

Vanguard Federal Money Market Fund

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 VMFXX:
VMFXX vs. VUSXXVMFXX vs. SPAXXVMFXX vs. SWVXXVMFXX vs. SGOVVMFXX vs. VMRXXVMFXX vs. BNDVMFXX vs. SNSXX

Return for Risk

ACWU.L vs. VMFXX — 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
VMFXX
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. VMFXX - 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 Vanguard Federal Money Market Fund (VMFXX). 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.LVMFXXDifference
Sharpe ratioReturn per unit of total volatility
2.27
3.67

-1.40

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. VMFXX - Sharpe Ratio Comparison

The current ACWU.L Sharpe Ratio is 2.27, which is lower than the VMFXX Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of ACWU.L and VMFXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ACWU.LVMFXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

3.67

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

2.60

-1.76

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

2.60

-1.70

Drawdowns

ACWU.L vs. VMFXX - Drawdown Comparison

The maximum ACWU.L drawdown since its inception was -33.80%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ACWU.L and VMFXX.

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Drawdown Indicators

ACWU.LVMFXXDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

0.00%

-33.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

0.00%

-8.94%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

0.00%

-17.17%

Max Drawdown (5Y)

Largest decline over 5 years

-26.08%

0.00%

-26.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.80%

—

—

Current Drawdown

Current decline from peak

-0.80%

0.00%

-0.80%

Average Drawdown

Average peak-to-trough decline

-4.78%

0.00%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

0.00%

+2.12%

Volatility

ACWU.L vs. VMFXX - Volatility Comparison

Lyxor MSCI All Country World UCITS C-USD (ACWU.L) has a higher volatility of 3.88% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.30%. This indicates that ACWU.L's price experiences larger fluctuations and is considered to be riskier than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ACWU.LVMFXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

0.30%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

0.79%

+9.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

1.12%

+11.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

0.94%

+18.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.45%

0.94%

+20.51%

ACWU.L vs. VMFXX - Expense Ratio Comparison

ACWU.L has a 0.45% expense ratio, which is higher than VMFXX's 0.11% expense ratio.

Dividends

ACWU.L vs. VMFXX - Dividend Comparison

ACWU.L has not paid dividends to shareholders, while VMFXX's dividend yield for the trailing twelve months is around 3.87%.

PositionTTM202520242023
ACWU.L
Lyxor MSCI All Country World UCITS C-USD		0.00%0.00%0.00%0.00%
VMFXX
Vanguard Federal Money Market Fund		3.87%4.14%1.63%4.53%

Frequently Asked Questions

ACWU.L and VMFXX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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