BKIE vs. ACWL.L
Compare and contrast key facts about BNY Mellon International Equity ETF (BKIE) and Lyxor MSCI All Country World UCITS ETF (ACWL.L).
BKIE and ACWL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKIE is a passively managed fund by The Bank of New York Mellon Corp. that tracks the performance of the Morningstar Developed Markets ex-US Large Cap Index. It was launched on Apr 24, 2020. ACWL.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. Both BKIE and ACWL.L 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: BKIE or ACWL.L.
Performance
BKIE vs. ACWL.L - Performance Comparison
Returns By Period
In the year-to-date period, BKIE achieves a 5.32% return, which is significantly lower than ACWL.L's 18.33% return.
BKIE
5.32%
-5.26%
-2.05%
12.15%
N/A
N/A
ACWL.L
18.33%
1.75%
7.54%
22.92%
22.49%
N/A
Key characteristics
| BKIE | ACWL.L | |
|---|---|---|
| Sharpe Ratio | 1.05 | 2.32 |
| Sortino Ratio | 1.52 | 3.25 |
| Omega Ratio | 1.18 | 1.44 |
| Calmar Ratio | 1.75 | 3.63 |
| Martin Ratio | 5.43 | 16.15 |
| Ulcer Index | 2.46% | 1.42% |
| Daily Std Dev | 12.76% | 9.88% |
| Max Drawdown | -28.19% | -16.03% |
| Current Drawdown | -7.64% | -0.78% |
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BKIE vs. ACWL.L - Expense Ratio Comparison
BKIE has a 0.04% expense ratio, which is lower than ACWL.L's 0.45% expense ratio.
Correlation
The correlation between BKIE and ACWL.L is 0.47, 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.
Risk-Adjusted Performance
BKIE vs. ACWL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity ETF (BKIE) 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.
Dividends
BKIE vs. ACWL.L - Dividend Comparison
BKIE's dividend yield for the trailing twelve months is around 2.90%, while ACWL.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
BKIE BNY Mellon International Equity ETF | 2.90% | 2.88% | 2.97% | 2.58% | 1.49% |
ACWL.L Lyxor MSCI All Country World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BKIE vs. ACWL.L - Drawdown Comparison
The maximum BKIE drawdown since its inception was -28.19%, 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 BKIE and ACWL.L. For additional features, visit the drawdowns tool.
Volatility
BKIE vs. ACWL.L - Volatility Comparison
BNY Mellon International Equity ETF (BKIE) has a higher volatility of 3.63% compared to Lyxor MSCI All Country World UCITS ETF (ACWL.L) at 3.08%. This indicates that BKIE's price experiences larger fluctuations and is considered to be riskier than ACWL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.