CNAL.L vs. ACWL.L
Compare and contrast key facts about Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.L).
CNAL.L 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. CNAL.L is a passively managed fund by Amundi that tracks the performance of the MSCI China A Onshore NR CNY. It was launched on Aug 28, 2014. 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 CNAL.L 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.
Performance
CNAL.L vs. ACWL.L - Performance Comparison
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CNAL.L vs. ACWL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CNAL.L Lyxor Fortune SG UCITS MSCI China A DR | 0.51% | 16.96% | 16.16% | -18.82% | -20.03% | 8.27% | 35.63% | 30.64% | -23.83% |
ACWL.L Lyxor MSCI All Country World UCITS ETF | -0.12% | 13.63% | 21.43% | 13.09% | -8.59% | 20.41% | 9.74% | 18.01% | -0.79% |
Returns By Period
In the year-to-date period, CNAL.L achieves a 0.51% return, which is significantly higher than ACWL.L's -0.12% return.
CNAL.L
- 1D
- 0.38%
- 1M
- -4.25%
- YTD
- 0.51%
- 6M
- 2.64%
- 1Y
- 21.68%
- 3Y*
- 2.30%
- 5Y*
- -0.37%
- 10Y*
- —
ACWL.L
- 1D
- 0.05%
- 1M
- -2.77%
- YTD
- -0.12%
- 6M
- 2.40%
- 1Y
- 18.12%
- 3Y*
- 14.79%
- 5Y*
- 10.94%
- 10Y*
- 12.14%
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CNAL.L vs. ACWL.L - Expense Ratio Comparison
CNAL.L has a 0.35% expense ratio, which is lower than ACWL.L's 0.45% expense ratio.
Return for Risk
CNAL.L vs. ACWL.L — Risk / Return Rank
CNAL.L
ACWL.L
CNAL.L vs. ACWL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) 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.
| CNAL.L | ACWL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.30 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.81 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.28 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 1.76 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.53 | 7.80 | -3.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CNAL.L | ACWL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.30 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 1.71 | -1.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 2.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 2.20 | -1.94 |
Correlation
The correlation between CNAL.L and ACWL.L is 0.14, 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.
Dividends
CNAL.L vs. ACWL.L - Dividend Comparison
Neither CNAL.L nor ACWL.L has paid dividends to shareholders.
Drawdowns
CNAL.L vs. ACWL.L - Drawdown Comparison
The maximum CNAL.L drawdown since its inception was -44.83%, which is greater than ACWL.L's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for CNAL.L and ACWL.L.
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Drawdown Indicators
| CNAL.L | ACWL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.83% | -18.15% | -26.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -7.06% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -42.19% | -18.15% | -24.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.15% | — |
Current DrawdownCurrent decline from peak | -18.15% | -4.01% | -14.14% |
Average DrawdownAverage peak-to-trough decline | -21.93% | -2.55% | -19.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 2.39% | +1.76% |
Volatility
CNAL.L vs. ACWL.L - Volatility Comparison
Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) has a higher volatility of 4.82% compared to Lyxor MSCI All Country World UCITS ETF (ACWL.L) at 4.12%. This indicates that CNAL.L'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.
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Volatility by Period
| CNAL.L | ACWL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.12% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 8.19% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.90% | 14.06% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.17% | 17.12% | +15.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.12% | 23.97% | +17.15% |