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DDGC.L vs. PACW.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDGC.L vs. PACW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L) and Amundi Prime All Country World UCITS ETF Income (PACW.L). The values are adjusted to include any dividend payments, if applicable.

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DDGC.L vs. PACW.L - Yearly Performance Comparison


Different Trading Currencies

DDGC.L is traded in USD, while PACW.L is traded in GBP. To make them comparable, the PACW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DDGC.L achieves a -0.21% return, which is significantly higher than PACW.L's -1.68% return.


DDGC.L

1D
2.63%
1M
-4.50%
YTD
-0.21%
6M
1Y
3Y*
5Y*
10Y*

PACW.L

1D
2.71%
1M
-4.39%
YTD
-1.68%
6M
1.73%
1Y
22.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DDGC.L vs. PACW.L - Expense Ratio Comparison

DDGC.L has a 0.26% expense ratio, which is higher than PACW.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DDGC.L vs. PACW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DDGC.L

PACW.L
PACW.L Risk / Return Rank: 7676
Overall Rank
PACW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 7171
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 8383
Martin Ratio Rank
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.

DDGC.L vs. PACW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L) and Amundi Prime All Country World UCITS ETF Income (PACW.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DDGC.L vs. PACW.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDGC.LPACW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.84

-0.25

Correlation

The correlation between DDGC.L and PACW.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DDGC.L vs. PACW.L - Dividend Comparison

DDGC.L has not paid dividends to shareholders, while PACW.L's dividend yield for the trailing twelve months is around 1.39%.


Drawdowns

DDGC.L vs. PACW.L - Drawdown Comparison

The maximum DDGC.L drawdown since its inception was -7.79%, smaller than the maximum PACW.L drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for DDGC.L and PACW.L.


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Drawdown Indicators


DDGC.LPACW.LDifference

Max Drawdown

Largest peak-to-trough decline

-7.79%

-17.68%

+9.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

Current Drawdown

Current decline from peak

-5.13%

-4.09%

-1.04%

Average Drawdown

Average peak-to-trough decline

-1.58%

-3.37%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

Volatility

DDGC.L vs. PACW.L - Volatility Comparison


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Volatility by Period


DDGC.LPACW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.15%

15.58%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.15%

15.66%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.15%

15.66%

-3.51%