DPGC.L vs. PACW.L

Last updated Jun 3, 2026

DPGC.L (Dimensional Global Core Equity UCITS ETF USD Acc) and PACW.L (Amundi Prime All Country World UCITS ETF Income) are both Global Equities funds. DPGC.L is actively managed, while PACW.L is passively managed. A 0.77 correlation means they provide meaningful diversification when combined. DPGC.L charges 0.26%/yr vs 0.07%/yr for PACW.L.

Performance

DPGC.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 (DPGC.L) and Amundi Prime All Country World UCITS ETF Income (PACW.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DPGC.L achieves a 10.15% return, which is significantly lower than PACW.L's 11.96% return.

DPGC.L

• 1D: 0.33%
• 1M: 4.67%
• YTD: 10.15%
• 6M: 9.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PACW.L

• 1D: -0.43%
• 1M: 5.84%
• YTD: 11.96%
• 6M: 12.58%
• 1Y: 30.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025
DPGC.L Dimensional Global Core Equity UCITS ETF USD Acc	10.15%	2.40%
PACW.L Amundi Prime All Country World UCITS ETF Income	11.96%	1.45%

Correlation

The correlation between DPGC.L and PACW.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025	0.77

Return for Risk

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

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

PACW.L

PACW.L Risk / Return Rank: 86
PACW.L Sharpe Ratio Rank: 87
PACW.L Sortino Ratio Rank: 87
PACW.L Omega Ratio Rank: 88
PACW.L Calmar Ratio Rank: 81
PACW.L Martin Ratio Rank: 85

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.

DPGC.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 (DPGC.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.

Sharpe Ratios by Period

	DPGC.L	PACW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.93	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.22	1.24	+1.98

Drawdowns

DPGC.L vs. PACW.L - Drawdown Comparison

The maximum DPGC.L drawdown since its inception was -6.24%, smaller than the maximum PACW.L drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for DPGC.L and PACW.L.

Drawdown Indicators

	DPGC.L	PACW.L	Difference
Max Drawdown Largest peak-to-trough decline	-6.24%	-17.68%	+11.44%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.06%	—
Current Drawdown Current decline from peak	0.00%	-0.43%	+0.43%
Average Drawdown Average peak-to-trough decline	-1.26%	-3.03%	+1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.73%	—

Volatility

Volatility by Period

	DPGC.L	PACW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.15%	10.45%	-1.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.15%	13.93%	-4.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.15%	13.93%	-4.78%

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

DPGC.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%.

Dividends

DPGC.L vs. PACW.L - Dividend Comparison

DPGC.L has not paid dividends to shareholders, while PACW.L's dividend yield for the trailing twelve months is around 1.23%.

Position	TTM
DPGC.L Dimensional Global Core Equity UCITS ETF USD Acc	0.00%
PACW.L Amundi Prime All Country World UCITS ETF Income	1.23%

Frequently Asked Questions

Can I hold both DPGC.L and PACW.L in my portfolio?

DPGC.L and PACW.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DPGC.L or PACW.L?

On fees, PACW.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DPGC.L or PACW.L?

PACW.L is cheaper with a 0.07% expense ratio, compared with 0.26% for DPGC.L.

What is the main difference between DPGC.L and PACW.L?

They also come from different issuers: Dimensional and Amundi. Their fees differ too: 0.26% for DPGC.L and 0.07% for PACW.L.