EART.L vs. ACWL.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.L).

EART.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. EART.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Jun 25, 2021. 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 EART.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

EART.L vs. ACWL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.L). The values are adjusted to include any dividend payments, if applicable.

EART.L vs. ACWL.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EART.L Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc	-0.76%	2.88%	-4.87%	6.69%	-26.52%	-3.52%
ACWL.L Lyxor MSCI All Country World UCITS ETF	-0.17%	13.63%	21.43%	13.09%	-8.59%	7.70%

Different Trading Currencies

EART.L is traded in GBP, while ACWL.L is traded in GBp. To make them comparable, the ACWL.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EART.L achieves a -0.76% return, which is significantly lower than ACWL.L's -0.17% return.

EART.L

• 1D: 0.06%
• 1M: -3.02%
• YTD: -0.76%
• 6M: -0.39%
• 1Y: 4.23%
• 3Y*: 0.54%
• 5Y*: —
• 10Y*: —

ACWL.L

• 1D: 2.09%
• 1M: -3.67%
• YTD: -0.17%
• 6M: 3.09%
• 1Y: 17.97%
• 3Y*: 14.77%
• 5Y*: 10.93%
• 10Y*: 12.14%

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

EART.L vs. ACWL.L - Expense Ratio Comparison

EART.L has a 0.20% expense ratio, which is lower than ACWL.L's 0.45% expense ratio.

ACWL.L

Lyxor MSCI All Country World UCITS ETF

EART.L

Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc

Return for Risk

EART.L vs. ACWL.L — Risk / Return Rank

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

EART.L

EART.L Risk / Return Rank: 26
EART.L Sharpe Ratio Rank: 28
EART.L Sortino Ratio Rank: 27
EART.L Omega Ratio Rank: 23
EART.L Calmar Ratio Rank: 28
EART.L Martin Ratio Rank: 25

ACWL.L

ACWL.L Risk / Return Rank: 67
ACWL.L Sharpe Ratio Rank: 71
ACWL.L Sortino Ratio Rank: 69
ACWL.L Omega Ratio Rank: 72
ACWL.L Calmar Ratio Rank: 59
ACWL.L Martin Ratio Rank: 65

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.

EART.L vs. ACWL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.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.

	EART.L	ACWL.L	Difference
Sharpe ratio Return per unit of total volatility	0.56	1.29	-0.72
Sortino ratio Return per unit of downside risk	0.86	1.79	-0.94
Omega ratio Gain probability vs. loss probability	1.10	1.28	-0.17
Calmar ratio Return relative to maximum drawdown	0.77	1.56	-0.79
Martin ratio Return relative to average drawdown	2.10	6.93	-4.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EART.L vs. ACWL.L - Sharpe Ratio Comparison

The current EART.L Sharpe Ratio is 0.56, which is lower than the ACWL.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of EART.L and ACWL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EART.L	ACWL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.56	1.29	-0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.71	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	2.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.56	2.20	-2.76

Correlation

The correlation between EART.L and ACWL.L is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

EART.L vs. ACWL.L - Dividend Comparison

Neither EART.L nor ACWL.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

EART.L vs. ACWL.L - Drawdown Comparison

The maximum EART.L drawdown since its inception was -35.57%, 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 EART.L and ACWL.L.

Drawdown Indicators

	EART.L	ACWL.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.57%	-18.15%	-17.42%
Max Drawdown (1Y) Largest decline over 1 year	-5.90%	-10.51%	+4.61%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.15%	—
Current Drawdown Current decline from peak	-28.84%	-4.06%	-24.78%
Average Drawdown Average peak-to-trough decline	-25.63%	-2.55%	-23.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.39%	-0.21%

Volatility

EART.L vs. ACWL.L - Volatility Comparison

The current volatility for Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.L) is 2.92%, while Lyxor MSCI All Country World UCITS ETF (ACWL.L) has a volatility of 4.14%. This indicates that EART.L experiences smaller price fluctuations and is considered to be less risky than ACWL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EART.L	ACWL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	4.14%	-1.22%
Volatility (6M) Calculated over the trailing 6-month period	4.91%	8.20%	-3.29%
Volatility (1Y) Calculated over the trailing 1-year period	7.48%	14.08%	-6.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.30%	17.14%	-5.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.30%	23.99%	-12.69%