EGMW.L vs. PACW.L
EGMW.L (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and PACW.L (Amundi Prime All Country World UCITS ETF Income) are both Global Equities funds - EGMW.L tracks the MSCI ACWI NR USD while PACW.L tracks the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, EGMW.L returned 25.53% vs 30.29% for PACW.L. With a 0.98 correlation, they move nearly in lockstep. EGMW.L charges 0.20%/yr vs 0.07%/yr for PACW.L.
Performance
EGMW.L vs. PACW.L - Performance Comparison
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Returns By Period
In the year-to-date period, EGMW.L achieves a 9.42% return, which is significantly lower than PACW.L's 11.92% return.
EGMW.L
- 1D
- 0.11%
- 1M
- 5.23%
- YTD
- 9.42%
- 6M
- 9.73%
- 1Y
- 25.53%
- 3Y*
- 16.40%
- 5Y*
- 11.70%
- 10Y*
- —
PACW.L
- 1D
- -0.04%
- 1M
- 5.24%
- YTD
- 11.92%
- 6M
- 12.31%
- 1Y
- 30.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EGMW.L vs. PACW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EGMW.L iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) | 9.42% | 8.08% |
PACW.L Amundi Prime All Country World UCITS ETF Income | 11.92% | 9.58% |
Correlation
The correlation between EGMW.L and PACW.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.98 |
The correlation between EGMW.L and PACW.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
EGMW.L vs. PACW.L — Risk / Return Rank
EGMW.L
PACW.L
EGMW.L vs. PACW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EGMW.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.
| EGMW.L | PACW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.55 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 4.27 | -0.71 |
| Martin ratioReturn relative to average drawdown | 14.23 | 17.43 | -3.20 |
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
| EGMW.L | PACW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 2.89 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 1.24 | -0.45 |
Drawdowns
EGMW.L vs. PACW.L - Drawdown Comparison
The maximum EGMW.L drawdown since its inception was -23.48%, which is greater than PACW.L's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for EGMW.L and PACW.L.
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Drawdown Indicators
| EGMW.L | PACW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -17.68% | -5.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -7.06% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | — | — |
Current DrawdownCurrent decline from peak | -0.15% | -0.46% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -3.02% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.73% | +0.06% |
Volatility
EGMW.L vs. PACW.L - Volatility Comparison
The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EGMW.L) is 2.55%, while Amundi Prime All Country World UCITS ETF Income (PACW.L) has a volatility of 2.93%. This indicates that EGMW.L experiences smaller price fluctuations and is considered to be less risky than PACW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGMW.L | PACW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 2.93% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 7.75% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 10.42% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 13.91% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 13.91% | +2.14% |
EGMW.L vs. PACW.L - Expense Ratio Comparison
EGMW.L has a 0.20% 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
EGMW.L vs. PACW.L - Dividend Comparison
EGMW.L has not paid dividends to shareholders, while PACW.L's dividend yield for the trailing twelve months is around 1.23%.
| Position | TTM |
|---|---|
EGMW.L iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) | 0.00% |
PACW.L Amundi Prime All Country World UCITS ETF Income | 1.23% |
Frequently Asked Questions
With a correlation of 0.97, EGMW.L and PACW.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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.
PACW.L is cheaper with a 0.07% expense ratio, compared with 0.20% for EGMW.L.
EGMW.L tracks MSCI ACWI NR USD, while PACW.L tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for EGMW.L and 0.07% for PACW.L.
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