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

Performance

ELLE.L vs. PACW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.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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ELLE.L vs. PACW.L - Yearly Performance Comparison


Different Trading Currencies

ELLE.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, ELLE.L achieves a 0.22% return, which is significantly higher than PACW.L's -2.18% return.


ELLE.L

1D
-0.15%
1M
-1.98%
YTD
0.22%
6M
4.30%
1Y
18.17%
3Y*
15.40%
5Y*
6.96%
10Y*

PACW.L

1D
-0.46%
1M
-2.66%
YTD
-2.18%
6M
0.85%
1Y
20.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ELLE.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%.


Return for Risk

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

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

ELLE.L
ELLE.L Risk / Return Rank: 5757
Overall Rank
ELLE.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ELLE.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
ELLE.L Omega Ratio Rank: 7171
Omega Ratio Rank
ELLE.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
ELLE.L Martin Ratio Rank: 6565
Martin Ratio Rank

PACW.L
PACW.L Risk / Return Rank: 7878
Overall Rank
PACW.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 7171
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 9191
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.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.


ELLE.LPACW.LDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.34

-0.38

Sortino ratio

Return per unit of downside risk

1.41

1.88

-0.48

Omega ratio

Gain probability vs. loss probability

1.28

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

1.60

2.75

-1.15

Martin ratio

Return relative to average drawdown

7.88

12.13

-4.25

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

The current ELLE.L Sharpe Ratio is 0.96, which is comparable to the PACW.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ELLE.L and PACW.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.


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Sharpe Ratios by Period


ELLE.LPACW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.34

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.81

+0.23

Correlation

The correlation between ELLE.L and PACW.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ELLE.L vs. PACW.L - Dividend Comparison

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


Drawdowns

ELLE.L vs. PACW.L - Drawdown Comparison

The maximum ELLE.L drawdown since its inception was -27.65%, which is greater than PACW.L's maximum drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for ELLE.L and PACW.L.


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Drawdown Indicators


ELLE.LPACW.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.65%

-17.68%

-9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-7.06%

-4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-27.65%

Current Drawdown

Current decline from peak

-5.94%

-4.07%

-1.87%

Average Drawdown

Average peak-to-trough decline

-5.05%

-3.37%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.74%

+0.80%

Volatility

ELLE.L vs. PACW.L - Volatility Comparison

The current volatility for Lyxor Index Fund - Lyxor Global Gender Equality (DR) Ucits ETF (ELLE.L) is 4.73%, while Amundi Prime All Country World UCITS ETF Income (PACW.L) has a volatility of 5.00%. This indicates that ELLE.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


ELLE.LPACW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

5.00%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

9.21%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

15.53%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.74%

15.63%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.04%

15.63%

+14.41%