ESGL.L vs. PACW.L
ESGL.L (Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc) and PACW.L (Amundi Prime All Country World UCITS ETF Income) are both exchange-traded funds - ESGL.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while PACW.L is a Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, ESGL.L returned 19.77% vs 30.29% for PACW.L. A 0.70 correlation means they provide meaningful diversification when combined. ESGL.L charges 0.20%/yr vs 0.07%/yr for PACW.L.
Performance
ESGL.L vs. PACW.L - Performance Comparison
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Returns By Period
In the year-to-date period, ESGL.L achieves a 8.65% return, which is significantly lower than PACW.L's 11.92% return.
ESGL.L
- 1D
- 0.41%
- 1M
- 4.98%
- YTD
- 8.65%
- 6M
- 10.47%
- 1Y
- 19.77%
- 3Y*
- 11.78%
- 5Y*
- 8.78%
- 10Y*
- —
PACW.L
- 1D
- -0.04%
- 1M
- 5.24%
- YTD
- 11.92%
- 6M
- 12.31%
- 1Y
- 30.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGL.L vs. PACW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESGL.L Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc | 8.65% | 10.49% |
PACW.L Amundi Prime All Country World UCITS ETF Income | 11.92% | 9.58% |
Correlation
The correlation between ESGL.L and PACW.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.70 |
The correlation between ESGL.L and PACW.L has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.
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Return for Risk
ESGL.L vs. PACW.L — Risk / Return Rank
ESGL.L
PACW.L
ESGL.L vs. PACW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.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.
| ESGL.L | PACW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.55 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 4.27 | -2.56 |
| Martin ratioReturn relative to average drawdown | 6.22 | 17.43 | -11.21 |
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
| ESGL.L | PACW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.89 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.24 | -0.80 |
Drawdowns
ESGL.L vs. PACW.L - Drawdown Comparison
The maximum ESGL.L drawdown since its inception was -34.24%, 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 ESGL.L and PACW.L.
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Drawdown Indicators
| ESGL.L | PACW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.24% | -17.68% | -16.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.50% | -7.06% | -4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -13.11% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.06% | — | — |
Current DrawdownCurrent decline from peak | -0.60% | -0.46% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -3.02% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.73% | +1.44% |
Volatility
ESGL.L vs. PACW.L - Volatility Comparison
Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc (ESGL.L) has a higher volatility of 4.47% compared to Amundi Prime All Country World UCITS ETF Income (PACW.L) at 2.93%. This indicates that ESGL.L's price experiences larger fluctuations and is considered to be riskier 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
| ESGL.L | PACW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 2.93% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.05% | 7.75% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.12% | 10.42% | +2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 13.91% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 13.91% | +4.63% |
ESGL.L vs. PACW.L - Expense Ratio Comparison
ESGL.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
ESGL.L vs. PACW.L - Dividend Comparison
ESGL.L has not paid dividends to shareholders, while PACW.L's dividend yield for the trailing twelve months is around 1.23%.
| Position | TTM |
|---|---|
ESGL.L Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc | 0.00% |
PACW.L Amundi Prime All Country World UCITS ETF Income | 1.23% |
Frequently Asked Questions
ESGL.L and PACW.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 ESGL.L.
ESGL.L is categorized as Europe Equities, while PACW.L is Global Equities. ESGL.L tracks MSCI Europe NR EUR, while PACW.L tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.20% for ESGL.L and 0.07% for PACW.L.
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