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GERD.DE vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GERD.DE vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GERD.DE is traded in EUR, while ACWI is traded in USD. To make them comparable, the ACWI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, GERD.DE achieves a 14.61% return, which is significantly higher than ACWI's 13.47% return.


GERD.DE

1D
-0.01%
1M
6.89%
YTD
14.61%
6M
15.74%
1Y
26.71%
3Y*
5Y*
10Y*

ACWI

1D
-0.61%
1M
6.03%
YTD
13.47%
6M
13.58%
1Y
26.61%
3Y*
17.94%
5Y*
12.33%
10Y*
12.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GERD.DE vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
14.61%10.26%18.54%7.85%
ACWI
iShares MSCI ACWI ETF
13.47%7.89%25.20%7.79%

Correlation

The correlation between GERD.DE and ACWI is 0.63, 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

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

0.59

The correlation between GERD.DE and ACWI has been stable across timeframes, ranging from 0.59 to 0.63 - a consistent structural relationship.

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Return for Risk

GERD.DE vs. ACWI — Risk / Return Rank

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

GERD.DE
GERD.DE Risk / Return Rank: 7171
Overall Rank
GERD.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 6666
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 8080
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 6666
Overall Rank
ACWI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6767
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
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.

GERD.DE vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) and iShares MSCI ACWI ETF (ACWI). 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.


GERD.DEACWIDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.40

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

4.02

3.76

+0.26

Martin ratioReturn relative to average drawdown

15.80

15.70

+0.10

GERD.DE vs. ACWI - Sharpe Ratio Comparison

The current GERD.DE Sharpe Ratio is 2.23, which is comparable to the ACWI Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of GERD.DE and ACWI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GERD.DEACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

2.17

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

0.55

+0.80

Drawdowns

GERD.DE vs. ACWI - Drawdown Comparison

The maximum GERD.DE drawdown since its inception was -19.22%, smaller than the maximum ACWI drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for GERD.DE and ACWI.


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Drawdown Indicators


GERD.DEACWIDifference

Max Drawdown

Largest peak-to-trough decline

-19.22%

-45.79%

+26.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

-7.11%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-20.51%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

Max Drawdown (10Y)

Largest decline over 10 years

-32.80%

Current Drawdown

Current decline from peak

-0.01%

-0.61%

+0.60%

Average Drawdown

Average peak-to-trough decline

-2.24%

-6.43%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.70%

-0.01%

Volatility

GERD.DE vs. ACWI - Volatility Comparison

L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) has a higher volatility of 3.37% compared to iShares MSCI ACWI ETF (ACWI) at 3.20%. This indicates that GERD.DE's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GERD.DEACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

3.20%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

9.30%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.94%

12.32%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.96%

15.12%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.96%

16.97%

-4.01%

GERD.DE vs. ACWI - Expense Ratio Comparison

GERD.DE has a 0.50% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Dividends

GERD.DE vs. ACWI - Dividend Comparison

GERD.DE has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.38%.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.38%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GERD.DE and ACWI have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACWI is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWI is cheaper with a 0.32% expense ratio, compared with 0.50% for GERD.DE.

GERD.DE tracks Solactive Gerd Kommer Multifactor Equity, while ACWI tracks MSCI All Country World Index. They also come from different issuers: LGIM Managers (Europe) Limited and iShares. Their fees differ too: 0.50% for GERD.DE and 0.32% for ACWI.

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