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GXLV.L vs. ACWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLV.L vs. ACWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) and SPDR MSCI All Country World UCITS ETF (ACWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GXLV.L is traded in GBP, while ACWD.L is traded in USD. To make them comparable, the ACWD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GXLV.L achieves a -1.77% return, which is significantly lower than ACWD.L's 11.99% return.


GXLV.L

1D
2.97%
1M
5.54%
YTD
-1.77%
6M
-1.34%
1Y
16.55%
3Y*
3.78%
5Y*
10Y*

ACWD.L

1D
-0.03%
1M
5.27%
YTD
11.99%
6M
12.23%
1Y
30.23%
3Y*
18.19%
5Y*
12.52%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLV.L vs. ACWD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GXLV.L
SPDR S&P US Health Care Select Sector UCITS ETF
-1.77%6.82%3.59%-3.78%7.82%
ACWD.L
SPDR MSCI All Country World UCITS ETF
11.96%14.08%19.81%16.16%-7.08%

Correlation

The correlation between GXLV.L and ACWD.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2022

0.16

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Return for Risk

GXLV.L vs. ACWD.L — Risk / Return Rank

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

GXLV.L
GXLV.L Risk / Return Rank: 3838
Overall Rank
GXLV.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GXLV.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
GXLV.L Omega Ratio Rank: 3737
Omega Ratio Rank
GXLV.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
GXLV.L Martin Ratio Rank: 3232
Martin Ratio Rank

ACWD.L
ACWD.L Risk / Return Rank: 7373
Overall Rank
ACWD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ACWD.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ACWD.L Omega Ratio Rank: 7272
Omega Ratio Rank
ACWD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ACWD.L Martin Ratio Rank: 7474
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.

GXLV.L vs. ACWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) and SPDR MSCI All Country World UCITS ETF (ACWD.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.


GXLV.LACWD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.24

1.47

-0.23

Calmar ratioReturn relative to maximum drawdown

2.16

4.38

-2.23

Martin ratioReturn relative to average drawdown

4.76

16.69

-11.93

GXLV.L vs. ACWD.L - Sharpe Ratio Comparison

The current GXLV.L Sharpe Ratio is 1.34, which is lower than the ACWD.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of GXLV.L and ACWD.L, 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


GXLV.LACWD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.50

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.84

-0.52

Drawdowns

GXLV.L vs. ACWD.L - Drawdown Comparison

The maximum GXLV.L drawdown since its inception was -19.59%, smaller than the maximum ACWD.L drawdown of -25.57%. Use the drawdown chart below to compare losses from any high point for GXLV.L and ACWD.L.


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Drawdown Indicators


GXLV.LACWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.59%

-25.57%

+5.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-6.87%

-4.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.26%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.26%

Max Drawdown (10Y)

Largest decline over 10 years

-25.57%

Current Drawdown

Current decline from peak

-5.07%

-0.33%

-4.74%

Average Drawdown

Average peak-to-trough decline

-6.15%

-3.56%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.07%

1.81%

+7.26%

Volatility

GXLV.L vs. ACWD.L - Volatility Comparison

SPDR S&P US Health Care Select Sector UCITS ETF (GXLV.L) has a higher volatility of 5.53% compared to SPDR MSCI All Country World UCITS ETF (ACWD.L) at 3.71%. This indicates that GXLV.L's price experiences larger fluctuations and is considered to be riskier than ACWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXLV.LACWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

3.71%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

9.35%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

12.02%

+6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.60%

14.27%

+6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

15.40%

+5.20%

GXLV.L vs. ACWD.L - Expense Ratio Comparison

GXLV.L has a 0.15% expense ratio, which is higher than ACWD.L's 0.12% 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

GXLV.L vs. ACWD.L - Dividend Comparison

Neither GXLV.L nor ACWD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GXLV.L and ACWD.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACWD.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWD.L is cheaper with a 0.12% expense ratio, compared with 0.15% for GXLV.L.

GXLV.L is categorized as Health & Biotech Equities, while ACWD.L is Global Equities. GXLV.L tracks MSCI World/Health Care NR USD, while ACWD.L tracks MSCI ACWI Index. Their fees differ too: 0.15% for GXLV.L and 0.12% for ACWD.L.

Portfolio Optimizer

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