IMID.L vs. ACWI
Compare and contrast key facts about SPDR MSCI ACWI IMI (IMID.L) and iShares MSCI ACWI ETF (ACWI).
IMID.L and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMID.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both IMID.L and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMID.L or ACWI.
Performance
IMID.L vs. ACWI - Performance Comparison
Returns By Period
In the year-to-date period, IMID.L achieves a 16.04% return, which is significantly lower than ACWI's 17.56% return. Both investments have delivered pretty close results over the past 10 years, with IMID.L having a 9.00% annualized return and ACWI not far ahead at 9.26%.
IMID.L
16.04%
-0.95%
6.46%
24.95%
10.63%
9.00%
ACWI
17.56%
-1.67%
6.67%
24.57%
10.95%
9.26%
Key characteristics
| IMID.L | ACWI | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.17 |
| Sortino Ratio | 3.03 | 2.97 |
| Omega Ratio | 1.39 | 1.39 |
| Calmar Ratio | 3.16 | 3.09 |
| Martin Ratio | 13.71 | 13.91 |
| Ulcer Index | 1.76% | 1.80% |
| Daily Std Dev | 11.32% | 11.56% |
| Max Drawdown | -39.56% | -56.00% |
| Current Drawdown | -2.40% | -2.45% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IMID.L vs. ACWI - Expense Ratio Comparison
IMID.L has a 0.40% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Correlation
The correlation between IMID.L and ACWI is 0.56, 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.
Risk-Adjusted Performance
IMID.L vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI (IMID.L) 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.
Dividends
IMID.L vs. ACWI - Dividend Comparison
IMID.L has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMID.L SPDR MSCI ACWI IMI | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.60% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
IMID.L vs. ACWI - Drawdown Comparison
The maximum IMID.L drawdown since its inception was -39.56%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for IMID.L and ACWI. For additional features, visit the drawdowns tool.
Volatility
IMID.L vs. ACWI - Volatility Comparison
SPDR MSCI ACWI IMI (IMID.L) and iShares MSCI ACWI ETF (ACWI) have volatilities of 3.29% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.