IMID.L vs. ACWI.L
Compare and contrast key facts about SPDR MSCI ACWI IMI (IMID.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L).
IMID.L and ACWI.L 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.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. Both IMID.L and ACWI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IMID.L vs. ACWI.L - Performance Comparison
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IMID.L vs. ACWI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMID.L SPDR MSCI ACWI IMI | -96.13% | 22.20% | 16.13% | 21.10% | -17.52% | 18.25% | 15.35% | 25.94% | 20.47% | 12.61% |
ACWI.L SPDR MSCI ACWI UCITS ETF | -4.09% | 22.95% | 17.67% | 21.68% | -18.36% | 19.19% | 15.32% | 26.81% | -9.98% | 23.68% |
Different Trading Currencies
IMID.L is traded in USD, while ACWI.L is traded in GBP. To make them comparable, the ACWI.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IMID.L achieves a -96.13% return, which is significantly lower than ACWI.L's -4.09% return. Over the past 10 years, IMID.L has underperformed ACWI.L with an annualized return of -16.63%, while ACWI.L has yielded a comparatively higher 11.31% annualized return.
IMID.L
- 1D
- 0.54%
- 1M
- -7.77%
- YTD
- -96.13%
- 6M
- -96.00%
- 1Y
- -95.19%
- 3Y*
- -60.37%
- 5Y*
- -42.87%
- 10Y*
- -16.63%
ACWI.L
- 1D
- 0.76%
- 1M
- -7.70%
- YTD
- -4.09%
- 6M
- 0.08%
- 1Y
- 20.63%
- 3Y*
- 16.71%
- 5Y*
- 9.20%
- 10Y*
- 11.31%
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IMID.L vs. ACWI.L - Expense Ratio Comparison
Both IMID.L and ACWI.L have an expense ratio of 0.40%.
Return for Risk
IMID.L vs. ACWI.L — Risk / Return Rank
IMID.L
ACWI.L
IMID.L vs. ACWI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI (IMID.L) and SPDR MSCI ACWI UCITS ETF (ACWI.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.
| IMID.L | ACWI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.98 | 1.32 | -2.30 |
Sortino ratioReturn per unit of downside risk | -0.79 | 1.82 | -2.61 |
Omega ratioGain probability vs. loss probability | 0.51 | 1.27 | -0.75 |
Calmar ratioReturn relative to maximum drawdown | -0.99 | 1.53 | -2.52 |
Martin ratioReturn relative to average drawdown | -3.02 | 7.48 | -10.50 |
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
| IMID.L | ACWI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.98 | 1.32 | -2.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.95 | 0.61 | -1.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.47 | 0.72 | -1.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.37 | 0.59 | -0.97 |
Correlation
The correlation between IMID.L and ACWI.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IMID.L vs. ACWI.L - Dividend Comparison
Neither IMID.L nor ACWI.L has paid dividends to shareholders.
Drawdowns
IMID.L vs. ACWI.L - Drawdown Comparison
The maximum IMID.L drawdown since its inception was -96.32%, which is greater than ACWI.L's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for IMID.L and ACWI.L.
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Drawdown Indicators
| IMID.L | ACWI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.32% | -25.44% | -70.88% |
Max Drawdown (1Y)Largest decline over 1 year | -96.32% | -10.51% | -85.81% |
Max Drawdown (5Y)Largest decline over 5 years | -96.32% | -18.07% | -78.25% |
Max Drawdown (10Y)Largest decline over 10 years | -96.32% | -25.44% | -70.88% |
Current DrawdownCurrent decline from peak | -96.30% | -5.97% | -90.33% |
Average DrawdownAverage peak-to-trough decline | -12.26% | -3.70% | -8.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.52% | 2.42% | +29.10% |
Volatility
IMID.L vs. ACWI.L - Volatility Comparison
The current volatility for SPDR MSCI ACWI IMI (IMID.L) is 3.97%, while SPDR MSCI ACWI UCITS ETF (ACWI.L) has a volatility of 4.97%. This indicates that IMID.L experiences smaller price fluctuations and is considered to be less risky than ACWI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMID.L | ACWI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.97% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 322.61% | 8.80% | +313.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.70% | 15.59% | +81.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.07% | 15.20% | +29.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.37% | 15.61% | +19.76% |