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IMID.L vs. ACWI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMID.L vs. ACWI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI IMI (IMID.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L). The values are adjusted to include any dividend payments, if applicable.

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IMID.L vs. ACWI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IMID.L
IMID.L Risk / Return Rank: 11
Overall Rank
IMID.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IMID.L Sortino Ratio Rank: 22
Sortino Ratio Rank
IMID.L Omega Ratio Rank: 00
Omega Ratio Rank
IMID.L Calmar Ratio Rank: 00
Calmar Ratio Rank
IMID.L Martin Ratio Rank: 00
Martin Ratio Rank

ACWI.L
ACWI.L Risk / Return Rank: 7171
Overall Rank
ACWI.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ACWI.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
ACWI.L Omega Ratio Rank: 7474
Omega Ratio Rank
ACWI.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
ACWI.L Martin Ratio Rank: 7070
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.

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.LACWI.LDifference

Sharpe ratio

Return per unit of total volatility

-0.98

1.32

-2.30

Sortino ratio

Return per unit of downside risk

-0.79

1.82

-2.61

Omega ratio

Gain probability vs. loss probability

0.51

1.27

-0.75

Calmar ratio

Return relative to maximum drawdown

-0.99

1.53

-2.52

Martin ratio

Return relative to average drawdown

-3.02

7.48

-10.50

IMID.L vs. ACWI.L - Sharpe Ratio Comparison

The current IMID.L Sharpe Ratio is -0.98, which is lower than the ACWI.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of IMID.L and ACWI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IMID.LACWI.LDifference

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.


Tickers have no history of dividend payments

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.LACWI.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-96.30%

-5.97%

-90.33%

Average Drawdown

Average peak-to-trough decline

-12.26%

-3.70%

-8.56%

Ulcer Index

Depth 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.LACWI.LDifference

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%