LCWD.L vs. EPRA.L
Compare and contrast key facts about Lyxor Core MSCI World (DR) UCITS ETF (LCWD.L) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L).
LCWD.L and EPRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCWD.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 28, 2018. EPRA.L is a passively managed fund by Amundi that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Nov 11, 2016. Both LCWD.L and EPRA.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCWD.L or EPRA.L.
Key characteristics
| LCWD.L | EPRA.L | |
|---|---|---|
| YTD Return | 20.15% | 5.13% |
| 1Y Return | 31.47% | 19.34% |
| 3Y Return (Ann) | 6.98% | -1.97% |
| 5Y Return (Ann) | 12.46% | 0.55% |
| Sharpe Ratio | 2.52 | 1.26 |
| Sortino Ratio | 3.50 | 1.83 |
| Omega Ratio | 1.47 | 1.23 |
| Calmar Ratio | 3.46 | 0.70 |
| Martin Ratio | 16.25 | 4.45 |
| Ulcer Index | 1.77% | 3.38% |
| Daily Std Dev | 11.57% | 12.45% |
| Max Drawdown | -34.16% | -35.65% |
| Current Drawdown | -0.71% | -8.55% |
Correlation
The correlation between LCWD.L and EPRA.L is 0.63, 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.
Performance
LCWD.L vs. EPRA.L - Performance Comparison
In the year-to-date period, LCWD.L achieves a 20.15% return, which is significantly higher than EPRA.L's 5.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LCWD.L vs. EPRA.L - Expense Ratio Comparison
LCWD.L has a 0.12% expense ratio, which is higher than EPRA.L's 0.10% 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%.
Risk-Adjusted Performance
LCWD.L vs. EPRA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Core MSCI World (DR) UCITS ETF (LCWD.L) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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.
Dividends
LCWD.L vs. EPRA.L - Dividend Comparison
Neither LCWD.L nor EPRA.L has paid dividends to shareholders.
Drawdowns
LCWD.L vs. EPRA.L - Drawdown Comparison
The maximum LCWD.L drawdown since its inception was -34.16%, roughly equal to the maximum EPRA.L drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for LCWD.L and EPRA.L. For additional features, visit the drawdowns tool.
Volatility
LCWD.L vs. EPRA.L - Volatility Comparison
The current volatility for Lyxor Core MSCI World (DR) UCITS ETF (LCWD.L) is 3.19%, while Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) has a volatility of 4.00%. This indicates that LCWD.L experiences smaller price fluctuations and is considered to be less risky than EPRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.