LCWL.L vs. KO
Compare and contrast key facts about Lyxor Core MSCI World (DR) UCITS ETF (LCWL.L) and The Coca-Cola Company (KO).
LCWL.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCWL.L or KO.
Key characteristics
| LCWL.L | KO | |
|---|---|---|
| YTD Return | 12.00% | 23.94% |
| 1Y Return | 16.76% | 25.93% |
| 3Y Return (Ann) | 8.59% | 12.00% |
| 5Y Return (Ann) | 10.88% | 8.99% |
| Sharpe Ratio | 0.53 | 2.00 |
| Daily Std Dev | 32.47% | 13.48% |
| Max Drawdown | -25.69% | -68.22% |
| Current Drawdown | -5.80% | -1.52% |
Correlation
The correlation between LCWL.L and KO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LCWL.L vs. KO - Performance Comparison
In the year-to-date period, LCWL.L achieves a 12.00% return, which is significantly lower than KO's 23.94% 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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Risk-Adjusted Performance
LCWL.L vs. KO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Core MSCI World (DR) UCITS ETF (LCWL.L) and The Coca-Cola Company (KO). 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
LCWL.L vs. KO - Dividend Comparison
LCWL.L has not paid dividends to shareholders, while KO's dividend yield for the trailing twelve months is around 2.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCWL.L Lyxor Core MSCI World (DR) UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 2.68% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
Drawdowns
LCWL.L vs. KO - Drawdown Comparison
The maximum LCWL.L drawdown since its inception was -25.69%, smaller than the maximum KO drawdown of -68.22%. Use the drawdown chart below to compare losses from any high point for LCWL.L and KO. For additional features, visit the drawdowns tool.
Volatility
LCWL.L vs. KO - Volatility Comparison
Lyxor Core MSCI World (DR) UCITS ETF (LCWL.L) has a higher volatility of 3.99% compared to The Coca-Cola Company (KO) at 3.48%. This indicates that LCWL.L's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.