LCWL.L vs. VWCE.DE
Compare and contrast key facts about Lyxor Core MSCI World (DR) UCITS ETF (LCWL.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
LCWL.L and VWCE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019. Both LCWL.L and VWCE.DE 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: LCWL.L or VWCE.DE.
Performance
LCWL.L vs. VWCE.DE - Performance Comparison
Returns By Period
In the year-to-date period, LCWL.L achieves a 19.77% return, which is significantly lower than VWCE.DE's 22.67% return.
LCWL.L
19.77%
2.64%
8.64%
24.71%
12.44%
N/A
VWCE.DE
22.67%
2.05%
9.87%
28.89%
11.69%
N/A
Key characteristics
| LCWL.L | VWCE.DE | |
|---|---|---|
| Sharpe Ratio | 2.44 | 2.69 |
| Sortino Ratio | 3.41 | 3.58 |
| Omega Ratio | 1.47 | 1.55 |
| Calmar Ratio | 1.24 | 3.51 |
| Martin Ratio | 17.19 | 17.06 |
| Ulcer Index | 1.44% | 1.66% |
| Daily Std Dev | 10.11% | 10.48% |
| Max Drawdown | -25.69% | -33.43% |
| Current Drawdown | -0.53% | -1.43% |
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LCWL.L vs. VWCE.DE - Expense Ratio Comparison
LCWL.L has a 0.12% expense ratio, which is lower than VWCE.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between LCWL.L and VWCE.DE is 0.93, 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.
Risk-Adjusted Performance
LCWL.L vs. VWCE.DE - 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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). 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. VWCE.DE - Dividend Comparison
Neither LCWL.L nor VWCE.DE has paid dividends to shareholders.
Drawdowns
LCWL.L vs. VWCE.DE - Drawdown Comparison
The maximum LCWL.L drawdown since its inception was -25.69%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for LCWL.L and VWCE.DE. For additional features, visit the drawdowns tool.
Volatility
LCWL.L vs. VWCE.DE - Volatility Comparison
Lyxor Core MSCI World (DR) UCITS ETF (LCWL.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE) have volatilities of 3.13% and 3.10%, 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.