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LGWS.DE vs. ACWL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

LGWS.DE vs. ACWL.L

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and Lyxor MSCI All Country World UCITS ETF (ACWL.L).

LGWS.DE and ACWL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LGWS.DE is a passively managed fund by Amundi that tracks the performance of the MSCI EMU Value. It was launched on Apr 1, 2005. ACWL.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 8, 2018. Both LGWS.DE and ACWL.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

LGWS.DE vs. ACWL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and Lyxor MSCI All Country World UCITS ETF (ACWL.L). The values are adjusted to include any dividend payments, if applicable.

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LGWS.DE vs. ACWL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LGWS.DE
Lyxor MSCI EMU Value UCITS ETF Dist		1.50%37.06%9.12%14.07%-5.04%19.93%-7.89%19.62%-14.49%2.66%
ACWL.L
Lyxor MSCI All Country World UCITS ETF		0.01%7.94%26.05%12.87%-10.49%29.29%4.12%21.96%2.52%4.09%
Different Trading Currencies

LGWS.DE is traded in EUR, while ACWL.L is traded in GBp. To make them comparable, the ACWL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LGWS.DE achieves a 1.50% return, which is significantly higher than ACWL.L's 0.01% return.

LGWS.DE

1D
-0.07%
1M
1.45%
YTD
1.50%
6M
9.27%
1Y
20.81%
3Y*
16.91%
5Y*
12.05%
10Y*
—

ACWL.L

1D
0.02%
1M
-3.02%
YTD
0.01%
6M
2.45%
1Y
12.89%
3Y*
15.17%
5Y*
10.56%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor MSCI EMU Value UCITS ETF Dist

Lyxor MSCI All Country World UCITS ETF

Often compared with LGWS.DE:
LGWS.DE vs. VWRD.LLGWS.DE vs. LYP6.DELGWS.DE vs. SC0D.DELGWS.DE vs. EUPA.DELGWS.DE vs. LYMS.DELGWS.DE vs. FLXD.DELGWS.DE vs. PR1E.DE
Often compared with ACWL.L:
ACWL.L vs. QQQACWL.L vs. SPPW.DEACWL.L vs. BKIEACWL.L vs. TNOW.LACWL.L vs. IVVACWL.L vs. SMHACWL.L vs. SPY

LGWS.DE vs. ACWL.L - Expense Ratio Comparison

LGWS.DE has a 0.40% expense ratio, which is lower than ACWL.L's 0.45% expense ratio.

ACWL.L
Lyxor MSCI All Country World UCITS ETF
LGWS.DE
Lyxor MSCI EMU Value UCITS ETF Dist

Return for Risk

LGWS.DE vs. ACWL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LGWS.DE
LGWS.DE Risk / Return Rank: 7171
Overall Rank
LGWS.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LGWS.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
LGWS.DE Omega Ratio Rank: 6969
Omega Ratio Rank
LGWS.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
LGWS.DE Martin Ratio Rank: 7171
Martin Ratio Rank
ACWL.L
ACWL.L Risk / Return Rank: 6767
Overall Rank
ACWL.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ACWL.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
ACWL.L Omega Ratio Rank: 7070
Omega Ratio Rank
ACWL.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
ACWL.L Martin Ratio Rank: 6666
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.

LGWS.DE vs. ACWL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) and Lyxor MSCI All Country World UCITS ETF (ACWL.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.

LGWS.DEACWL.LDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.85

+0.49

Sortino ratio

Return per unit of downside risk

1.73

1.19

+0.54

Omega ratio

Gain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

2.64

1.07

+1.57

Martin ratio

Return relative to average drawdown

9.06

4.98

+4.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LGWS.DE vs. ACWL.L - Sharpe Ratio Comparison

The current LGWS.DE Sharpe Ratio is 1.34, which is higher than the ACWL.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of LGWS.DE and ACWL.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

LGWS.DEACWL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.85

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.47

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.97

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.67

-1.24

Correlation

The correlation between LGWS.DE and ACWL.L is 0.19, 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.

Dividends

LGWS.DE vs. ACWL.L - Dividend Comparison

LGWS.DE's dividend yield for the trailing twelve months is around 3.24%, while ACWL.L has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
LGWS.DE
Lyxor MSCI EMU Value UCITS ETF Dist		3.24%3.29%4.24%0.00%4.69%2.83%2.72%4.37%4.77%0.38%
ACWL.L
Lyxor MSCI All Country World UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LGWS.DE vs. ACWL.L - Drawdown Comparison

The maximum LGWS.DE drawdown since its inception was -41.73%, which is greater than ACWL.L's maximum drawdown of -21.44%. Use the drawdown chart below to compare losses from any high point for LGWS.DE and ACWL.L.

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Drawdown Indicators

LGWS.DEACWL.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.73%

-18.15%

-23.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-7.06%

-3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.84%

-18.15%

-4.69%

Max Drawdown (10Y)

Largest decline over 10 years

—

-18.15%

—

Current Drawdown

Current decline from peak

-4.33%

-4.01%

-0.32%

Average Drawdown

Average peak-to-trough decline

-7.07%

-2.55%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.39%

+0.20%

Volatility

LGWS.DE vs. ACWL.L - Volatility Comparison

Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) has a higher volatility of 5.29% compared to Lyxor MSCI All Country World UCITS ETF (ACWL.L) at 4.09%. This indicates that LGWS.DE's price experiences larger fluctuations and is considered to be riskier than ACWL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LGWS.DEACWL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

4.09%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

8.60%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

15.34%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

19.22%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

25.78%

-7.79%