LVLC.DE vs. IMID.L
Compare and contrast key facts about Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and SPDR MSCI ACWI IMI (IMID.L).
LVLC.DE and IMID.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LVLC.DE is a passively managed fund by Invesco that tracks the performance of the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon. It was launched on Jul 19, 2022. IMID.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011. Both LVLC.DE and IMID.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: LVLC.DE or IMID.L.
Correlation
The correlation between LVLC.DE and IMID.L is 0.79, 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.
Performance
LVLC.DE vs. IMID.L - Performance Comparison
Key characteristics
LVLC.DE:
2.36
IMID.L:
1.50
LVLC.DE:
3.36
IMID.L:
2.09
LVLC.DE:
1.47
IMID.L:
1.27
LVLC.DE:
3.78
IMID.L:
2.31
LVLC.DE:
15.17
IMID.L:
8.73
LVLC.DE:
1.42%
IMID.L:
2.03%
LVLC.DE:
9.12%
IMID.L:
11.84%
LVLC.DE:
-9.23%
IMID.L:
-39.56%
LVLC.DE:
-0.72%
IMID.L:
-0.81%
Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.25% return, which is significantly higher than IMID.L's 2.77% return.
LVLC.DE
4.25%
4.01%
14.46%
21.54%
N/A
N/A
IMID.L
2.77%
5.03%
8.50%
18.05%
9.83%
9.10%
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LVLC.DE vs. IMID.L - Expense Ratio Comparison
LVLC.DE has a 0.25% expense ratio, which is lower than IMID.L's 0.40% expense ratio.
Risk-Adjusted Performance
LVLC.DE vs. IMID.L — Risk-Adjusted Performance Rank
LVLC.DE
IMID.L
LVLC.DE vs. IMID.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and SPDR MSCI ACWI IMI (IMID.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
LVLC.DE vs. IMID.L - Dividend Comparison
Neither LVLC.DE nor IMID.L has paid dividends to shareholders.
Drawdowns
LVLC.DE vs. IMID.L - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -9.23%, smaller than the maximum IMID.L drawdown of -39.56%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and IMID.L. For additional features, visit the drawdowns tool.
Volatility
LVLC.DE vs. IMID.L - Volatility Comparison
Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and SPDR MSCI ACWI IMI (IMID.L) have volatilities of 3.51% and 3.60%, 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.