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MWRD.L vs. ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MWRD.LACWI

Correlation

-0.50.00.51.00.6

The correlation between MWRD.L and ACWI is 0.62, 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

MWRD.L vs. ACWI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember0
8.24%
MWRD.L
ACWI

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


MWRD.L vs. ACWI - Expense Ratio Comparison

MWRD.L has a 0.08% expense ratio, which is lower than ACWI's 0.32% expense ratio.


ACWI
iShares MSCI ACWI ETF
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for MWRD.L: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

MWRD.L vs. ACWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI World (MWRD.L) and iShares MSCI ACWI ETF (ACWI). 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.


MWRD.L
Sharpe ratio
The chart of Sharpe ratio for MWRD.L, currently valued at 0.87, compared to the broader market0.002.004.000.87
Sortino ratio
The chart of Sortino ratio for MWRD.L, currently valued at 1.36, compared to the broader market0.005.0010.001.36
Omega ratio
The chart of Omega ratio for MWRD.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.31
Calmar ratio
The chart of Calmar ratio for MWRD.L, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.45
Martin ratio
The chart of Martin ratio for MWRD.L, currently valued at 2.91, compared to the broader market0.0020.0040.0060.0080.00100.002.91
ACWI
Sharpe ratio
The chart of Sharpe ratio for ACWI, currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for ACWI, currently valued at 2.71, compared to the broader market0.005.0010.002.71
Omega ratio
The chart of Omega ratio for ACWI, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for ACWI, currently valued at 1.67, compared to the broader market0.005.0010.0015.001.67
Martin ratio
The chart of Martin ratio for ACWI, currently valued at 10.52, compared to the broader market0.0020.0040.0060.0080.00100.0010.52

MWRD.L vs. ACWI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
0.87
1.97
MWRD.L
ACWI

Dividends

MWRD.L vs. ACWI - Dividend Comparison

MWRD.L has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.63%.


TTM20232022202120202019201820172016201520142013
MWRD.L
Amundi Index MSCI World
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF
1.63%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%

Drawdowns

MWRD.L vs. ACWI - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.73%
-0.32%
MWRD.L
ACWI

Volatility

MWRD.L vs. ACWI - Volatility Comparison

The current volatility for Amundi Index MSCI World (MWRD.L) is 0.00%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.89%. This indicates that MWRD.L experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember0
3.89%
MWRD.L
ACWI