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MWRL.L vs. SP5L.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWRL.L vs. SP5L.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Core MSCI World UCITS ETF Accumulating (MWRL.L) and Lyxor S&P 500 UCITS ETF - Acc (SP5L.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MWRL.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SP5L.L

1D
-0.64%
1M
3.58%
YTD
9.91%
6M
9.20%
1Y
27.82%
3Y*
19.06%
5Y*
14.98%
10Y*
13.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MWRL.L vs. SP5L.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MWRL.L

SP5L.L
SP5L.L Risk / Return Rank: 8484
Overall Rank
SP5L.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SP5L.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
SP5L.L Omega Ratio Rank: 8787
Omega Ratio Rank
SP5L.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SP5L.L Martin Ratio Rank: 7979
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.

MWRL.L vs. SP5L.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI World UCITS ETF Accumulating (MWRL.L) and Lyxor S&P 500 UCITS ETF - Acc (SP5L.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MWRL.L vs. SP5L.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MWRL.LSP5L.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

Drawdowns

MWRL.L vs. SP5L.L - Drawdown Comparison


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Drawdown Indicators


MWRL.LSP5L.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.12%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

-0.87%

Average Drawdown

Average peak-to-trough decline

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

Volatility

MWRL.L vs. SP5L.L - Volatility Comparison


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Volatility by Period


MWRL.LSP5L.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

MWRL.L vs. SP5L.L - Expense Ratio Comparison

MWRL.L has a 0.12% expense ratio, which is higher than SP5L.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MWRL.L vs. SP5L.L - Dividend Comparison

Neither MWRL.L nor SP5L.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, SP5L.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SP5L.L is cheaper with a 0.07% expense ratio, compared with 0.12% for MWRL.L.

MWRL.L is categorized as Global Equities, while SP5L.L is S&P 500. MWRL.L tracks MSCI World, while SP5L.L tracks S&P 500 Index. Their fees differ too: 0.12% for MWRL.L and 0.07% for SP5L.L.

Portfolio Optimizer

Find the right allocation for MWRL.L and SP5L.L

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