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PACW.L vs. IWFV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PACW.L vs. IWFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime All Country World UCITS ETF Income (PACW.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L). The values are adjusted to include any dividend payments, if applicable.

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PACW.L vs. IWFV.L - Yearly Performance Comparison


Different Trading Currencies

PACW.L is traded in GBP, while IWFV.L is traded in GBp. To make them comparable, the IWFV.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, PACW.L achieves a -2.55% return, which is significantly lower than IWFV.L's 4.14% return.


PACW.L

1D
0.52%
1M
-6.00%
YTD
-2.55%
6M
1.48%
1Y
17.78%
3Y*
5Y*
10Y*

IWFV.L

1D
0.02%
1M
-6.44%
YTD
4.14%
6M
14.95%
1Y
31.56%
3Y*
16.93%
5Y*
12.34%
10Y*
11.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PACW.L vs. IWFV.L - Expense Ratio Comparison

PACW.L has a 0.07% expense ratio, which is lower than IWFV.L's 0.30% expense ratio.


Return for Risk

PACW.L vs. IWFV.L — Risk / Return Rank

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

PACW.L
PACW.L Risk / Return Rank: 6969
Overall Rank
PACW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 7272
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 6868
Martin Ratio Rank

IWFV.L
IWFV.L Risk / Return Rank: 9292
Overall Rank
IWFV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9393
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9292
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.

PACW.L vs. IWFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Income (PACW.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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.


PACW.LIWFV.LDifference

Sharpe ratio

Return per unit of total volatility

1.28

2.17

-0.90

Sortino ratio

Return per unit of downside risk

1.76

2.77

-1.02

Omega ratio

Gain probability vs. loss probability

1.26

1.42

-0.16

Calmar ratio

Return relative to maximum drawdown

1.61

2.88

-1.28

Martin ratio

Return relative to average drawdown

6.89

12.53

-5.64

PACW.L vs. IWFV.L - Sharpe Ratio Comparison

The current PACW.L Sharpe Ratio is 1.28, which is lower than the IWFV.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of PACW.L and IWFV.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


PACW.LIWFV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.17

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.65

-0.22

Correlation

The correlation between PACW.L and IWFV.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.


Dividends

PACW.L vs. IWFV.L - Dividend Comparison

PACW.L's dividend yield for the trailing twelve months is around 1.42%, while IWFV.L has not paid dividends to shareholders.


Drawdowns

PACW.L vs. IWFV.L - Drawdown Comparison

The maximum PACW.L drawdown since its inception was -17.68%, smaller than the maximum IWFV.L drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for PACW.L and IWFV.L.


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Drawdown Indicators


PACW.LIWFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.68%

-28.79%

+11.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-11.05%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-13.82%

Max Drawdown (10Y)

Largest decline over 10 years

-28.79%

Current Drawdown

Current decline from peak

-6.00%

-6.44%

+0.44%

Average Drawdown

Average peak-to-trough decline

-3.37%

-4.44%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.46%

-0.09%

Volatility

PACW.L vs. IWFV.L - Volatility Comparison

The current volatility for Amundi Prime All Country World UCITS ETF Income (PACW.L) is 4.32%, while iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a volatility of 6.29%. This indicates that PACW.L experiences smaller price fluctuations and is considered to be less risky than IWFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PACW.LIWFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

6.29%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.17%

9.75%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

14.50%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

12.80%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.20%

14.99%

-0.79%