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

Performance

PACW.L vs. SP5L.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 Lyxor S&P 500 UCITS ETF - Acc (SP5L.L). The values are adjusted to include any dividend payments, if applicable.

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PACW.L vs. SP5L.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PACW.L achieves a -0.56% return, which is significantly higher than SP5L.L's -3.13% return.


PACW.L

1D
2.04%
1M
-3.67%
YTD
-0.56%
6M
3.04%
1Y
18.72%
3Y*
5Y*
10Y*

SP5L.L

1D
1.60%
1M
-3.31%
YTD
-3.13%
6M
0.19%
1Y
14.91%
3Y*
15.93%
5Y*
12.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both PACW.L and SP5L.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

PACW.L vs. SP5L.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: 7676
Overall Rank
PACW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 7171
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 8383
Martin Ratio Rank

SP5L.L
SP5L.L Risk / Return Rank: 5858
Overall Rank
SP5L.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SP5L.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
SP5L.L Omega Ratio Rank: 5151
Omega Ratio Rank
SP5L.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
SP5L.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.

PACW.L vs. SP5L.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 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.


PACW.LSP5L.LDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.97

+0.37

Sortino ratio

Return per unit of downside risk

1.84

1.40

+0.44

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

2.66

2.04

+0.62

Martin ratio

Return relative to average drawdown

10.14

6.96

+3.18

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

The current PACW.L Sharpe Ratio is 1.33, which is higher than the SP5L.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PACW.L and SP5L.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.LSP5L.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.97

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.84

-0.29

Correlation

The correlation between PACW.L and SP5L.L is 0.96, 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. SP5L.L - Dividend Comparison

PACW.L's dividend yield for the trailing twelve months is around 1.39%, while SP5L.L has not paid dividends to shareholders.


Drawdowns

PACW.L vs. SP5L.L - Drawdown Comparison

The maximum PACW.L drawdown since its inception was -17.68%, smaller than the maximum SP5L.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for PACW.L and SP5L.L.


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Drawdown Indicators


PACW.LSP5L.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.68%

-25.47%

+7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.18%

-10.76%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

Current Drawdown

Current decline from peak

-4.09%

-4.88%

+0.79%

Average Drawdown

Average peak-to-trough decline

-3.37%

-3.55%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.11%

-0.26%

Volatility

PACW.L vs. SP5L.L - Volatility Comparison

Amundi Prime All Country World UCITS ETF Income (PACW.L) has a higher volatility of 4.53% compared to Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) at 3.77%. This indicates that PACW.L's price experiences larger fluctuations and is considered to be riskier than SP5L.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.LSP5L.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

3.77%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

8.33%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

15.41%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

14.33%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.30%

15.94%

-1.64%