PACW.L vs. WMVG.L
Compare and contrast key facts about Amundi Prime All Country World UCITS ETF Income (PACW.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L).
PACW.L and WMVG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PACW.L is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Global Markets Large & Mid Cap Index. It was launched on Jul 24, 2025. WMVG.L is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Feb 26, 2019. Both PACW.L and WMVG.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.
Performance
PACW.L vs. WMVG.L - Performance Comparison
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PACW.L vs. WMVG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PACW.L Amundi Prime All Country World UCITS ETF Income | -2.55% | 9.58% |
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) | 0.10% | 3.89% |
Returns By Period
In the year-to-date period, PACW.L achieves a -2.55% return, which is significantly lower than WMVG.L's 0.10% return.
PACW.L
- 1D
- 0.52%
- 1M
- -6.00%
- YTD
- -2.55%
- 6M
- 1.48%
- 1Y
- 17.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WMVG.L
- 1D
- 0.04%
- 1M
- -4.37%
- YTD
- 0.10%
- 6M
- 1.24%
- 1Y
- 2.38%
- 3Y*
- 9.74%
- 5Y*
- 6.73%
- 10Y*
- —
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PACW.L vs. WMVG.L - Expense Ratio Comparison
PACW.L has a 0.07% expense ratio, which is lower than WMVG.L's 0.35% expense ratio.
Return for Risk
PACW.L vs. WMVG.L — Risk / Return Rank
PACW.L
WMVG.L
PACW.L vs. WMVG.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 Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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.L | WMVG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.22 | +1.05 |
Sortino ratioReturn per unit of downside risk | 1.76 | 0.36 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.06 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.20 | +1.41 |
Martin ratioReturn relative to average drawdown | 6.89 | 0.97 | +5.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PACW.L | WMVG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.22 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.55 | -0.12 |
Correlation
The correlation between PACW.L and WMVG.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PACW.L vs. WMVG.L - Dividend Comparison
PACW.L's dividend yield for the trailing twelve months is around 1.42%, while WMVG.L has not paid dividends to shareholders.
Drawdowns
PACW.L vs. WMVG.L - Drawdown Comparison
The maximum PACW.L drawdown since its inception was -17.68%, smaller than the maximum WMVG.L drawdown of -28.25%. Use the drawdown chart below to compare losses from any high point for PACW.L and WMVG.L.
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Drawdown Indicators
| PACW.L | WMVG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.68% | -28.25% | +10.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.23% | -8.89% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.18% | — |
Current DrawdownCurrent decline from peak | -6.00% | -4.37% | -1.63% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -4.13% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.80% | +0.57% |
Volatility
PACW.L vs. WMVG.L - Volatility Comparison
Amundi Prime All Country World UCITS ETF Income (PACW.L) has a higher volatility of 4.32% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) at 2.77%. This indicates that PACW.L's price experiences larger fluctuations and is considered to be riskier than WMVG.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.L | WMVG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 2.77% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 5.10% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 10.70% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 9.97% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.20% | 12.23% | +1.97% |