SSAC.L vs. ACWI
Compare and contrast key facts about iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and iShares MSCI ACWI ETF (ACWI).
SSAC.L and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SSAC.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 21, 2011. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both SSAC.L and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSAC.L or ACWI.
Performance
SSAC.L vs. ACWI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SSAC.L having a 18.19% return and ACWI slightly lower at 17.56%. Over the past 10 years, SSAC.L has outperformed ACWI with an annualized return of 11.34%, while ACWI has yielded a comparatively lower 9.26% annualized return.
SSAC.L
18.19%
1.91%
7.34%
23.43%
11.37%
11.34%
ACWI
17.56%
-1.67%
6.67%
24.57%
10.95%
9.26%
Key characteristics
| SSAC.L | ACWI | |
|---|---|---|
| Sharpe Ratio | 2.31 | 2.17 |
| Sortino Ratio | 3.22 | 2.97 |
| Omega Ratio | 1.44 | 1.39 |
| Calmar Ratio | 3.58 | 3.09 |
| Martin Ratio | 15.87 | 13.91 |
| Ulcer Index | 1.43% | 1.80% |
| Daily Std Dev | 9.86% | 11.56% |
| Max Drawdown | -25.43% | -56.00% |
| Current Drawdown | -0.83% | -2.45% |
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SSAC.L vs. ACWI - Expense Ratio Comparison
SSAC.L has a 0.20% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Correlation
The correlation between SSAC.L and ACWI is 0.64, 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.
Risk-Adjusted Performance
SSAC.L vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (SSAC.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.
Dividends
SSAC.L vs. ACWI - Dividend Comparison
SSAC.L has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSAC.L iShares MSCI ACWI UCITS ETF (Acc) | 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 | 1.60% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
SSAC.L vs. ACWI - Drawdown Comparison
The maximum SSAC.L drawdown since its inception was -25.43%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for SSAC.L and ACWI. For additional features, visit the drawdowns tool.
Volatility
SSAC.L vs. ACWI - Volatility Comparison
iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and iShares MSCI ACWI ETF (ACWI) have volatilities of 3.10% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.