PortfoliosLab logoPortfoliosLab logo
SSAC.L vs. ACWI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSAC.L vs. ACWI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SSAC.L vs. ACWI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSAC.L
iShares MSCI ACWI UCITS ETF (Acc)
-0.51%13.95%19.63%16.14%-8.56%20.35%11.80%22.09%-4.79%13.30%
ACWI.L
SPDR MSCI ACWI UCITS ETF
-0.49%14.32%19.66%15.59%-8.59%20.28%11.89%21.92%-4.58%12.93%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with SSAC.L having a -0.51% return and ACWI.L slightly higher at -0.49%. Both investments have delivered pretty close results over the past 10 years, with SSAC.L having a 12.30% annualized return and ACWI.L not far ahead at 12.34%.


SSAC.L

1D
2.00%
1M
-3.63%
YTD
-0.51%
6M
3.19%
1Y
18.39%
3Y*
14.71%
5Y*
10.64%
10Y*
12.30%

ACWI.L

1D
2.04%
1M
-3.57%
YTD
-0.49%
6M
3.23%
1Y
18.59%
3Y*
14.77%
5Y*
10.62%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SSAC.L vs. ACWI.L - Expense Ratio Comparison

SSAC.L has a 0.20% expense ratio, which is lower than ACWI.L's 0.40% expense ratio.


Return for Risk

SSAC.L vs. ACWI.L — Risk / Return Rank

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

SSAC.L
SSAC.L Risk / Return Rank: 7676
Overall Rank
SSAC.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SSAC.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
SSAC.L Omega Ratio Rank: 7171
Omega Ratio Rank
SSAC.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
SSAC.L Martin Ratio Rank: 8383
Martin Ratio Rank

ACWI.L
ACWI.L Risk / Return Rank: 7676
Overall Rank
ACWI.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ACWI.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
ACWI.L Omega Ratio Rank: 7272
Omega Ratio Rank
ACWI.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
ACWI.L Martin Ratio Rank: 8383
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.

SSAC.L vs. ACWI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and SPDR MSCI ACWI UCITS ETF (ACWI.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.


SSAC.LACWI.LDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.31

0.00

Sortino ratio

Return per unit of downside risk

1.81

1.82

-0.01

Omega ratio

Gain probability vs. loss probability

1.27

1.27

0.00

Calmar ratio

Return relative to maximum drawdown

2.62

2.65

-0.02

Martin ratio

Return relative to average drawdown

9.89

9.83

+0.05

SSAC.L vs. ACWI.L - Sharpe Ratio Comparison

The current SSAC.L Sharpe Ratio is 1.31, which is comparable to the ACWI.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SSAC.L and ACWI.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.


Loading graphics...

Sharpe Ratios by Period


SSAC.LACWI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.31

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.81

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.86

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.75

+0.08

Correlation

The correlation between SSAC.L and ACWI.L is 0.94, 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

SSAC.L vs. ACWI.L - Dividend Comparison

Neither SSAC.L nor ACWI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SSAC.L vs. ACWI.L - Drawdown Comparison

The maximum SSAC.L drawdown since its inception was -25.43%, roughly equal to the maximum ACWI.L drawdown of -25.44%. Use the drawdown chart below to compare losses from any high point for SSAC.L and ACWI.L.


Loading graphics...

Drawdown Indicators


SSAC.LACWI.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.43%

-25.44%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-10.47%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-17.99%

-18.07%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-25.43%

-25.44%

+0.01%

Current Drawdown

Current decline from peak

-4.04%

-4.06%

+0.02%

Average Drawdown

Average peak-to-trough decline

-3.54%

-3.70%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.90%

-0.04%

Volatility

SSAC.L vs. ACWI.L - Volatility Comparison

iShares MSCI ACWI UCITS ETF (Acc) (SSAC.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L) have volatilities of 4.52% and 4.59%, 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.


Loading graphics...

Volatility by Period


SSAC.LACWI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

4.59%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

8.34%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

14.14%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.02%

13.08%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

14.39%

-0.01%