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UVAL.L vs. ACWD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UVAL.L vs. ACWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) and SPDR MSCI All Country World UCITS ETF (ACWD.L). The values are adjusted to include any dividend payments, if applicable.

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UVAL.L vs. ACWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UVAL.L
SPDR MSCI USA Value Weighted UCITS ETF
1.52%19.90%6.56%9.53%-4.90%31.55%-1.54%22.51%-7.42%8.19%
ACWD.L
SPDR MSCI All Country World UCITS ETF
-2.58%14.08%19.81%16.16%-8.66%19.89%12.50%21.02%-4.51%13.36%
Different Trading Currencies

UVAL.L is traded in GBP, while ACWD.L is traded in USD. To make them comparable, the ACWD.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, UVAL.L achieves a 1.52% return, which is significantly higher than ACWD.L's -2.93% return. Over the past 10 years, UVAL.L has underperformed ACWD.L with an annualized return of 11.09%, while ACWD.L has yielded a comparatively higher 12.10% annualized return.


UVAL.L

1D
-0.32%
1M
-4.65%
YTD
1.52%
6M
12.03%
1Y
25.34%
3Y*
12.52%
5Y*
8.75%
10Y*
11.09%

ACWD.L

1D
0.00%
1M
-6.30%
YTD
-2.93%
6M
1.20%
1Y
17.14%
3Y*
13.70%
5Y*
10.03%
10Y*
12.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UVAL.L vs. ACWD.L - Expense Ratio Comparison

UVAL.L has a 0.20% expense ratio, which is higher than ACWD.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UVAL.L vs. ACWD.L — Risk / Return Rank

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

UVAL.L
UVAL.L Risk / Return Rank: 7878
Overall Rank
UVAL.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UVAL.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
UVAL.L Omega Ratio Rank: 7777
Omega Ratio Rank
UVAL.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
UVAL.L Martin Ratio Rank: 7676
Martin Ratio Rank

ACWD.L
ACWD.L Risk / Return Rank: 7474
Overall Rank
ACWD.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ACWD.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
ACWD.L Omega Ratio Rank: 7474
Omega Ratio Rank
ACWD.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
ACWD.L Martin Ratio Rank: 7676
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.

UVAL.L vs. ACWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) and SPDR MSCI All Country World UCITS ETF (ACWD.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.


UVAL.LACWD.LDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.16

+0.40

Sortino ratio

Return per unit of downside risk

2.09

1.62

+0.47

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

2.09

1.51

+0.58

Martin ratio

Return relative to average drawdown

8.28

6.53

+1.75

UVAL.L vs. ACWD.L - Sharpe Ratio Comparison

The current UVAL.L Sharpe Ratio is 1.56, which is higher than the ACWD.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of UVAL.L and ACWD.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


UVAL.LACWD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.16

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.71

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.79

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.77

-0.17

Correlation

The correlation between UVAL.L and ACWD.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

UVAL.L vs. ACWD.L - Dividend Comparison

Neither UVAL.L nor ACWD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UVAL.L vs. ACWD.L - Drawdown Comparison

The maximum UVAL.L drawdown since its inception was -32.55%, which is greater than ACWD.L's maximum drawdown of -25.57%. Use the drawdown chart below to compare losses from any high point for UVAL.L and ACWD.L.


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Drawdown Indicators


UVAL.LACWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.55%

-33.64%

+1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-11.57%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.03%

-26.18%

+5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-32.55%

-33.64%

+1.09%

Current Drawdown

Current decline from peak

-5.53%

-8.25%

+2.72%

Average Drawdown

Average peak-to-trough decline

-5.18%

-4.72%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.49%

+0.48%

Volatility

UVAL.L vs. ACWD.L - Volatility Comparison

The current volatility for SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) is 4.29%, while SPDR MSCI All Country World UCITS ETF (ACWD.L) has a volatility of 5.27%. This indicates that UVAL.L experiences smaller price fluctuations and is considered to be less risky than ACWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVAL.LACWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

5.27%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

8.95%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

14.74%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

14.16%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

15.34%

+1.91%