UVAL.L vs. ACWD.L
Compare and contrast key facts about SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) and SPDR MSCI All Country World UCITS ETF (ACWD.L).
UVAL.L and ACWD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UVAL.L is a passively managed fund by State Street that tracks the performance of the Russell 1000 Value TR USD. It was launched on Feb 18, 2015. ACWD.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI Index. It was launched on May 13, 2011. Both UVAL.L and ACWD.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
UVAL.L vs. ACWD.L - Performance Comparison
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UVAL.L vs. ACWD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
UVAL.L
ACWD.L
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.L | ACWD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.16 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.62 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.51 | +0.58 |
Martin ratioReturn relative to average drawdown | 8.28 | 6.53 | +1.75 |
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
| UVAL.L | ACWD.L | Difference | |
|---|---|---|---|
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.
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.L | ACWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.53% | -8.25% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -4.72% | -0.46% |
Ulcer IndexDepth 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.L | ACWD.L | Difference | |
|---|---|---|---|
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% |