WLDL.L vs. ^GDAXI
Compare and contrast key facts about Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and DAX Performance Index (^GDAXI).
WLDL.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 26, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WLDL.L or ^GDAXI.
Key characteristics
| WLDL.L | ^GDAXI | |
|---|---|---|
| YTD Return | 20.19% | 13.62% |
| 1Y Return | 25.00% | 24.04% |
| 3Y Return (Ann) | 10.13% | 5.66% |
| 5Y Return (Ann) | 16.33% | 7.55% |
| Sharpe Ratio | 2.79 | 1.75 |
| Sortino Ratio | 3.89 | 2.39 |
| Omega Ratio | 1.54 | 1.31 |
| Calmar Ratio | 4.45 | 2.54 |
| Martin Ratio | 20.50 | 9.61 |
| Ulcer Index | 1.42% | 2.14% |
| Daily Std Dev | 10.37% | 11.84% |
| Max Drawdown | -24.76% | -72.68% |
| Current Drawdown | 0.00% | -3.17% |
Correlation
The correlation between WLDL.L and ^GDAXI is 0.53, 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.
Performance
WLDL.L vs. ^GDAXI - Performance Comparison
In the year-to-date period, WLDL.L achieves a 20.19% return, which is significantly higher than ^GDAXI's 13.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WLDL.L vs. ^GDAXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and DAX Performance Index (^GDAXI). 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.
Drawdowns
WLDL.L vs. ^GDAXI - Drawdown Comparison
The maximum WLDL.L drawdown since its inception was -24.76%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for WLDL.L and ^GDAXI. For additional features, visit the drawdowns tool.
Volatility
WLDL.L vs. ^GDAXI - Volatility Comparison
The current volatility for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) is 2.88%, while DAX Performance Index (^GDAXI) has a volatility of 5.54%. This indicates that WLDL.L experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.