WLDL.L vs. LOWV
Compare and contrast key facts about Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and AB US Low Volatility Equity ETF (LOWV).
WLDL.L and LOWV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. LOWV is an actively managed fund by AllianceBernstein. It was launched on Mar 21, 2023.
Performance
WLDL.L vs. LOWV - Performance Comparison
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WLDL.L vs. LOWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WLDL.L Lyxor MSCI World UCITS ETF - Dist | -1.41% | 12.59% | 21.18% | 14.00% |
LOWV AB US Low Volatility Equity ETF | -3.41% | 4.26% | 22.53% | 16.04% |
Different Trading Currencies
WLDL.L is traded in GBp, while LOWV is traded in USD. To make them comparable, the LOWV values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, WLDL.L achieves a -1.41% return, which is significantly higher than LOWV's -3.41% return.
WLDL.L
- 1D
- 1.90%
- 1M
- -3.38%
- YTD
- -1.41%
- 6M
- 2.18%
- 1Y
- 16.44%
- 3Y*
- 14.78%
- 5Y*
- 11.35%
- 10Y*
- —
LOWV
- 1D
- 0.35%
- 1M
- -3.88%
- YTD
- -3.41%
- 6M
- -3.66%
- 1Y
- 4.71%
- 3Y*
- 11.66%
- 5Y*
- —
- 10Y*
- —
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WLDL.L vs. LOWV - Expense Ratio Comparison
WLDL.L has a 0.30% expense ratio, which is lower than LOWV's 0.48% expense ratio.
Return for Risk
WLDL.L vs. LOWV — Risk / Return Rank
WLDL.L
LOWV
WLDL.L vs. LOWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and AB US Low Volatility Equity ETF (LOWV). 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.
| WLDL.L | LOWV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.31 | +0.92 |
Sortino ratioReturn per unit of downside risk | 1.74 | 0.54 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.08 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 0.48 | +0.13 |
Martin ratioReturn relative to average drawdown | 2.31 | 1.51 | +0.80 |
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
| WLDL.L | LOWV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.31 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 1.02 | -0.08 |
Correlation
The correlation between WLDL.L and LOWV is 0.49, 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.
Dividends
WLDL.L vs. LOWV - Dividend Comparison
WLDL.L's dividend yield for the trailing twelve months is around 1.28%, more than LOWV's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WLDL.L Lyxor MSCI World UCITS ETF - Dist | 1.28% | 1.26% | 1.61% | 1.34% | 1.90% | 1.34% | 1.58% | 1.57% | 2.41% | 0.69% |
LOWV AB US Low Volatility Equity ETF | 0.98% | 0.85% | 0.92% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WLDL.L vs. LOWV - Drawdown Comparison
The maximum WLDL.L drawdown since its inception was -24.76%, which is greater than LOWV's maximum drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for WLDL.L and LOWV.
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Drawdown Indicators
| WLDL.L | LOWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.76% | -13.87% | -10.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -10.23% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -18.91% | — | — |
Current DrawdownCurrent decline from peak | -3.61% | -6.79% | +3.18% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -1.52% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 2.62% | +1.76% |
Volatility
WLDL.L vs. LOWV - Volatility Comparison
Lyxor MSCI World UCITS ETF - Dist (WLDL.L) has a higher volatility of 4.33% compared to AB US Low Volatility Equity ETF (LOWV) at 3.83%. This indicates that WLDL.L's price experiences larger fluctuations and is considered to be riskier than LOWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WLDL.L | LOWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.83% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 8.33% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 15.15% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.50% | 12.46% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 12.46% | +6.25% |