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WLDL.L vs. LOWV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WLDL.L vs. LOWV - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and AB US Low Volatility Equity ETF (LOWV). The values are adjusted to include any dividend payments, if applicable.

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WLDL.L vs. LOWV - Yearly Performance Comparison


2026 (YTD)202520242023
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

WLDL.L
WLDL.L Risk / Return Rank: 5050
Overall Rank
WLDL.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WLDL.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
WLDL.L Omega Ratio Rank: 6767
Omega Ratio Rank
WLDL.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
WLDL.L Martin Ratio Rank: 2727
Martin Ratio Rank

LOWV
LOWV Risk / Return Rank: 2727
Overall Rank
LOWV Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LOWV Sortino Ratio Rank: 2525
Sortino Ratio Rank
LOWV Omega Ratio Rank: 2626
Omega Ratio Rank
LOWV Calmar Ratio Rank: 2929
Calmar Ratio Rank
LOWV Martin Ratio Rank: 3131
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.

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.LLOWVDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.31

+0.92

Sortino ratio

Return per unit of downside risk

1.74

0.54

+1.20

Omega ratio

Gain probability vs. loss probability

1.26

1.08

+0.18

Calmar ratio

Return relative to maximum drawdown

0.61

0.48

+0.13

Martin ratio

Return relative to average drawdown

2.31

1.51

+0.80

WLDL.L vs. LOWV - Sharpe Ratio Comparison

The current WLDL.L Sharpe Ratio is 1.23, which is higher than the LOWV Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of WLDL.L and LOWV, 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


WLDL.LLOWVDifference

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.


TTM202520242023202220212020201920182017
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.LLOWVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.61%

-6.79%

+3.18%

Average Drawdown

Average peak-to-trough decline

-3.25%

-1.52%

-1.73%

Ulcer Index

Depth 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.LLOWVDifference

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%