WLDL.L vs. PACW.L

Last updated Jun 6, 2026

WLDL.L (Lyxor MSCI World UCITS ETF - Dist) and PACW.L (Amundi Prime All Country World UCITS ETF Income) are both Global Equities funds from Amundi - WLDL.L tracks the MSCI ACWI NR USD while PACW.L tracks the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. WLDL.L charges 0.30%/yr vs 0.07%/yr for PACW.L.

Performance

WLDL.L vs. PACW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and Amundi Prime All Country World UCITS ETF Income (PACW.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

WLDL.L is traded in GBp, while PACW.L is traded in GBP. To make them comparable, the PACW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

WLDL.L

• 1D: -0.66%
• 1M: 3.12%
• YTD: 9.38%
• 6M: 9.26%
• 1Y: 26.29%
• 3Y*: 17.47%
• 5Y*: 12.94%
• 10Y*: 13.84%

PACW.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

WLDL.L vs. PACW.L — 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: 85
WLDL.L Sharpe Ratio Rank: 86
WLDL.L Sortino Ratio Rank: 86
WLDL.L Omega Ratio Rank: 86
WLDL.L Calmar Ratio Rank: 82
WLDL.L Martin Ratio Rank: 84

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. PACW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and Amundi Prime All Country World UCITS ETF Income (PACW.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.

	WLDL.L	PACW.L	Difference
Sharpe ratio: Return per unit of total volatility	2.58	—	—
Sortino ratio: Return per unit of downside risk	3.54	—	—
Omega ratio: Gain probability vs. loss probability	1.49	—	—
Calmar ratio: Return relative to maximum drawdown	3.97	—	—
Martin ratio: Return relative to average drawdown	15.93	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WLDL.L	PACW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.58	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.97	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.95	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	—	—

Drawdowns

Drawdown Indicators

	WLDL.L	PACW.L	Difference
Max Drawdown Largest peak-to-trough decline	-49.43%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-6.59%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.91%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.91%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-25.61%	—	—
Current Drawdown Current decline from peak	-0.79%	—	—
Average Drawdown Average peak-to-trough decline	-8.38%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	—	—

Volatility

Volatility by Period

	WLDL.L	PACW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.31%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.14%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.29%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.55%	—	—

WLDL.L vs. PACW.L - Expense Ratio Comparison

WLDL.L has a 0.30% expense ratio, which is higher than PACW.L's 0.07% expense ratio.

Dividends

WLDL.L vs. PACW.L - Dividend Comparison

WLDL.L's dividend yield for the trailing twelve months is around 1.15%, while PACW.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PACW.L Amundi Prime All Country World UCITS ETF Income	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WLDL.L Lyxor MSCI World UCITS ETF - Dist	1.15%	1.26%	1.61%	1.34%	1.89%	1.34%	1.58%	1.57%	2.34%	2.04%	2.32%	2.52%

Frequently Asked Questions

Which ETF is better, WLDL.L or PACW.L?

On fees, PACW.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WLDL.L or PACW.L?

PACW.L is cheaper with a 0.07% expense ratio, compared with 0.30% for WLDL.L.

What is the main difference between WLDL.L and PACW.L?

WLDL.L tracks MSCI ACWI NR USD, while PACW.L tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.30% for WLDL.L and 0.07% for PACW.L.