XMAW.L vs. ACWL.L
Compare and contrast key facts about Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.L).
XMAW.L and ACWL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMAW.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 10, 2014. ACWL.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 8, 2018. Both XMAW.L and ACWL.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMAW.L or ACWL.L.
Key characteristics
| XMAW.L | ACWL.L | |
|---|---|---|
| YTD Return | 19.37% | 18.95% |
| 1Y Return | 25.64% | 25.02% |
| 3Y Return (Ann) | 7.54% | 9.86% |
| 5Y Return (Ann) | 11.60% | 22.84% |
| Sharpe Ratio | 2.41 | 2.59 |
| Sortino Ratio | 3.31 | 3.59 |
| Omega Ratio | 1.47 | 1.49 |
| Calmar Ratio | 3.58 | 4.03 |
| Martin Ratio | 15.66 | 17.97 |
| Ulcer Index | 1.59% | 1.42% |
| Daily Std Dev | 10.31% | 9.87% |
| Max Drawdown | -25.05% | -16.03% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XMAW.L and ACWL.L is 0.42, 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
XMAW.L vs. ACWL.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with XMAW.L having a 19.37% return and ACWL.L slightly lower at 18.95%. 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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XMAW.L vs. ACWL.L - Expense Ratio Comparison
XMAW.L has a 0.25% expense ratio, which is lower than ACWL.L's 0.45% expense ratio.
Risk-Adjusted Performance
XMAW.L vs. ACWL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.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.
Dividends
XMAW.L vs. ACWL.L - Dividend Comparison
Neither XMAW.L nor ACWL.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XMAW.L Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.34% |
ACWL.L Lyxor MSCI All Country World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XMAW.L vs. ACWL.L - Drawdown Comparison
The maximum XMAW.L drawdown since its inception was -25.05%, which is greater than ACWL.L's maximum drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for XMAW.L and ACWL.L. For additional features, visit the drawdowns tool.
Volatility
XMAW.L vs. ACWL.L - Volatility Comparison
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and Lyxor MSCI All Country World UCITS ETF (ACWL.L) have volatilities of 3.00% and 2.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.