XWLD.L vs. LCUW.DE
XWLD.L (Xtrackers MSCI World UCITS ETF 1C) and LCUW.DE (Amundi MSCI World V UCITS ETF Acc) are both Global Equities funds - XWLD.L tracks the MSCI ACWI NR USD while LCUW.DE tracks the MSCI World. Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. XWLD.L charges 0.19%/yr vs 0.12%/yr for LCUW.DE.
Performance
XWLD.L vs. LCUW.DE - Performance Comparison
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Different Trading Currencies
XWLD.L is traded in GBp, while LCUW.DE is traded in EUR. To make them comparable, the LCUW.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
XWLD.L
- 1D
- 0.06%
- 1M
- 5.10%
- YTD
- 10.22%
- 6M
- 10.38%
- 1Y
- 27.30%
- 3Y*
- 17.69%
- 5Y*
- 13.07%
- 10Y*
- 13.92%
LCUW.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XWLD.L vs. LCUW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XWLD.L Xtrackers MSCI World UCITS ETF 1C | 10.22% | 12.59% | 21.09% | 17.58% | -8.42% | 23.71% | 12.15% | 23.21% | 3.06% |
LCUW.DE Amundi MSCI World V UCITS ETF Acc | 0.00% | 3.81% | 20.48% | 17.65% | -9.31% | 23.64% | 11.27% | 24.41% | 3.30% |
Correlation
The correlation between XWLD.L and LCUW.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2018 | 0.83 |
The correlation between XWLD.L and LCUW.DE shifts across timeframes, from 0.65 (3 years) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XWLD.L vs. LCUW.DE — Risk / Return Rank
XWLD.L
LCUW.DE
XWLD.L vs. LCUW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XWLD.L) and Amundi MSCI World V UCITS ETF Acc (LCUW.DE). 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.
| XWLD.L | LCUW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.51 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | — | — |
| Martin ratioReturn relative to average drawdown | 16.43 | — | — |
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
| XWLD.L | LCUW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.96 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | — | — |
Drawdowns
XWLD.L vs. LCUW.DE - Drawdown Comparison
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Drawdown Indicators
| XWLD.L | LCUW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.62% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | — | — |
Average DrawdownAverage peak-to-trough decline | -3.39% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | — | — |
Volatility
XWLD.L vs. LCUW.DE - Volatility Comparison
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Volatility by Period
| XWLD.L | LCUW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.29% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.16% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.56% | — | — |
XWLD.L vs. LCUW.DE - Expense Ratio Comparison
XWLD.L has a 0.19% expense ratio, which is higher than LCUW.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XWLD.L vs. LCUW.DE - Dividend Comparison
Neither XWLD.L nor LCUW.DE has paid dividends to shareholders.
Frequently Asked Questions
XWLD.L and LCUW.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUW.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUW.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for XWLD.L.
XWLD.L tracks MSCI ACWI NR USD, while LCUW.DE tracks MSCI World. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.19% for XWLD.L and 0.12% for LCUW.DE.
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