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XWLD.L vs. LCUW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWLD.L vs. LCUW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World UCITS ETF 1C (XWLD.L) and Amundi MSCI World V UCITS ETF Acc (LCUW.DE). The values are adjusted to include any dividend payments, if applicable.

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

XWLD.L vs. LCUW.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

XWLD.L
XWLD.L Risk / Return Rank: 8383
Overall Rank
XWLD.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XWLD.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XWLD.L Omega Ratio Rank: 8585
Omega Ratio Rank
XWLD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
XWLD.L Martin Ratio Rank: 8282
Martin Ratio Rank

LCUW.DE
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.

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.LLCUW.DEDifference
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

XWLD.L vs. LCUW.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XWLD.LLCUW.DEDifference

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.LLCUW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.12%

Average Drawdown

Average peak-to-trough decline

-3.39%

Ulcer Index

Depth 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.LLCUW.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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