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ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ACWI 100%EquityEquity
PositionCategory/SectorTarget Weight
ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ACWI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
230.20%
330.65%
ACWI
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 28, 2008, corresponding to the inception date of ACWI

Returns By Period

As of May 9, 2025, the ACWI returned 1.25% Year-To-Date and 8.89% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
ACWI1.25%14.85%-1.32%10.65%13.44%8.89%
ACWI
iShares MSCI ACWI ETF
1.25%14.85%-1.32%10.65%13.44%8.89%
*Annualized

Monthly Returns

The table below presents the monthly returns of ACWI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.14%-0.30%-3.67%0.52%1.69%1.25%
20240.28%4.51%3.26%-3.55%4.58%2.04%1.54%2.50%2.20%-2.09%4.03%-2.66%17.45%
20237.50%-3.32%3.33%1.57%-1.05%5.78%3.60%-2.91%-4.28%-2.54%8.89%4.81%22.27%
2022-4.55%-3.06%1.94%-8.07%0.45%-8.11%7.07%-4.36%-9.39%6.35%8.34%-4.61%-18.39%
2021-0.31%2.29%2.85%4.25%1.47%1.26%0.91%2.17%-4.23%5.39%-2.31%3.89%18.66%
2020-1.44%-7.49%-13.41%9.83%5.09%2.94%5.36%6.03%-2.95%-2.23%11.76%4.69%16.34%
20198.04%2.47%1.58%3.42%-6.07%6.49%0.07%-2.21%2.25%2.74%2.34%3.44%26.59%
20185.70%-4.48%-1.50%0.40%0.47%-0.59%3.07%0.70%0.61%-7.43%1.59%-7.21%-9.12%
20172.91%2.51%1.35%1.61%2.21%0.79%2.73%0.40%1.88%2.15%2.02%1.45%24.33%
2016-5.30%-1.25%7.39%1.34%0.33%-0.05%3.77%0.34%0.94%-1.91%1.04%1.96%8.40%
2015-1.32%5.51%-1.46%2.87%-0.00%-2.58%0.82%-6.81%-3.44%7.66%-0.53%-2.11%-2.21%
2014-4.63%5.20%0.57%1.19%2.01%1.82%-1.44%2.58%-3.32%1.21%1.38%-2.36%3.83%

Expense Ratio

ACWI has an expense ratio of 0.32%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACWI is 50, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ACWI is 5050
Overall Rank
The Sharpe Ratio Rank of ACWI is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ACWI
iShares MSCI ACWI ETF
0.600.961.140.642.81

The current ACWI Sharpe ratio is 0.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ACWI with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.60
0.48
ACWI
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ACWI provided a 1.68% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.68%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%
ACWI
iShares MSCI ACWI ETF
1.68%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.94$0.00$0.00$0.00$0.00$0.00$1.07$2.00
2023$0.00$0.00$0.00$0.00$0.00$0.95$0.00$0.00$0.00$0.00$0.00$0.96$1.92
2022$0.00$0.00$0.00$0.00$0.00$0.85$0.00$0.00$0.00$0.00$0.00$0.68$1.52
2021$0.00$0.00$0.00$0.00$0.00$0.72$0.00$0.00$0.00$0.00$0.00$1.09$1.81
2020$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.69$1.30
2019$0.00$0.00$0.00$0.00$0.00$0.91$0.00$0.00$0.00$0.00$0.00$0.94$1.85
2018$0.00$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.64$1.44
2017$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.67$1.40
2016$0.00$0.00$0.00$0.00$0.00$0.74$0.00$0.00$0.00$0.00$0.00$0.55$1.30
2015$0.00$0.00$0.00$0.00$0.00$0.72$0.00$0.00$0.00$0.00$0.00$0.71$1.43
2014$0.84$0.00$0.00$0.00$0.00$0.00$0.49$1.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.16%
-7.82%
ACWI
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ACWI. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ACWI was 56.00%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.

The current ACWI drawdown is 4.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56%May 19, 2008204Mar 9, 2009983Feb 1, 20131187
-33.53%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.42%Jan 4, 2022195Oct 12, 2022322Jan 25, 2024517
-19.49%Jan 29, 2018229Dec 24, 2018145Jul 24, 2019374
-19.43%May 22, 2015183Feb 11, 2016226Jan 4, 2017409

Volatility

Volatility Chart

The current ACWI volatility is 10.01%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.01%
11.21%
ACWI
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCACWIPortfolio
^GSPC1.000.940.94
ACWI0.941.001.00
Portfolio0.941.001.00
The correlation results are calculated based on daily price changes starting from Mar 31, 2008