PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI ACWI ETF (ACWI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642882579
CUSIP464288257
IssueriShares
Inception DateMar 26, 2008
RegionDeveloped Markets (Broad)
CategoryLarge Cap Growth Equities
Index TrackedMSCI All Country World Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ACWI features an expense ratio of 0.32%, falling within the medium range.


Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI ACWI ETF

Popular comparisons: ACWI vs. VT, ACWI vs. SPY, ACWI vs. ACWX, ACWI vs. VTI, ACWI vs. VOO, ACWI vs. DIVB, ACWI vs. VASGX, ACWI vs. SCHD, ACWI vs. ^GSPC, ACWI vs. VEA

Performance

Performance Chart

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


200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
212.12%
318.56%
ACWI (iShares MSCI ACWI ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI ACWI ETF had a return of 12.45% year-to-date (YTD) and 17.96% in the last 12 months. Over the past 10 years, iShares MSCI ACWI ETF had an annualized return of 8.61%, while the S&P 500 had an annualized return of 10.77%, indicating that iShares MSCI ACWI ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.45%15.41%
1 month0.58%0.33%
6 months12.56%13.74%
1 year17.96%21.39%
5 years (annualized)10.87%13.11%
10 years (annualized)8.61%10.77%

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
20240.28%4.51%3.26%-3.55%4.58%2.04%12.45%
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%-9.13%
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%1.03%1.96%8.39%
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%
20133.76%-0.10%1.83%2.84%-0.38%-2.61%4.58%-2.29%5.54%3.95%1.55%2.07%22.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACWI is 65, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ACWI is 6565
ACWI (iShares MSCI ACWI ETF)
The Sharpe Ratio Rank of ACWI is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6767Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 6666Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 6363Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 6161Martin 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

The charts below present risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACWI
Sharpe ratio
The chart of Sharpe ratio for ACWI, currently valued at 1.56, compared to the broader market0.002.004.006.001.56
Sortino ratio
The chart of Sortino ratio for ACWI, currently valued at 2.26, compared to the broader market0.005.0010.0015.002.26
Omega ratio
The chart of Omega ratio for ACWI, currently valued at 1.27, compared to the broader market1.002.003.001.27
Calmar ratio
The chart of Calmar ratio for ACWI, currently valued at 1.19, compared to the broader market0.005.0010.0015.0020.001.19
Martin ratio
The chart of Martin ratio for ACWI, currently valued at 5.04, compared to the broader market0.0050.00100.00150.005.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current iShares MSCI ACWI ETF Sharpe ratio is 1.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI ACWI ETF 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.56
1.82
ACWI (iShares MSCI ACWI ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI ACWI ETF granted a 1.67% dividend yield in the last twelve months. The annual payout for that period amounted to $1.90 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.90$1.92$1.52$1.81$1.30$1.85$1.44$1.40$1.30$1.43$1.32$1.09

Dividend yield

1.67%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI ACWI ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.94$0.00$0.94
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$0.00$0.00$0.00$0.00$0.00$0.83$0.00$0.00$0.00$0.00$0.00$0.49$1.32
2013$0.63$0.00$0.00$0.00$0.00$0.00$0.46$1.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.74%
-2.86%
ACWI (iShares MSCI ACWI ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI ACWI ETF. 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 iShares MSCI ACWI ETF was 56.00%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.

The current iShares MSCI ACWI ETF drawdown is 2.74%.


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 iShares MSCI ACWI ETF volatility is 2.57%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.57%
2.76%
ACWI (iShares MSCI ACWI ETF)
Benchmark (^GSPC)