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ISIN
US4642882579
CUSIP
464288257
Issuer
iShares
Inception Date
Mar 26, 2008
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI All Country World Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$32B

Share Price Chart


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Performance

ACWI Performance Chart

iShares MSCI ACWI ETF (ACWI) is up 10.8% since the beginning of the year. ACWI is currently trading at $156 per share. Investors who bought $1,000 worth of ACWI shares 5 years ago would now be looking at an investment worth $1,716.


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S&P 500 Index

Returns By Period

iShares MSCI ACWI ETF (ACWI) has returned 10.84% so far this year and 27.32% over the past 12 months. Over the last ten years, ACWI has had an annualized return of 12.97%, just under the S&P 500 Index benchmark’s 13.61%.


iShares MSCI ACWI ETF

1D
-0.97%
1M
1.60%
YTD
10.84%
6M
13.18%
1Y
27.32%
3Y*
19.44%
5Y*
11.40%
10Y*
12.97%

Benchmark (S&P 500 Index)

1D
-1.21%
1M
0.23%
YTD
8.39%
6M
10.39%
1Y
24.03%
3Y*
18.94%
5Y*
12.24%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWI Monthly Returns History

Based on dividend-adjusted daily data since Mar 28, 2008, ACWI's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2009 with a return of +12.8%, while the worst month was Oct 2008 at -18.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ACWI closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.83%1.29%-6.11%9.52%4.62%-1.08%10.84%
20253.14%-0.30%-3.67%0.52%5.69%4.81%1.06%2.68%3.60%2.29%0.04%0.89%22.41%
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%

Benchmark Metrics

iShares MSCI ACWI ETF has an annualized alpha of -0.99%, beta of 0.98, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since March 28, 2008.

  • This ETF participated in 104.18% of S&P 500 Index downside but only 98.28% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.98 and R2 of 0.93, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.99%
Beta
0.98
0.93
Upside Capture
98.28%
Downside Capture
104.18%

Expense Ratio

ACWI has an expense ratio of 0.32%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ACWI ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ACWI Risk / Return Rank: 6767
Overall Rank
ACWI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6666
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6868
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6161
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACWIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.82

2.65

+0.17

Martin ratioReturn relative to average drawdown

12.33

11.88

+0.45

Dividends

Dividend History

iShares MSCI ACWI ETF provided a 1.44% dividend yield over the last twelve months, with an annual payout of $2.25 per share. The fund has been increasing its distributions for 3 consecutive years.


1.40%1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.25$2.20$2.00$1.92$1.52$1.81$1.30$1.85$1.40$1.40$1.30$1.43

Dividend yield

1.44%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%

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
2026$0.00$0.00$0.00$0.00$0.00$1.01$1.01
2025$0.00$0.00$0.00$0.00$0.00$0.96$0.00$0.00$0.00$0.00$0.00$1.24$2.20
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

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.


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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 1.97%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.00%Mar 2009
9mo 24d3y 11mo
4y 8moMay 2008 - Feb 2013
COVID crash2020
-33.53%Mar 2020
1mo 9d5mo 4d
6mo 13dFeb 2020 - Aug 2020
Bear market2022
-26.42%Oct 2022
9mo 11d1y 3mo
2y 21dJan 2022 - Jan 2024
Rate-hike selloffLate 2018
-19.49%Dec 2018
10mo 29d7mo 2d
1y 5moJan 2018 - Jul 2019
2016 correction2016
-19.43%Feb 2016
8mo 25d10mo 28d
1y 7moMay 2015 - Jan 2017

Drawdown Indicators


ACWIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.00%

-56.78%

+0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-9.10%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-18.90%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

-25.43%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

-33.92%

+0.39%

Current Drawdown

Current decline from peak

-1.97%

-2.49%

+0.52%

Average Drawdown

Average peak-to-trough decline

-8.60%

-10.72%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.03%

+0.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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