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iShares MSCI ACWI ETF (ACWI) Sharpe Ratio: 2.04

ETF · Currency in USD · Last updated Jun 18, 2026

The iShares MSCI ACWI ETF (ACWI) is a passively managed exchange-traded fund (ETF) that seeks to track the investment results of the MSCI All Country World Index. The index is a broad-based benchmark that measures the performance of developed and emerging market equities worldwide. It includes over 2,700 companies representing various sectors and industries in more than 50 countries.

The ACWI ETF was launched on March 26, 2008, and is managed by BlackRock. It has an expense ratio of 0.32%. The fund might be suitable for investors looking for a way to access a broad range of international markets and who want to benefit from the potential for higher returns that emerging markets may offer. It is also suitable for investors who prefer a passive investment strategy, as the fund is designed to track the index's performance rather than trying to outperform it.

ACWI's Sharpe Ratio of 2.04 indicates that for each unit of volatility, it generates 2.04 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 18, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ACWI Sharpe Ratio Rank

ACWI Sharpe Ratio Rank: 66.867
Above Average

ACWI ranks above 66.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

ACWI Sharpe Ratio Market Positioning

The chart shows ACWI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.21
  • Green zone (top 25%): 2.21 or higher
  • Top 1%: 7.28+
  • Median: 1.63 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI ACWI ETF's Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how ACWI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 18, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WLDRAffinity World Leaders Equity ETF3.62
FYLDCambria Foreign Shareholder Yield ETF3.07
GVALCambria Global Value ETF2.92
DRIVGlobal X Autonomous & Electric Vehicles ETF2.86
AVGVAvantis All Equity Markets Value ETF2.72
FWDAB Disruptors ETF2.66
IDViShares International Select Dividend ETF2.61
AVGEAvantis All Equity Markets ETF2.55
GINXSGI Enhanced Global Income ETF2.46
DGTState Street SPDR Global Dow ETF2.43
ACWIiShares MSCI ACWI ETF2.04

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ACWI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ACWI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ACWI fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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