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iShares MSCI ACWI ex U.S. ETF (ACWX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642882405
CUSIP464288240
IssueriShares
Inception DateMar 26, 2008
RegionBroad Asia (Broad)
CategoryForeign Large Cap Equities
Index TrackedMSCI All Country World ex-U.S. Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

ACWX has a high expense ratio of 0.32%, indicating higher-than-average management fees.


Expense ratio chart for ACWX: 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


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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 ex U.S. ETF

Popular comparisons: ACWX vs. VXUS, ACWX vs. VEU, ACWX vs. ACWI, ACWX vs. IWV, ACWX vs. SPY, ACWX vs. VEA, ACWX vs. IQLT, ACWX vs. IXUS, ACWX vs. VOO, ACWX vs. VWO

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
9.56%
15.17%
ACWX (iShares MSCI ACWI ex U.S. ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI ACWI ex U.S. ETF had a return of 6.61% year-to-date (YTD) and 11.51% in the last 12 months. Over the past 10 years, iShares MSCI ACWI ex U.S. ETF had an annualized return of 3.87%, while the S&P 500 had an annualized return of 10.86%, indicating that iShares MSCI ACWI ex U.S. ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.61%13.65%
1 month0.45%3.82%
6 months9.57%15.17%
1 year11.51%24.08%
5 years (annualized)6.31%13.46%
10 years (annualized)3.87%10.86%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.72%3.03%3.31%-2.43%3.95%6.61%
20238.92%-4.52%3.06%1.87%-3.74%4.61%3.92%-4.75%-3.51%-3.13%8.28%4.98%15.63%
2022-2.55%-3.34%-0.19%-6.70%1.80%-7.80%3.38%-4.84%-9.62%3.52%13.38%-2.31%-16.07%
20210.28%1.97%1.73%2.56%3.09%-0.38%-1.65%1.45%-3.43%3.00%-4.19%3.34%7.67%
2020-3.42%-6.66%-14.97%6.37%4.59%4.44%4.02%4.16%-1.84%-2.04%12.61%5.54%10.28%
20197.53%1.57%0.96%2.81%-5.61%5.95%-1.73%-2.39%2.68%3.08%0.99%4.14%21.04%
20185.47%-5.05%-0.66%0.56%-1.86%-2.19%2.86%-2.30%0.44%-7.97%1.44%-4.90%-13.95%
20173.82%1.15%3.14%2.16%3.07%0.71%3.51%0.42%2.03%1.92%0.43%2.00%27.19%
2016-5.55%-2.46%8.19%2.53%-1.21%-0.79%4.16%0.71%1.49%-1.76%-2.04%1.85%4.53%
2015-0.35%5.55%-1.22%4.79%-1.13%-3.17%-0.23%-7.44%-4.29%6.56%-1.30%-2.80%-5.81%
2014-6.06%5.68%0.52%1.67%1.69%1.62%-1.54%1.06%-4.81%-0.22%-0.09%-4.08%-5.05%
20132.82%-1.18%0.73%3.50%-3.07%-3.71%4.54%-1.60%7.02%3.51%0.20%1.66%14.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACWX is 48, 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 ACWX is 4848
ACWX (iShares MSCI ACWI ex U.S. ETF)
The Sharpe Ratio Rank of ACWX is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of ACWX is 4949Sortino Ratio Rank
The Omega Ratio Rank of ACWX is 4949Omega Ratio Rank
The Calmar Ratio Rank of ACWX is 4848Calmar Ratio Rank
The Martin Ratio Rank of ACWX is 4545Martin 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 ex U.S. ETF (ACWX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACWX
Sharpe ratio
The chart of Sharpe ratio for ACWX, currently valued at 1.01, compared to the broader market0.002.004.006.001.02
Sortino ratio
The chart of Sortino ratio for ACWX, currently valued at 1.49, compared to the broader market0.005.0010.001.49
Omega ratio
The chart of Omega ratio for ACWX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.18
Calmar ratio
The chart of Calmar ratio for ACWX, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.000.67
Martin ratio
The chart of Martin ratio for ACWX, currently valued at 2.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market0.002.004.006.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.12, compared to the broader market0.005.0010.003.12
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.76, compared to the broader market0.005.0010.0015.0020.001.76
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.26, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.26

Sharpe Ratio

The current iShares MSCI ACWI ex U.S. ETF Sharpe ratio is 1.02. 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 ex U.S. 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 Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.02
2.20
ACWX (iShares MSCI ACWI ex U.S. ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI ACWI ex U.S. ETF granted a 2.79% dividend yield in the last twelve months. The annual payout for that period amounted to $1.50 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.50$1.51$1.22$1.52$0.99$1.58$1.11$1.20$1.11$0.99$1.36$1.25

Dividend yield

2.79%2.96%2.68%2.73%1.88%3.21%2.64%2.39%2.77%2.51%3.17%2.68%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI ACWI ex U.S. 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$0.78$0.78
2023$0.00$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.71$1.51
2022$0.00$0.00$0.00$0.00$0.00$0.84$0.00$0.00$0.00$0.00$0.00$0.38$1.22
2021$0.00$0.00$0.00$0.00$0.00$0.62$0.00$0.00$0.00$0.00$0.00$0.90$1.52
2020$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.49$0.99
2019$0.00$0.00$0.00$0.00$0.00$0.78$0.00$0.00$0.00$0.00$0.00$0.79$1.58
2018$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.38$1.11
2017$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.53$1.20
2016$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.39$1.11
2015$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$0.31$0.99
2014$0.00$0.00$0.00$0.00$0.00$0.91$0.00$0.00$0.00$0.00$0.00$0.46$1.36
2013$0.69$0.00$0.00$0.00$0.00$0.00$0.56$1.25

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-1.26%
0
ACWX (iShares MSCI ACWI ex U.S. ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI ACWI ex U.S. 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 ex U.S. ETF was 60.39%, occurring on Mar 9, 2009. Recovery took 1330 trading sessions.

The current iShares MSCI ACWI ex U.S. ETF drawdown is 1.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.39%May 20, 2008203Mar 9, 20091330Jun 19, 20141533
-35.36%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-30.07%Jun 15, 2021336Oct 12, 2022399May 15, 2024735
-25.96%Jul 7, 2014405Feb 11, 2016317May 16, 2017722
-4.96%Feb 17, 202114Mar 8, 202128Apr 16, 202142

Volatility

Volatility Chart

The current iShares MSCI ACWI ex U.S. ETF volatility is 3.41%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
3.41%
2.51%
ACWX (iShares MSCI ACWI ex U.S. ETF)
Benchmark (^GSPC)