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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

The iShares MSCI ACWI ex U.S. ETF has a high expense ratio of 0.32%, indicating higher-than-average management fees.


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 to compare with ACWX

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.


50.00%100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
59.47%
296.80%
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 4.66% year-to-date (YTD) and 15.64% in the last 12 months. Over the past 10 years, iShares MSCI ACWI ex U.S. ETF had an annualized return of 4.19%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares MSCI ACWI ex U.S. ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.66%10.04%
1 month2.97%3.53%
6 months15.77%22.79%
1 year15.64%32.16%
5 years (annualized)5.79%13.15%
10 years (annualized)4.19%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.72%3.03%
2023-4.75%-3.51%-3.13%8.28%4.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares MSCI ACWI ex U.S. ETF (ACWX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWX
iShares MSCI ACWI ex U.S. ETF
1.29
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares MSCI ACWI ex U.S. ETF Sharpe ratio is 1.29. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.29
2.76
ACWX (iShares MSCI ACWI ex U.S. ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI ACWI ex U.S. ETF granted a 2.83% dividend yield in the last twelve months. The annual payout for that period amounted to $1.51 per share.


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

Dividend yield

2.83%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
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
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
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
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
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
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
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
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
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
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
2013$0.69$0.00$0.00$0.00$0.00$0.00$0.56

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.18%
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 2.18%.


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, 2022
-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 2.81%, 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%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.81%
2.82%
ACWX (iShares MSCI ACWI ex U.S. ETF)
Benchmark (^GSPC)