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SPDR MSCI ACWI ex-US ETF (CWI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78463X8487
CUSIP78463X848
IssuerState Street
Inception DateJan 10, 2007
RegionBroad Asia (Broad)
CategoryForeign Large Cap Equities
Index TrackedMSCI All Country World ex-U.S. Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR MSCI ACWI ex-US ETF has a high expense ratio of 0.30%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

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SPDR MSCI ACWI ex-US ETF

Popular comparisons: CWI vs. IXUS, CWI vs. VXUS, CWI vs. SPY, CWI vs. VT, CWI vs. VTI, CWI vs. OMFL, CWI vs. SCHX, CWI vs. FSPSX, CWI vs. SCHF, CWI vs. SPGM

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.69%
15.73%
CWI (SPDR MSCI ACWI ex-US ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR MSCI ACWI ex-US ETF had a return of 1.78% year-to-date (YTD) and 7.92% in the last 12 months. Over the past 10 years, SPDR MSCI ACWI ex-US ETF had an annualized return of 4.13%, while the S&P 500 had an annualized return of 10.53%, indicating that SPDR MSCI ACWI ex-US ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.78%6.12%
1 month-1.96%-1.08%
6 months11.69%15.73%
1 year7.92%22.34%
5 years (annualized)4.97%11.82%
10 years (annualized)4.13%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.66%3.42%3.27%
2023-3.23%-3.01%8.16%4.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CWI is 39, suggesting that the investment has average results relative to the market 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 CWI is 3939
SPDR MSCI ACWI ex-US ETF(CWI)
The Sharpe Ratio Rank of CWI is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of CWI is 3838Sortino Ratio Rank
The Omega Ratio Rank of CWI is 3838Omega Ratio Rank
The Calmar Ratio Rank of CWI is 4242Calmar Ratio Rank
The Martin Ratio Rank of CWI is 3838Martin 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 SPDR MSCI ACWI ex-US ETF (CWI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CWI
Sharpe ratio
The chart of Sharpe ratio for CWI, currently valued at 0.60, compared to the broader market0.002.004.000.60
Sortino ratio
The chart of Sortino ratio for CWI, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.94
Omega ratio
The chart of Omega ratio for CWI, currently valued at 1.11, compared to the broader market1.001.502.002.501.11
Calmar ratio
The chart of Calmar ratio for CWI, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.000.42
Martin ratio
The chart of Martin ratio for CWI, currently valued at 1.78, compared to the broader market0.0020.0040.0060.0080.001.78
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current SPDR MSCI ACWI ex-US ETF Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.60
1.89
CWI (SPDR MSCI ACWI ex-US ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR MSCI ACWI ex-US ETF granted a 2.75% dividend yield in the last twelve months. The annual payout for that period amounted to $0.76 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.76$0.76$0.76$0.78$0.57$0.79$0.61$0.60$0.51$0.54$0.72$0.64

Dividend yield

2.75%2.80%3.17%2.65%2.07%3.05%2.81%2.29%2.45%2.62%3.21%2.69%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR MSCI ACWI ex-US 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$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.35
2022$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.35
2021$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.46
2020$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.30
2019$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.39
2018$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.31
2017$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.29
2016$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.23
2015$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.27
2014$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$0.27
2013$0.36$0.00$0.00$0.00$0.00$0.00$0.28

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.81%
-3.66%
CWI (SPDR MSCI ACWI ex-US ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR MSCI ACWI ex-US 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 SPDR MSCI ACWI ex-US ETF was 60.76%, occurring on Mar 9, 2009. Recovery took 1329 trading sessions.

The current SPDR MSCI ACWI ex-US ETF drawdown is 3.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.76%Nov 1, 2007339Mar 9, 20091329Jun 18, 20141668
-34.64%Jan 29, 2018541Mar 23, 2020165Nov 13, 2020706
-29.45%Jun 15, 2021336Oct 12, 2022
-25.25%Jul 7, 2014405Feb 11, 2016310May 5, 2017715
-12.72%Jul 16, 200724Aug 16, 200731Oct 1, 200755

Volatility

Volatility Chart

The current SPDR MSCI ACWI ex-US ETF volatility is 2.93%, 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%NovemberDecember2024FebruaryMarchApril
2.93%
3.44%
CWI (SPDR MSCI ACWI ex-US ETF)
Benchmark (^GSPC)