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^GSPC vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GSPC vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^GSPC achieves a 8.39% return, which is significantly lower than ACWI's 12.21% return. Both investments have delivered pretty close results over the past 10 years, with ^GSPC having a 13.54% annualized return and ACWI not far behind at 12.95%.


^GSPC

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%

ACWI

1D
1.24%
1M
1.78%
YTD
12.21%
6M
12.67%
1Y
29.43%
3Y*
19.93%
5Y*
11.67%
10Y*
12.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^GSPC
S&P 500 Index
8.39%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%
ACWI
iShares MSCI ACWI ETF
12.21%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Correlation

The correlation between ^GSPC and ACWI is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2008

0.94

The correlation between ^GSPC and ACWI has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

^GSPC vs. ACWI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6565
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6969
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6363
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7575
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 6969
Overall Rank
ACWI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6969
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7070
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6363
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7373
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.

^GSPC vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and iShares MSCI ACWI ETF (ACWI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


^GSPCACWIDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.35

1.39

-0.04

Calmar ratioReturn relative to maximum drawdown

2.66

2.98

-0.32

Martin ratioReturn relative to average drawdown

11.86

13.02

-1.15

^GSPC vs. ACWI - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 1.94, which is comparable to the ACWI Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of ^GSPC and ACWI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^GSPC vs. ACWI - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, roughly equal to the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ^GSPC and ACWI.


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Drawdown Indicators


^GSPCACWIDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-56.00%

-0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-9.73%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-16.55%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-26.42%

+0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-33.53%

-0.39%

Current Drawdown

Current decline from peak

-2.49%

-0.75%

-1.74%

Average Drawdown

Average peak-to-trough decline

-10.72%

-8.60%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.22%

-0.19%

Volatility

^GSPC vs. ACWI - Volatility Comparison

The current volatility for S&P 500 Index (^GSPC) is 4.65%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.28%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GSPCACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

5.28%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

11.26%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

13.49%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

16.17%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

17.16%

+0.94%

Frequently Asked Questions


With a correlation of 0.96, ^GSPC and ACWI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ACWI has higher volatility (5.28%) compared to ^GSPC (4.65%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs ACWI's -56.00%.

ACWI currently has the higher Sharpe Ratio (2.15 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^GSPC and ACWI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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