ACWF vs. LRGF
Compare and contrast key facts about iShares MSCI Global Multifactor ETF (ACWF) and iShares MSCI USA Multifactor ETF (LRGF).
ACWF and LRGF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACWF is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Diversified Multiple-Factor. It was launched on Apr 28, 2015. LRGF is a passively managed fund by iShares that tracks the performance of the MSCI USA Diversified Multi-Factor. It was launched on Apr 30, 2015. Both ACWF and LRGF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWF or LRGF.
Key characteristics
| ACWF | LRGF |
|---|
Correlation
The correlation between ACWF and LRGF is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ACWF vs. LRGF - Performance Comparison
The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ACWF vs. LRGF - Expense Ratio Comparison
ACWF has a 0.35% expense ratio, which is higher than LRGF's 0.20% expense ratio.
Risk-Adjusted Performance
ACWF vs. LRGF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Multifactor ETF (ACWF) and iShares MSCI USA Multifactor ETF (LRGF). 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.
Dividends
ACWF vs. LRGF - Dividend Comparison
ACWF has not paid dividends to shareholders, while LRGF's dividend yield for the trailing twelve months is around 1.38%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACWF iShares MSCI Global Multifactor ETF | 2.44% | 2.51% | 1.12% | 0.02% | 1.73% | 0.74% | 0.75% | 0.25% | 0.05% | 0.06% |
LRGF iShares MSCI USA Multifactor ETF | 1.38% | 1.49% | 1.78% | 1.05% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.83% |
Drawdowns
ACWF vs. LRGF - Drawdown Comparison
Volatility
ACWF vs. LRGF - Volatility Comparison
The current volatility for iShares MSCI Global Multifactor ETF (ACWF) is 0.00%, while iShares MSCI USA Multifactor ETF (LRGF) has a volatility of 4.18%. This indicates that ACWF experiences smaller price fluctuations and is considered to be less risky than LRGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.