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ACWI vs. ACWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACWI and ACWX is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

ACWI vs. ACWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ETF (ACWI) and iShares MSCI ACWI ex U.S. ETF (ACWX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
225.67%
73.50%
ACWI
ACWX

Key characteristics

Sharpe Ratio

ACWI:

0.63

ACWX:

0.72

Sortino Ratio

ACWI:

1.00

ACWX:

1.12

Omega Ratio

ACWI:

1.15

ACWX:

1.15

Calmar Ratio

ACWI:

0.68

ACWX:

0.89

Martin Ratio

ACWI:

3.09

ACWX:

2.81

Ulcer Index

ACWI:

3.64%

ACWX:

4.37%

Daily Std Dev

ACWI:

17.87%

ACWX:

16.99%

Max Drawdown

ACWI:

-56.00%

ACWX:

-60.39%

Current Drawdown

ACWI:

-6.94%

ACWX:

-1.72%

Returns By Period

In the year-to-date period, ACWI achieves a -1.69% return, which is significantly lower than ACWX's 8.21% return. Over the past 10 years, ACWI has outperformed ACWX with an annualized return of 8.48%, while ACWX has yielded a comparatively lower 4.45% annualized return.


ACWI

YTD

-1.69%

1M

-3.56%

6M

-2.10%

1Y

10.10%

5Y*

13.55%

10Y*

8.48%

ACWX

YTD

8.21%

1M

-0.97%

6M

3.48%

1Y

11.34%

5Y*

10.59%

10Y*

4.45%

*Annualized

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ACWI vs. ACWX - Expense Ratio Comparison

Both ACWI and ACWX have an expense ratio of 0.32%.


Expense ratio chart for ACWI: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACWI: 0.32%
Expense ratio chart for ACWX: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACWX: 0.32%

Risk-Adjusted Performance

ACWI vs. ACWX — Risk-Adjusted Performance Rank

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

ACWI
The Risk-Adjusted Performance Rank of ACWI is 7171
Overall Rank
The Sharpe Ratio Rank of ACWI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 7575
Martin Ratio Rank

ACWX
The Risk-Adjusted Performance Rank of ACWX is 7373
Overall Rank
The Sharpe Ratio Rank of ACWX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ACWX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ACWX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ACWX is 7272
Martin 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.

ACWI vs. ACWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and iShares MSCI ACWI ex U.S. ETF (ACWX). 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.


The chart of Sharpe ratio for ACWI, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
ACWI: 0.63
ACWX: 0.72
The chart of Sortino ratio for ACWI, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
ACWI: 1.00
ACWX: 1.12
The chart of Omega ratio for ACWI, currently valued at 1.15, compared to the broader market0.501.001.502.00
ACWI: 1.15
ACWX: 1.15
The chart of Calmar ratio for ACWI, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.0012.00
ACWI: 0.68
ACWX: 0.89
The chart of Martin ratio for ACWI, currently valued at 3.09, compared to the broader market0.0020.0040.0060.00
ACWI: 3.09
ACWX: 2.81

The current ACWI Sharpe Ratio is 0.63, which is comparable to the ACWX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of ACWI and ACWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.63
0.72
ACWI
ACWX

Dividends

ACWI vs. ACWX - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.73%, less than ACWX's 2.75% yield.


TTM20242023202220212020201920182017201620152014
ACWI
iShares MSCI ACWI ETF
1.73%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%
ACWX
iShares MSCI ACWI ex U.S. ETF
2.75%2.97%2.96%2.68%2.74%1.88%3.22%2.65%2.40%2.77%2.51%3.18%

Drawdowns

ACWI vs. ACWX - Drawdown Comparison

The maximum ACWI drawdown since its inception was -56.00%, smaller than the maximum ACWX drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for ACWI and ACWX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.94%
-1.72%
ACWI
ACWX

Volatility

ACWI vs. ACWX - Volatility Comparison

iShares MSCI ACWI ETF (ACWI) has a higher volatility of 13.06% compared to iShares MSCI ACWI ex U.S. ETF (ACWX) at 11.28%. This indicates that ACWI's price experiences larger fluctuations and is considered to be riskier than ACWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.06%
11.28%
ACWI
ACWX