ACWI vs. DIVB

In the year-to-date period, ACWI achieves a -9.79% return, which is significantly lower than DIVB's -1.50% return.

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ACWI has a 0.32% expense ratio, which is higher than DIVB's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and iShares U.S. Dividend and Buyback ETF (DIVB). 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 current ACWI Sharpe Ratio is -0.10, which is lower than the DIVB Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ACWI and DIVB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ACWI's dividend yield for the trailing twelve months is around 1.89%, less than DIVB's 2.80% yield.

The maximum ACWI drawdown since its inception was -56.00%, which is greater than DIVB's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for ACWI and DIVB. For additional features, visit the drawdowns tool.

iShares MSCI ACWI ETF (ACWI) has a higher volatility of 8.65% compared to iShares U.S. Dividend and Buyback ETF (DIVB) at 6.46%. This indicates that ACWI's price experiences larger fluctuations and is considered to be riskier than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.