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ACWI vs. FIXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ACWI vs. FIXT

Last updated Jun 5, 2026

ACWI (iShares MSCI ACWI ETF) and FIXT (Procure Disaster Recovery Strategy ETF) are both Global Equities funds - ACWI tracks the MSCI All Country World Index while FIXT tracks the VettaFi Natural Disaster Response and Mitigation Index. Both are passively managed. At a 0.37 correlation, their price movements are largely independent. ACWI charges 0.32%/yr vs 0.75%/yr for FIXT.

Performance

ACWI vs. FIXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ETF (ACWI) and Procure Disaster Recovery Strategy ETF (FIXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACWI achieves a 12.47% return, which is significantly higher than FIXT's 0.33% return.

ACWI

1D
0.30%
1M
4.45%
YTD
12.47%
6M
13.07%
1Y
29.24%
3Y*
21.38%
5Y*
11.35%
10Y*
12.82%

FIXT

1D
0.10%
1M
0.19%
YTD
0.33%
6M
0.31%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWI vs. FIXT - Yearly Performance Comparison

2026 (YTD)2025
ACWI
iShares MSCI ACWI ETF		12.47%13.71%
FIXT
Procure Disaster Recovery Strategy ETF		0.33%4.58%

Correlation

The correlation between ACWI and FIXT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.37

ACWI vs. FIXT - Sectors Allocation Comparison

Sectors
ACWI
FIXT

Technology

29.4%

-

Financial Services

16.1%

-

Industrials

10.9%

-

Consumer Cyclical

9.3%

-

Communication Services

9.0%

-

Healthcare

8.1%
100.0%

Consumer Defensive

5.0%

-

Energy

4.2%

-

Basic Materials

3.7%

-

Utilities

2.6%

-

Real Estate

1.8%

-

Technology

ACWI
29.4%
FIXT

-

Financial Services

ACWI
16.1%
FIXT

-

Industrials

ACWI
10.9%
FIXT

-

Consumer Cyclical

ACWI
9.3%
FIXT

-

Communication Services

ACWI
9.0%
FIXT

-

Healthcare

ACWI
8.1%
FIXT
100.0%

Consumer Defensive

ACWI
5.0%
FIXT

-

Energy

ACWI
4.2%
FIXT

-

Basic Materials

ACWI
3.7%
FIXT

-

Utilities

ACWI
2.6%
FIXT

-

Real Estate

ACWI
1.8%
FIXT

-

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iShares MSCI ACWI ETF

Procure Disaster Recovery Strategy ETF

Often compared with ACWI:
ACWI vs. VTACWI vs. SPYACWI vs. VWRL.LACWI vs. ACWXACWI vs. ACWI.LACWI vs. VOOACWI vs. VTI
Often compared with FIXT:
FIXT vs. AIRRFIXT vs. WBIFFIXT vs. VTFIXT vs. KLMTFIXT vs. WBIGFIXT vs. AVGVFIXT vs. FLXR

Return for Risk

ACWI vs. FIXT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ACWI
ACWI Risk / Return Rank: 7070
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7171
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7171
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6262
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7373
Martin Ratio Rank
FIXT
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.

ACWI vs. FIXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and Procure Disaster Recovery Strategy ETF (FIXT). 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.

ACWIFIXTDifference
Sharpe ratioReturn per unit of total volatility
2.30

—

—

Sortino ratioReturn per unit of downside risk
3.17

—

—

Omega ratioGain probability vs. loss probability

1.42

—

—

Calmar ratioReturn relative to maximum drawdown

3.02

—

—

Martin ratioReturn relative to average drawdown

13.55

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACWI vs. FIXT - Sharpe Ratio Comparison

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Sharpe Ratios by Period

ACWIFIXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.36

-0.94

Drawdowns

ACWI vs. FIXT - Drawdown Comparison

The maximum ACWI drawdown since its inception was -56.00%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for ACWI and FIXT.

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Drawdown Indicators

ACWIFIXTDifference

Max Drawdown

Largest peak-to-trough decline

-56.00%

-3.02%

-52.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

—

—

Current Drawdown

Current decline from peak

-0.53%

-1.78%

+1.25%

Average Drawdown

Average peak-to-trough decline

-8.61%

-0.71%

-7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

—

—

Volatility

ACWI vs. FIXT - Volatility Comparison

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Volatility by Period

ACWIFIXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.79%

3.76%

+9.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

3.76%

+12.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

3.76%

+13.35%

ACWI vs. FIXT - Expense Ratio Comparison

ACWI has a 0.32% expense ratio, which is lower than FIXT's 0.75% expense ratio.

Dividends

ACWI vs. FIXT - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.38%, less than FIXT's 5.55% yield.

PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF		1.38%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
FIXT
Procure Disaster Recovery Strategy ETF		5.55%3.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ACWI and FIXT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACWI is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWI is cheaper with a 0.32% expense ratio, compared with 0.75% for FIXT.

FIXT has the higher dividend yield at 5.55%, compared with 1.38% for ACWI.

ACWI tracks MSCI All Country World Index, while FIXT tracks VettaFi Natural Disaster Response and Mitigation Index. They also come from different issuers: iShares and Procure. Their fees differ too: 0.32% for ACWI and 0.75% for FIXT.

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