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ACWI vs. HOOD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ACWI vs. HOOD

Last updated Jun 14, 2026

ACWI (iShares MSCI ACWI ETF) is Global Equities fund tracking the MSCI All Country World Index, while HOOD (Robinhood Markets, Inc.) is a stock. Over the past 3 years, ACWI returned 19.78%/yr vs 113.32%/yr for HOOD. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

ACWI vs. HOOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ETF (ACWI) and Robinhood Markets, Inc. (HOOD). 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 10.59% return, which is significantly higher than HOOD's -17.60% return.

ACWI

1D
0.41%
1M
-0.11%
YTD
10.59%
6M
11.34%
1Y
26.86%
3Y*
19.78%
5Y*
10.88%
10Y*
13.02%

HOOD

1D
1.04%
1M
15.48%
YTD
-17.60%
6M
-22.02%
1Y
28.36%
3Y*
113.32%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWI vs. HOOD - Yearly Performance Comparison

2026 (YTD)20252024202320222021
ACWI
iShares MSCI ACWI ETF		10.59%22.41%17.45%22.27%-18.39%4.65%
HOOD
Robinhood Markets, Inc.		-17.60%203.54%192.46%56.51%-54.17%-53.26%

Correlation

The correlation between ACWI and HOOD is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.58

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2021

0.57

The correlation between ACWI and HOOD has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.

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iShares MSCI ACWI ETF

Robinhood Markets, Inc.

Often compared with ACWI:
ACWI vs. VTACWI vs. SPYACWI vs. VWRL.LACWI vs. ACWXACWI vs. ACWI.LACWI vs. VOOACWI vs. VTI
Often compared with HOOD:
HOOD vs. SOFIHOOD vs. COINHOOD vs. CRCLHOOD vs. SPYHOOD vs. QQQHOOD vs. HOOWHOOD vs. HOOY

Return for Risk

ACWI vs. HOOD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ACWI
ACWI Risk / Return Rank: 6767
Overall Rank
ACWI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6666
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6161
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
Martin Ratio Rank
HOOD
HOOD Risk / Return Rank: 5555
Overall Rank
HOOD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HOOD Sortino Ratio Rank: 5757
Sortino Ratio Rank
HOOD Omega Ratio Rank: 5555
Omega Ratio Rank
HOOD Calmar Ratio Rank: 5353
Calmar Ratio Rank
HOOD Martin Ratio Rank: 5252
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.

ACWI vs. HOOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and Robinhood Markets, Inc. (HOOD). 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.

ACWIHOODDifference
Sharpe ratioReturn per unit of total volatility
1.90
0.38

+1.52

Sortino ratioReturn per unit of downside risk
2.62
1.03

+1.59

Omega ratioGain probability vs. loss probability

1.35

1.12

+0.22

Calmar ratioReturn relative to maximum drawdown

2.62

0.46

+2.16

Martin ratioReturn relative to average drawdown

11.46

0.83

+10.63

ACWI vs. HOOD - Sharpe Ratio Comparison

The current ACWI Sharpe Ratio is 1.90, which is higher than the HOOD Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of ACWI and HOOD, 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

ACWI vs. HOOD - Drawdown Comparison

The maximum ACWI drawdown since its inception was -56.00%, smaller than the maximum HOOD drawdown of -90.21%. Use the drawdown chart below to compare losses from any high point for ACWI and HOOD.

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Drawdown Indicators

ACWIHOODDifference

Max Drawdown

Largest peak-to-trough decline

-56.00%

-90.21%

+34.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-57.26%

+47.53%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-57.26%

+40.71%

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

-2.19%

-38.88%

+36.69%

Average Drawdown

Average peak-to-trough decline

-8.60%

-60.85%

+52.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

31.69%

-29.47%

Volatility

ACWI vs. HOOD - Volatility Comparison

The current volatility for iShares MSCI ACWI ETF (ACWI) is 5.17%, while Robinhood Markets, Inc. (HOOD) has a volatility of 23.07%. This indicates that ACWI experiences smaller price fluctuations and is considered to be less risky than HOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ACWIHOODDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

23.07%

-17.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

50.85%

-39.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

69.33%

-55.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

74.06%

-57.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

74.06%

-56.92%

Dividends

ACWI vs. HOOD - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.40%, while HOOD has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF		1.40%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
HOOD
Robinhood Markets, Inc.		0.00%0.00%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 HOOD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HOOD has higher volatility (23.07%) compared to ACWI (5.17%). In terms of maximum drawdown, ACWI dropped -56.00% vs HOOD's -90.21%.

ACWI currently has the higher Sharpe Ratio (1.90 vs 0.38), 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.

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