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ACWI vs. ISHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWI vs. ISHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ETF (ACWI) and iShares 1-3 Year International Treasury Bond ETF (ISHG). 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 ISHG's -0.18% return. Over the past 10 years, ACWI has outperformed ISHG with an annualized return of 13.02%, while ISHG has yielded a comparatively lower -0.14% annualized return.


ACWI

1D
0.41%
1M
0.38%
YTD
10.59%
6M
11.34%
1Y
25.40%
3Y*
19.78%
5Y*
10.88%
10Y*
13.02%

ISHG

1D
0.06%
1M
-0.91%
YTD
-0.18%
6M
0.19%
1Y
0.99%
3Y*
4.08%
5Y*
-1.07%
10Y*
-0.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWI vs. ISHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACWI
iShares MSCI ACWI ETF
10.59%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%
ISHG
iShares 1-3 Year International Treasury Bond ETF
-0.18%13.31%-4.16%3.76%-10.95%-7.05%7.47%-0.64%-3.54%10.91%

Correlation

The correlation between ACWI and ISHG is 0.54, 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

0.54

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

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2009

0.29

Over the past year, ACWI and ISHG have become more correlated (0.54) than their long-term average of 0.29, meaning their price movements have been converging.

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Return for Risk

ACWI vs. ISHG — 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

ISHG
ISHG Risk / Return Rank: 1111
Overall Rank
ISHG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISHG Omega Ratio Rank: 1111
Omega Ratio Rank
ISHG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISHG Martin Ratio Rank: 1212
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. ISHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and iShares 1-3 Year International Treasury Bond ETF (ISHG). 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.


ACWIISHGDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.35

1.03

+0.31

Calmar ratioReturn relative to maximum drawdown

2.62

0.20

+2.42

Martin ratioReturn relative to average drawdown

11.46

0.49

+10.98

ACWI vs. ISHG - Sharpe Ratio Comparison

The current ACWI Sharpe Ratio is 1.90, which is higher than the ISHG Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ACWI and ISHG, 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. ISHG - Drawdown Comparison

The maximum ACWI drawdown since its inception was -56.00%, which is greater than ISHG's maximum drawdown of -37.24%. Use the drawdown chart below to compare losses from any high point for ACWI and ISHG.


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Drawdown Indicators


ACWIISHGDifference

Max Drawdown

Largest peak-to-trough decline

-56.00%

-37.24%

-18.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-5.02%

-4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-8.21%

-8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

-23.55%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

-25.56%

-7.97%

Current Drawdown

Current decline from peak

-2.19%

-22.37%

+20.18%

Average Drawdown

Average peak-to-trough decline

-8.60%

-18.44%

+9.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.05%

+0.17%

Volatility

ACWI vs. ISHG - Volatility Comparison

iShares MSCI ACWI ETF (ACWI) has a higher volatility of 5.17% compared to iShares 1-3 Year International Treasury Bond ETF (ISHG) at 1.67%. This indicates that ACWI's price experiences larger fluctuations and is considered to be riskier than ISHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACWIISHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

1.67%

+3.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

4.76%

+6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

6.51%

+6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

7.58%

+8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

6.94%

+10.20%

ACWI vs. ISHG - Expense Ratio Comparison

ACWI has a 0.32% expense ratio, which is lower than ISHG's 0.35% expense ratio.


Dividends

ACWI vs. ISHG - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.40%, less than ISHG's 1.45% yield.


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%
ISHG
iShares 1-3 Year International Treasury Bond ETF
1.45%1.45%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%

Frequently Asked Questions


ACWI and ISHG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWI has higher volatility (5.17%) compared to ISHG (1.67%). In terms of maximum drawdown, ACWI dropped -56.00% vs ISHG's -37.24%.

On 10-year performance, ACWI leads with 13.02% vs -0.14% for ISHG. On fees, ACWI is cheaper at 0.32% per year. On volatility, ISHG has been the lower-risk option at 1.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ACWI has performed better with a 13.02% return vs -0.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ACWI is cheaper with a 0.32% expense ratio, compared with 0.35% for ISHG.

ISHG has the higher dividend yield at 1.45%, compared with 1.40% for ACWI.

ACWI is categorized as Global Equities, while ISHG is International Government Bonds. ACWI tracks MSCI All Country World Index, while ISHG tracks S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year. Their fees differ too: 0.32% for ACWI and 0.35% for ISHG.

ACWI currently has the higher Sharpe Ratio (1.90 vs 0.15), 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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