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ACWI vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWI vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ETF (ACWI) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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 LQD's 0.82% return. Over the past 10 years, ACWI has outperformed LQD with an annualized return of 13.02%, while LQD has yielded a comparatively lower 2.54% annualized 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%

LQD

1D
-0.06%
1M
0.80%
YTD
0.82%
6M
1.24%
1Y
5.80%
3Y*
5.30%
5Y*
-0.21%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWI vs. LQD - 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%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.82%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Correlation

The correlation between ACWI and LQD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.38

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

0.35

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

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2008

0.12

Over the past year, ACWI and LQD have become more correlated (0.47) than their long-term average of 0.12, meaning their price movements have been converging.

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Return for Risk

ACWI vs. LQD — 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

LQD
LQD Risk / Return Rank: 3131
Overall Rank
LQD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2727
Omega Ratio Rank
LQD Calmar Ratio Rank: 3535
Calmar Ratio Rank
LQD Martin Ratio Rank: 3333
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. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


ACWILQDDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

1.35

1.17

+0.18

Calmar ratioReturn relative to maximum drawdown

2.62

1.55

+1.07

Martin ratioReturn relative to average drawdown

11.46

4.37

+7.09

ACWI vs. LQD - Sharpe Ratio Comparison

The current ACWI Sharpe Ratio is 1.90, which is higher than the LQD Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of ACWI and LQD, 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. LQD - Drawdown Comparison

The maximum ACWI drawdown since its inception was -56.00%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for ACWI and LQD.


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Drawdown Indicators


ACWILQDDifference

Max Drawdown

Largest peak-to-trough decline

-56.00%

-24.95%

-31.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

-3.34%

-6.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

-8.43%

-8.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

-24.95%

-1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

-24.95%

-8.58%

Current Drawdown

Current decline from peak

-2.19%

-3.37%

+1.18%

Average Drawdown

Average peak-to-trough decline

-8.60%

-3.99%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

1.19%

+1.03%

Volatility

ACWI vs. LQD - Volatility Comparison

iShares MSCI ACWI ETF (ACWI) has a higher volatility of 5.17% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.78%. This indicates that ACWI's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACWILQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

1.78%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

4.02%

+7.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

5.37%

+8.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

8.65%

+7.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

8.69%

+8.45%

ACWI vs. LQD - Expense Ratio Comparison

ACWI has a 0.32% expense ratio, which is higher than LQD's 0.15% expense ratio.


Dividends

ACWI vs. LQD - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.40%, less than LQD's 4.55% 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%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.55%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Frequently Asked Questions


ACWI and LQD have a correlation of 0.47, 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 LQD (1.78%). In terms of maximum drawdown, ACWI dropped -56.00% vs LQD's -24.95%.

On 10-year performance, ACWI leads with 13.02% vs 2.54% for LQD. On fees, LQD is cheaper at 0.15% per year. On volatility, LQD has been the lower-risk option at 1.78%. 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 2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQD is cheaper with a 0.15% expense ratio, compared with 0.32% for ACWI.

LQD has the higher dividend yield at 4.55%, compared with 1.40% for ACWI.

ACWI is categorized as Global Equities, while LQD is Corporate Bonds. ACWI tracks MSCI All Country World Index, while LQD tracks iBoxx $ Liquid Investment Grade Index. Their fees differ too: 0.32% for ACWI and 0.15% for LQD.

ACWI currently has the higher Sharpe Ratio (1.90 vs 0.97), 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.

Portfolio Optimizer

Find the right allocation for ACWI and LQD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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