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ACWI vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACWISCHD
YTD Return8.23%6.21%
1Y Return27.00%16.75%
3Y Return (Ann)6.85%6.45%
5Y Return (Ann)10.94%12.79%
10Y Return (Ann)8.90%11.66%
Sharpe Ratio2.381.47
Daily Std Dev11.39%11.53%
Max Drawdown-56.00%-33.37%
Current Drawdown0.00%0.00%

Correlation

0.85
-1.001.00

The correlation between ACWI and SCHD is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

ACWI vs. SCHD - Performance Comparison

In the year-to-date period, ACWI achieves a 8.23% return, which is significantly higher than SCHD's 6.21% return. Over the past 10 years, ACWI has underperformed SCHD with an annualized return of 8.90%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
239.81%
371.17%
ACWI
SCHD

Compare stocks, funds, or ETFs


iShares MSCI ACWI ETF

Schwab US Dividend Equity ETF

ACWI vs. SCHD - Expense Ratio Comparison

ACWI has a 0.32% expense ratio, which is higher than SCHD's 0.06% expense ratio.

ACWI
iShares MSCI ACWI ETF
0.50%1.00%1.50%2.00%0.32%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

ACWI vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWI
iShares MSCI ACWI ETF
2.38
SCHD
Schwab US Dividend Equity ETF
1.47

ACWI vs. SCHD - Sharpe Ratio Comparison

The current ACWI Sharpe Ratio is 2.38, which is higher than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of ACWI and SCHD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.38
1.47
ACWI
SCHD

Dividends

ACWI vs. SCHD - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.74%, less than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
ACWI
iShares MSCI ACWI ETF
1.74%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

ACWI vs. SCHD - Drawdown Comparison

The maximum ACWI drawdown since its inception was -56.00%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for ACWI and SCHD


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ACWI
SCHD

Volatility

ACWI vs. SCHD - Volatility Comparison

iShares MSCI ACWI ETF (ACWI) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 2.68% and 2.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.68%
2.69%
ACWI
SCHD