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

Key characteristics


ACWIVT
YTD Return4.54%4.17%
1Y Return19.89%19.58%
3Y Return (Ann)4.03%3.70%
5Y Return (Ann)9.50%9.50%
10Y Return (Ann)8.42%8.41%
Sharpe Ratio1.701.67
Daily Std Dev11.50%11.58%
Max Drawdown-56.00%-50.27%
Current Drawdown-3.41%-3.38%

Correlation

-0.50.00.51.01.0

The correlation between ACWI and VT is 0.98, 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. VT - Performance Comparison

In the year-to-date period, ACWI achieves a 4.54% return, which is significantly higher than VT's 4.17% return. Both investments have delivered pretty close results over the past 10 years, with ACWI having a 8.42% annualized return and VT not far behind at 8.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
21.24%
21.42%
ACWI
VT

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI ACWI ETF

Vanguard Total World Stock ETF

ACWI vs. VT - Expense Ratio Comparison

ACWI has a 0.32% expense ratio, which is higher than VT's 0.07% expense ratio.


ACWI
iShares MSCI ACWI ETF
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

ACWI vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and Vanguard Total World Stock ETF (VT). 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.


ACWI
Sharpe ratio
The chart of Sharpe ratio for ACWI, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.001.70
Sortino ratio
The chart of Sortino ratio for ACWI, currently valued at 2.49, compared to the broader market-2.000.002.004.006.008.002.49
Omega ratio
The chart of Omega ratio for ACWI, currently valued at 1.29, compared to the broader market1.001.502.001.29
Calmar ratio
The chart of Calmar ratio for ACWI, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.001.36
Martin ratio
The chart of Martin ratio for ACWI, currently valued at 5.75, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.75
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.67
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.002.45
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.29, compared to the broader market1.001.502.001.29
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.001.29
Martin ratio
The chart of Martin ratio for VT, currently valued at 5.56, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.56

ACWI vs. VT - Sharpe Ratio Comparison

The current ACWI Sharpe Ratio is 1.70, which roughly equals the VT Sharpe Ratio of 1.67. The chart below compares the 12-month rolling Sharpe Ratio of ACWI and VT.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
1.70
1.67
ACWI
VT

Dividends

ACWI vs. VT - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.80%, less than VT's 2.13% yield.


TTM20232022202120202019201820172016201520142013
ACWI
iShares MSCI ACWI ETF
1.80%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%
VT
Vanguard Total World Stock ETF
2.13%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

ACWI vs. VT - Drawdown Comparison

The maximum ACWI drawdown since its inception was -56.00%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ACWI and VT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.41%
-3.38%
ACWI
VT

Volatility

ACWI vs. VT - Volatility Comparison

iShares MSCI ACWI ETF (ACWI) and Vanguard Total World Stock ETF (VT) have volatilities of 3.32% and 3.35%, 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%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.32%
3.35%
ACWI
VT