ACWI vs. VT
Compare and contrast key facts about iShares MSCI ACWI ETF (ACWI) and Vanguard Total World Stock ETF (VT).
ACWI and VT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both ACWI and VT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWI or VT.
Performance
ACWI vs. VT - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with ACWI having a 18.47% return and VT slightly lower at 17.62%. Both investments have delivered pretty close results over the past 10 years, with ACWI having a 9.24% annualized return and VT not far behind at 9.22%.
ACWI
18.47%
-0.42%
7.92%
25.00%
11.21%
9.24%
VT
17.62%
-0.38%
7.65%
24.67%
11.09%
9.22%
Key characteristics
| ACWI | VT | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.09 |
| Sortino Ratio | 2.94 | 2.87 |
| Omega Ratio | 1.38 | 1.38 |
| Calmar Ratio | 3.05 | 2.99 |
| Martin Ratio | 13.63 | 13.40 |
| Ulcer Index | 1.81% | 1.82% |
| Daily Std Dev | 11.55% | 11.63% |
| Max Drawdown | -56.00% | -50.27% |
| Current Drawdown | -1.69% | -1.85% |
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ACWI vs. VT - Expense Ratio Comparison
ACWI has a 0.32% expense ratio, which is higher than VT's 0.07% expense ratio.
Correlation
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.
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.
Dividends
ACWI vs. VT - Dividend Comparison
ACWI's dividend yield for the trailing twelve months is around 1.59%, less than VT's 1.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.59% | 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 | 1.86% | 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.
Volatility
ACWI vs. VT - Volatility Comparison
iShares MSCI ACWI ETF (ACWI) and Vanguard Total World Stock ETF (VT) have volatilities of 3.22% and 3.28%, 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.