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

Correlation

The correlation between ACWI and VTI is 0.94, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

ACWI vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ETF (ACWI) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
231.42%
485.41%
ACWI
VTI

Key characteristics

Sharpe Ratio

ACWI:

0.81

VTI:

0.68

Sortino Ratio

ACWI:

1.23

VTI:

1.08

Omega Ratio

ACWI:

1.18

VTI:

1.16

Calmar Ratio

ACWI:

0.87

VTI:

0.71

Martin Ratio

ACWI:

3.84

VTI:

2.77

Ulcer Index

ACWI:

3.74%

VTI:

4.94%

Daily Std Dev

ACWI:

17.86%

VTI:

20.02%

Max Drawdown

ACWI:

-56.00%

VTI:

-55.45%

Current Drawdown

ACWI:

-3.80%

VTI:

-7.70%

Returns By Period

In the year-to-date period, ACWI achieves a 1.63% return, which is significantly higher than VTI's -3.46% return. Over the past 10 years, ACWI has underperformed VTI with an annualized return of 9.05%, while VTI has yielded a comparatively higher 11.91% annualized return.


ACWI

YTD

1.63%

1M

5.76%

6M

2.52%

1Y

12.03%

5Y*

14.23%

10Y*

9.05%

VTI

YTD

-3.46%

1M

5.62%

6M

-0.55%

1Y

11.44%

5Y*

16.16%

10Y*

11.91%

*Annualized

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ACWI vs. VTI - Expense Ratio Comparison

ACWI has a 0.32% expense ratio, which is higher than VTI's 0.03% expense ratio.


Expense ratio chart for ACWI: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACWI: 0.32%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

ACWI vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACWI
The Risk-Adjusted Performance Rank of ACWI is 7272
Overall Rank
The Sharpe Ratio Rank of ACWI is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 7777
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6464
Overall Rank
The Sharpe Ratio Rank of VTI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACWI vs. VTI - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for ACWI, currently valued at 0.81, compared to the broader market-1.000.001.002.003.004.00
ACWI: 0.81
VTI: 0.68
The chart of Sortino ratio for ACWI, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.00
ACWI: 1.23
VTI: 1.08
The chart of Omega ratio for ACWI, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
ACWI: 1.18
VTI: 1.16
The chart of Calmar ratio for ACWI, currently valued at 0.87, compared to the broader market0.002.004.006.008.0010.0012.00
ACWI: 0.87
VTI: 0.71
The chart of Martin ratio for ACWI, currently valued at 3.84, compared to the broader market0.0020.0040.0060.00
ACWI: 3.84
VTI: 2.77

The current ACWI Sharpe Ratio is 0.81, which is comparable to the VTI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of ACWI and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.81
0.68
ACWI
VTI

Dividends

ACWI vs. VTI - Dividend Comparison

ACWI's dividend yield for the trailing twelve months is around 1.68%, more than VTI's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ACWI
iShares MSCI ACWI ETF
1.68%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%
VTI
Vanguard Total Stock Market ETF
1.34%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

ACWI vs. VTI - Drawdown Comparison

The maximum ACWI drawdown since its inception was -56.00%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ACWI and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.80%
-7.70%
ACWI
VTI

Volatility

ACWI vs. VTI - Volatility Comparison

The current volatility for iShares MSCI ACWI ETF (ACWI) is 13.03%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.77%. This indicates that ACWI experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.03%
14.77%
ACWI
VTI