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ACWV vs. DIA

Last updated Jan 27, 2023

Compare and contrast key facts about iShares MSCI Global Min Vol Factor ETF (ACWV) and SPDR Dow Jones Industrial Average ETF (DIA).

ACWV and DIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACWV is a passively managed fund by iShares that tracks the performance of the MSCI AC World Minimum Volatility (USD). It was launched on Oct 18, 2011. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998. Both ACWV and DIA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible. ACWV has a 0.20% expense ratio, which is higher than DIA's 0.16% expense ratio.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWV or DIA.

Key characteristics


ACWVDIA
YTD Return2.59%2.51%
1Y Return-2.21%0.90%
5Y Return (Ann)4.27%7.16%
10Y Return (Ann)7.80%11.76%
Sharpe Ratio-0.150.05
Daily Std Dev14.73%19.87%
Max Drawdown-28.82%-36.70%

ACWV vs. DIA - Performance Comparison

The chart shows the growth of $10,000 invested in ACWV and DIA. Since Oct 21, 2011, ACWV has shown a total return of 140.81%, lower than DIA's total return of 277.38%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2023
1.05%
4.33%
ACWV
DIA

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ACWV vs. DIA - Dividend Comparison

ACWV's dividend yield for the trailing twelve months is around 2.13%, more than DIA's 1.95% yield.


PeriodTTM2022202120202019201820172016201520142013201220112010
ACWV2.13%2.18%1.96%1.84%2.70%2.53%2.27%2.92%2.67%2.66%3.01%2.44%0.66%0.00%
DIA1.95%1.91%1.61%1.94%2.21%2.43%2.18%2.56%2.71%2.40%2.52%3.15%3.11%3.12%

ACWV vs. DIA - Sharpe Ratio Comparison

The current ACWV Sharpe Ratio is -0.15, which is lower than the DIA Sharpe Ratio of 0.05. The chart below compares the 12-month rolling Sharpe Ratio of ACWV and DIA.


-1.00-0.80-0.60-0.40-0.200.000.20AugustSeptemberOctoberNovemberDecember2023
-0.15
0.05
ACWV
DIA

ACWV vs. DIA - Drawdown Comparison

The maximum ACWV drawdown for the period was -28.82%, roughly equal to the maximum DIA drawdown of -36.70%. The drawdown chart below compares losses from any high point along the way for ACWV and DIA


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2023
-8.04%
-5.86%
ACWV
DIA

ACWV vs. DIA - Volatility Comparison

The volatility of ACWV is currently 8.58%, which is lower than the volatility of DIA at 15.09%. The chart below compares the 10-day rolling volatility of ACWV and DIA.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2023
8.58%
15.09%
ACWV
DIA