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ACWV vs. DJUN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ACWV vs. DJUN

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Global Min Vol Factor ETF (ACWV) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN).

ACWV and DJUN 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. DJUN is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. It was launched on Jun 19, 2020. Both ACWV and DJUN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ACWV vs. DJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Min Vol Factor ETF (ACWV) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). The values are adjusted to include any dividend payments, if applicable.

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ACWV vs. DJUN - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ACWV
iShares MSCI Global Min Vol Factor ETF		0.65%11.04%11.38%8.23%-10.36%13.97%10.66%
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June		-0.21%9.38%13.92%17.58%-6.30%6.27%6.48%

Returns By Period

In the year-to-date period, ACWV achieves a 0.65% return, which is significantly higher than DJUN's -0.21% return.

ACWV

1D
0.01%
1M
-3.76%
YTD
0.65%
6M
0.75%
1Y
4.88%
3Y*
9.78%
5Y*
6.10%
10Y*
7.34%

DJUN

1D
0.43%
1M
-0.96%
YTD
-0.21%
6M
1.56%
1Y
12.29%
3Y*
11.49%
5Y*
7.44%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 Global Min Vol Factor ETF

FT Cboe Vest U.S. Equity Deep Buffer ETF - June

Often compared with ACWV:
ACWV vs. USMVACWV vs. MVOL.LACWV vs. VTACWV vs. EFAVACWV vs. VOOACWV vs. VXUSACWV vs. XMW.TO
Often compared with DJUN:
DJUN vs. VEADJUN vs. PRAYDJUN vs. VTIDJUN vs. XMAGDJUN vs. QQQDJUN vs. MGCDJUN vs. QDTE

ACWV vs. DJUN - Expense Ratio Comparison

ACWV has a 0.20% expense ratio, which is lower than DJUN's 0.85% expense ratio.

DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June
ACWV
iShares MSCI Global Min Vol Factor ETF

Return for Risk

ACWV vs. DJUN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ACWV
ACWV Risk / Return Rank: 2626
Overall Rank
ACWV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 2323
Sortino Ratio Rank
ACWV Omega Ratio Rank: 2424
Omega Ratio Rank
ACWV Calmar Ratio Rank: 2727
Calmar Ratio Rank
ACWV Martin Ratio Rank: 3131
Martin Ratio Rank
DJUN
DJUN Risk / Return Rank: 6969
Overall Rank
DJUN Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DJUN Sortino Ratio Rank: 6969
Sortino Ratio Rank
DJUN Omega Ratio Rank: 8181
Omega Ratio Rank
DJUN Calmar Ratio Rank: 5454
Calmar Ratio Rank
DJUN Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACWV vs. DJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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.

ACWVDJUNDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.22

-0.76

Sortino ratio

Return per unit of downside risk

0.69

1.85

-1.16

Omega ratio

Gain probability vs. loss probability

1.10

1.33

-0.23

Calmar ratio

Return relative to maximum drawdown

0.64

1.53

-0.89

Martin ratio

Return relative to average drawdown

2.77

8.47

-5.70

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACWV vs. DJUN - Sharpe Ratio Comparison

The current ACWV Sharpe Ratio is 0.46, which is lower than the DJUN Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ACWV and DJUN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ACWVDJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.22

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.88

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.97

-0.27

Correlation

The correlation between ACWV and DJUN is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ACWV vs. DJUN - Dividend Comparison

ACWV's dividend yield for the trailing twelve months is around 2.07%, while DJUN has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF		2.07%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
DJUN
FT Cboe Vest U.S. Equity Deep Buffer ETF - June		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACWV vs. DJUN - Drawdown Comparison

The maximum ACWV drawdown since its inception was -28.82%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for ACWV and DJUN.

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Drawdown Indicators

ACWVDJUNDifference

Max Drawdown

Largest peak-to-trough decline

-28.82%

-11.96%

-16.86%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-7.33%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-11.96%

-6.18%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

—

—

Current Drawdown

Current decline from peak

-4.54%

-1.18%

-3.36%

Average Drawdown

Average peak-to-trough decline

-3.11%

-1.64%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.33%

+0.43%

Volatility

ACWV vs. DJUN - Volatility Comparison

iShares MSCI Global Min Vol Factor ETF (ACWV) has a higher volatility of 3.16% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 2.86%. This indicates that ACWV's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ACWVDJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

2.86%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

3.79%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.74%

10.23%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.24%

8.50%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.31%

8.16%

+4.15%