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ACWV vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWV vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Min Vol Factor ETF (ACWV) and PGIM Jennison Better Future ETF (PJBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ACWV

1D
0.82%
1M
0.81%
6M
2.67%
YTD
3.64%
1Y
6.12%
3Y*
9.83%
5Y*
5.48%
10Y*
6.99%

PJBF

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWV vs. PJBF - Yearly Performance Comparison


ACWV vs. PJBF - Sectors Allocation Comparison


Sectors
ACWV
PJBF

Technology

25.8%
40.0%

Financial Services

13.2%
2.5%

Healthcare

13.0%
11.5%

Communication Services

11.9%
11.5%

Consumer Defensive

9.8%
2.3%

Industrials

8.1%
16.5%

Utilities

7.3%
2.0%

Consumer Cyclical

5.1%
13.8%

Energy

3.7%

-

Basic Materials

1.5%

-

Real Estate

0.6%

-

Technology

ACWV
25.8%
PJBF
40.0%

Financial Services

ACWV
13.2%
PJBF
2.5%

Healthcare

ACWV
13.0%
PJBF
11.5%

Communication Services

ACWV
11.9%
PJBF
11.5%

Consumer Defensive

ACWV
9.8%
PJBF
2.3%

Industrials

ACWV
8.1%
PJBF
16.5%

Utilities

ACWV
7.3%
PJBF
2.0%

Consumer Cyclical

ACWV
5.1%
PJBF
13.8%

Energy

ACWV
3.7%
PJBF

-

Basic Materials

ACWV
1.5%
PJBF

-

Real Estate

ACWV
0.6%
PJBF

-

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Return for Risk

ACWV vs. PJBF — Risk / Return Rank

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

ACWV
ACWV Risk / Return Rank: 2525
Overall Rank
ACWV Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 2424
Sortino Ratio Rank
ACWV Omega Ratio Rank: 2424
Omega Ratio Rank
ACWV Calmar Ratio Rank: 2525
Calmar Ratio Rank
ACWV Martin Ratio Rank: 2626
Martin Ratio Rank

PJBF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and PGIM Jennison Better Future ETF (PJBF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACWVPJBFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

0.97

Martin ratioReturn relative to average drawdown

2.75

ACWV vs. PJBF - Sharpe Ratio Comparison


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Drawdowns

ACWV vs. PJBF - Drawdown Comparison

The maximum ACWV drawdown since its inception was -28.82%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ACWV and PJBF.


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Drawdown Indicators


ACWVPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-28.82%

0.00%

-28.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

Current Drawdown

Current decline from peak

-1.70%

0.00%

-1.70%

Average Drawdown

Average peak-to-trough decline

-3.11%

0.00%

-3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

Volatility

ACWV vs. PJBF - Volatility Comparison


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Volatility by Period


ACWVPJBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

Volatility (6M)

Calculated over the trailing 6-month period

6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

8.05%

0.00%

+8.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.28%

0.00%

+10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.29%

0.00%

+12.29%

ACWV vs. PJBF - Expense Ratio Comparison

ACWV has a 0.20% expense ratio, which is lower than PJBF's 0.59% expense ratio.


Dividends

ACWV vs. PJBF - Dividend Comparison

ACWV's dividend yield for the trailing twelve months is around 1.94%, while PJBF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF
1.94%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, ACWV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWV is cheaper with a 0.20% expense ratio, compared with 0.59% for PJBF.

ACWV has the higher dividend yield at 1.94%, compared with 0.00% for PJBF.

They also come from different issuers: iShares and PGIM. Their fees differ too: 0.20% for ACWV and 0.59% for PJBF.

Portfolio Optimizer

Find the right allocation for ACWV and PJBF

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