PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ACWV vs. QMAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ACWV vs. QMAR

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Global Min Vol Factor ETF (ACWV) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).

ACWV and QMAR 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. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.

Performance

ACWV vs. QMAR - 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 Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ACWV vs. QMAR - Yearly Performance Comparison

2026 (YTD)20252024202320222021
ACWV
iShares MSCI Global Min Vol Factor ETF		0.65%11.04%11.38%8.23%-10.36%12.63%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March		1.87%10.89%16.11%35.47%-16.56%12.31%

Returns By Period

In the year-to-date period, ACWV achieves a 0.65% return, which is significantly lower than QMAR's 1.87% 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%

QMAR

1D
2.41%
1M
0.77%
YTD
1.87%
6M
4.15%
1Y
18.38%
3Y*
14.87%
5Y*
10.44%
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 Nasdaq-100 Buffer ETF - March

Often compared with ACWV:
ACWV vs. USMVACWV vs. MVOL.LACWV vs. VTACWV vs. EFAVACWV vs. VOOACWV vs. VXUSACWV vs. XMW.TO
Often compared with QMAR:
QMAR vs. QQQQMAR vs. BUFQQMAR vs. ITOTQMAR vs. MPLYQMAR vs. BLCRQMAR vs. VTIQMAR vs. QDPL

ACWV vs. QMAR - Expense Ratio Comparison

ACWV has a 0.20% expense ratio, which is lower than QMAR's 0.90% expense ratio.

QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March
ACWV
iShares MSCI Global Min Vol Factor ETF

Return for Risk

ACWV vs. QMAR — 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
QMAR
QMAR Risk / Return Rank: 8585
Overall Rank
QMAR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QMAR Sortino Ratio Rank: 8585
Sortino Ratio Rank
QMAR Omega Ratio Rank: 9595
Omega Ratio Rank
QMAR Calmar Ratio Rank: 7676
Calmar Ratio Rank
QMAR Martin Ratio Rank: 9494
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. QMAR - 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 Nasdaq-100 Buffer ETF - March (QMAR). 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.

ACWVQMARDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.43

-0.97

Sortino ratio

Return per unit of downside risk

0.69

2.27

-1.57

Omega ratio

Gain probability vs. loss probability

1.10

1.46

-0.36

Calmar ratio

Return relative to maximum drawdown

0.64

2.03

-1.39

Martin ratio

Return relative to average drawdown

2.77

14.07

-11.30

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. QMAR - Sharpe Ratio Comparison

The current ACWV Sharpe Ratio is 0.46, which is lower than the QMAR Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ACWV and QMAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

ACWVQMARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.43

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.75

-0.15

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

0.76

-0.06

Correlation

The correlation between ACWV and QMAR is 0.56, 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. QMAR - Dividend Comparison

ACWV's dividend yield for the trailing twelve months is around 2.07%, while QMAR 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%
QMAR
FT Cboe Vest Nasdaq-100 Buffer ETF - March		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. QMAR - Drawdown Comparison

The maximum ACWV drawdown since its inception was -28.82%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for ACWV and QMAR.

Loading graphics...

Drawdown Indicators

ACWVQMARDifference

Max Drawdown

Largest peak-to-trough decline

-28.82%

-19.83%

-8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.56%

-9.23%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-19.83%

+1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

—

—

Current Drawdown

Current decline from peak

-4.54%

-0.88%

-3.66%

Average Drawdown

Average peak-to-trough decline

-3.11%

-3.40%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.33%

+0.43%

Volatility

ACWV vs. QMAR - Volatility Comparison

The current volatility for iShares MSCI Global Min Vol Factor ETF (ACWV) is 3.16%, while FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) has a volatility of 3.50%. This indicates that ACWV experiences smaller price fluctuations and is considered to be less risky than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

ACWVQMARDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

3.50%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

4.62%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.74%

13.25%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.24%

14.05%

-3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.31%

14.03%

-1.72%