ACWV vs. SAMT
Compare and contrast key facts about iShares MSCI Global Min Vol Factor ETF (ACWV) and Strategas Macro Thematic Opportunities ETF (SAMT).
ACWV and SAMT 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. SAMT is an actively managed fund by Strategas. It was launched on Jan 25, 2022.
Performance
ACWV vs. SAMT - Performance Comparison
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ACWV vs. SAMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 0.64% | 11.04% | 11.38% | 8.23% | -4.68% |
SAMT Strategas Macro Thematic Opportunities ETF | 1.97% | 33.10% | 28.15% | 1.27% | -6.59% |
Returns By Period
In the year-to-date period, ACWV achieves a 0.64% return, which is significantly lower than SAMT's 1.97% return.
ACWV
- 1D
- 1.37%
- 1M
- -4.54%
- YTD
- 0.64%
- 6M
- 0.74%
- 1Y
- 4.86%
- 3Y*
- 9.78%
- 5Y*
- 6.10%
- 10Y*
- 7.34%
SAMT
- 1D
- 2.00%
- 1M
- -1.60%
- YTD
- 1.97%
- 6M
- 6.10%
- 1Y
- 35.45%
- 3Y*
- 22.13%
- 5Y*
- —
- 10Y*
- —
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ACWV vs. SAMT - Expense Ratio Comparison
ACWV has a 0.20% expense ratio, which is lower than SAMT's 0.66% expense ratio.
Return for Risk
ACWV vs. SAMT — Risk / Return Rank
ACWV
SAMT
ACWV vs. SAMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and Strategas Macro Thematic Opportunities ETF (SAMT). 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.
| ACWV | SAMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 2.01 | -1.56 |
Sortino ratioReturn per unit of downside risk | 0.69 | 2.65 | -1.96 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.36 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 4.10 | -3.38 |
Martin ratioReturn relative to average drawdown | 3.16 | 11.61 | -8.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACWV | SAMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 2.01 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
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 SAMT is 0.62, 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. SAMT - Dividend Comparison
ACWV's dividend yield for the trailing twelve months is around 2.07%, more than SAMT's 0.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SAMT Strategas Macro Thematic Opportunities ETF | 0.69% | 0.70% | 1.40% | 1.49% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ACWV vs. SAMT - Drawdown Comparison
The maximum ACWV drawdown since its inception was -28.82%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for ACWV and SAMT.
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Drawdown Indicators
| ACWV | SAMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.82% | -20.57% | -8.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -8.76% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.82% | — | — |
Current DrawdownCurrent decline from peak | -4.54% | -5.78% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -8.00% | +4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 3.10% | -1.37% |
Volatility
ACWV vs. SAMT - Volatility Comparison
The current volatility for iShares MSCI Global Min Vol Factor ETF (ACWV) is 3.24%, while Strategas Macro Thematic Opportunities ETF (SAMT) has a volatility of 4.97%. This indicates that ACWV experiences smaller price fluctuations and is considered to be less risky than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACWV | SAMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 4.97% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 5.54% | 11.91% | -6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.76% | 17.68% | -6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.25% | 16.78% | -6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.31% | 16.78% | -4.47% |