ACWV vs. SVARX
Compare and contrast key facts about iShares MSCI Global Min Vol Factor ETF (ACWV) and Spectrum Low Volatility Fund (SVARX).
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. SVARX is managed by Advisors Preferred. It was launched on Dec 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWV or SVARX.
Correlation
The correlation between ACWV and SVARX is 0.40, 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.
Performance
ACWV vs. SVARX - Performance Comparison
Key characteristics
ACWV:
1.30
SVARX:
1.54
ACWV:
1.77
SVARX:
2.24
ACWV:
1.27
SVARX:
1.31
ACWV:
1.87
SVARX:
1.58
ACWV:
7.79
SVARX:
4.28
ACWV:
1.81%
SVARX:
0.90%
ACWV:
10.88%
SVARX:
2.51%
ACWV:
-28.82%
SVARX:
-6.48%
ACWV:
-1.45%
SVARX:
-0.93%
Returns By Period
In the year-to-date period, ACWV achieves a 5.05% return, which is significantly higher than SVARX's 0.64% return. Over the past 10 years, ACWV has outperformed SVARX with an annualized return of 6.86%, while SVARX has yielded a comparatively lower 6.48% annualized return.
ACWV
5.05%
-0.80%
3.08%
14.33%
8.30%
6.86%
SVARX
0.64%
-0.50%
0.72%
3.85%
6.38%
6.48%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ACWV vs. SVARX - Expense Ratio Comparison
ACWV has a 0.20% expense ratio, which is lower than SVARX's 2.34% expense ratio.
Risk-Adjusted Performance
ACWV vs. SVARX — Risk-Adjusted Performance Rank
ACWV
SVARX
ACWV vs. SVARX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and Spectrum Low Volatility Fund (SVARX). 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.
Dividends
ACWV vs. SVARX - Dividend Comparison
ACWV's dividend yield for the trailing twelve months is around 2.22%, less than SVARX's 7.11% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 2.22% | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% | 2.23% |
SVARX Spectrum Low Volatility Fund | 7.11% | 8.49% | 3.35% | 0.00% | 5.70% | 0.71% | 3.38% | 2.41% | 4.79% | 6.68% | 3.02% | 2.82% |
Drawdowns
ACWV vs. SVARX - Drawdown Comparison
The maximum ACWV drawdown since its inception was -28.82%, which is greater than SVARX's maximum drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for ACWV and SVARX. For additional features, visit the drawdowns tool.
Volatility
ACWV vs. SVARX - Volatility Comparison
iShares MSCI Global Min Vol Factor ETF (ACWV) has a higher volatility of 7.76% compared to Spectrum Low Volatility Fund (SVARX) at 0.78%. This indicates that ACWV's price experiences larger fluctuations and is considered to be riskier than SVARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.