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.
Performance
ACWV vs. SVARX - Performance Comparison
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ACWV vs. SVARX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 0.65% | 11.04% | 11.38% | 8.23% | -10.36% | 13.97% | 3.04% | 21.04% | -1.42% | 18.57% |
SVARX Spectrum Low Volatility Fund | 0.25% | 6.22% | 2.60% | 9.67% | -4.35% | 4.10% | 19.50% | 9.42% | -0.99% | 8.25% |
Returns By Period
In the year-to-date period, ACWV achieves a 0.65% return, which is significantly higher than SVARX's 0.25% return. Over the past 10 years, ACWV has outperformed SVARX with an annualized return of 7.34%, while SVARX has yielded a comparatively lower 6.49% annualized 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%
SVARX
- 1D
- 0.04%
- 1M
- -1.62%
- YTD
- 0.25%
- 6M
- 2.20%
- 1Y
- 5.51%
- 3Y*
- 6.04%
- 5Y*
- 3.33%
- 10Y*
- 6.49%
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ACWV vs. SVARX - Expense Ratio Comparison
ACWV has a 0.20% expense ratio, which is lower than SVARX's 2.34% expense ratio.
Return for Risk
ACWV vs. SVARX — Risk / Return Rank
ACWV
SVARX
ACWV vs. SVARX - Risk-Adjusted Trends 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.
| ACWV | SVARX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 2.11 | -1.65 |
Sortino ratioReturn per unit of downside risk | 0.69 | 2.79 | -2.10 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.46 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 2.19 | -1.55 |
Martin ratioReturn relative to average drawdown | 2.77 | 7.48 | -4.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACWV | SVARX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 2.11 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.09 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.75 | -1.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 1.69 | -0.99 |
Correlation
The correlation between ACWV and SVARX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ACWV vs. SVARX - Dividend Comparison
ACWV's dividend yield for the trailing twelve months is around 2.07%, less than SVARX's 5.93% 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% |
SVARX Spectrum Low Volatility Fund | 5.93% | 5.95% | 9.35% | 3.35% | 0.00% | 5.85% | 0.71% | 4.91% | 2.41% | 6.90% | 9.07% | 3.02% |
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.
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Drawdown Indicators
| ACWV | SVARX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.82% | -6.48% | -22.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -2.55% | -5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -6.48% | -11.66% |
Max Drawdown (10Y)Largest decline over 10 years | -28.82% | -6.48% | -22.34% |
Current DrawdownCurrent decline from peak | -4.54% | -2.51% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -1.21% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 0.75% | +1.01% |
Volatility
ACWV vs. SVARX - Volatility Comparison
iShares MSCI Global Min Vol Factor ETF (ACWV) has a higher volatility of 3.16% compared to Spectrum Low Volatility Fund (SVARX) at 1.00%. 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.
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Volatility by Period
| ACWV | SVARX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 1.00% | +2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 5.53% | 2.09% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.74% | 2.66% | +8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.24% | 3.08% | +7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.31% | 3.71% | +8.60% |