ACWV vs. VOO
Compare and contrast key facts about iShares MSCI Global Min Vol Factor ETF (ACWV) and Vanguard S&P 500 ETF (VOO).
ACWV and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ACWV and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWV or VOO.
Key characteristics
| ACWV | VOO | |
|---|---|---|
| YTD Return | 2.55% | 6.62% |
| 1Y Return | 6.48% | 25.71% |
| 3Y Return (Ann) | 2.52% | 8.15% |
| 5Y Return (Ann) | 4.96% | 13.32% |
| 10Y Return (Ann) | 7.03% | 12.46% |
| Sharpe Ratio | 0.83 | 2.13 |
| Daily Std Dev | 7.67% | 11.67% |
| Max Drawdown | -28.82% | -33.99% |
| Current Drawdown | -2.31% | -3.56% |
Correlation
The correlation between ACWV and VOO is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ACWV vs. VOO - Performance Comparison
In the year-to-date period, ACWV achieves a 2.55% return, which is significantly lower than VOO's 6.62% return. Over the past 10 years, ACWV has underperformed VOO with an annualized return of 7.03%, while VOO has yielded a comparatively higher 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ACWV vs. VOO - Expense Ratio Comparison
ACWV has a 0.20% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ACWV vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ACWV's dividend yield for the trailing twelve months is around 2.35%, more than VOO's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 2.35% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% | 2.22% | 2.47% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ACWV vs. VOO - Drawdown Comparison
The maximum ACWV drawdown since its inception was -28.82%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACWV and VOO. For additional features, visit the drawdowns tool.
Volatility
ACWV vs. VOO - Volatility Comparison
The current volatility for iShares MSCI Global Min Vol Factor ETF (ACWV) is 2.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.04%. This indicates that ACWV experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.