ACWV vs. VTI

Last updated Jun 4, 2026

ACWV (iShares MSCI Global Min Vol Factor ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - ACWV tracks the MSCI AC World Minimum Volatility (USD) while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, ACWV returned 7.36%/yr vs 15.05%/yr for VTI. A 0.78 correlation means they provide meaningful diversification when combined. ACWV charges 0.20%/yr vs 0.03%/yr for VTI.

Performance

ACWV vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Min Vol Factor ETF (ACWV) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACWV achieves a 2.36% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, ACWV has underperformed VTI with an annualized return of 7.36%, while VTI has yielded a comparatively higher 15.05% annualized return.

ACWV

• 1D: -0.62%
• 1M: 1.01%
• YTD: 2.36%
• 6M: 2.56%
• 1Y: 4.79%
• 3Y*: 10.06%
• 5Y*: 5.47%
• 10Y*: 7.36%

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWV vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACWV iShares MSCI Global Min Vol Factor ETF	2.36%	11.04%	11.38%	8.23%	-10.36%	13.97%	3.04%	21.04%	-1.42%	18.57%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between ACWV and VTI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.76
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011	0.78

Over the past year, the correlation between ACWV and VTI has dropped to 0.55 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

ACWV vs. VTI - Sectors Allocation Comparison

Sectors	ACWV	VTI
Technology	22.6%	33.5%
Healthcare	13.2%	9.2%
Financial Services	13.1%	12.0%
Communication Services	12.2%	10.3%
Consumer Defensive	10.3%	4.7%
Industrials	7.9%	9.8%
Utilities	7.8%	2.3%
Consumer Cyclical	5.1%	10.0%
Energy	3.4%	3.7%
Basic Materials	1.8%	2.0%
Real Estate	0.8%	2.4%

Return for Risk

ACWV vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACWV

ACWV Risk / Return Rank: 18
ACWV Sharpe Ratio Rank: 19
ACWV Sortino Ratio Rank: 17
ACWV Omega Ratio Rank: 17
ACWV Calmar Ratio Rank: 18
ACWV Martin Ratio Rank: 20

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	0.62	2.33	-1.70
Sortino ratio: Return per unit of downside risk	0.92	3.18	-2.26
Omega ratio: Gain probability vs. loss probability	1.11	1.42	-0.31
Calmar ratio: Return relative to maximum drawdown	0.76	3.17	-2.42
Martin ratio: Return relative to average drawdown	2.37	14.62	-12.26
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. VTI - Sharpe Ratio Comparison

The current ACWV Sharpe Ratio is 0.62, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of ACWV and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACWV	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	2.33	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.73	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.82	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.51	+0.20

Drawdowns

ACWV vs. VTI - Drawdown Comparison

The maximum ACWV drawdown since its inception was -28.82%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ACWV and VTI.

Drawdown Indicators

	ACWV	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-28.82%	-55.45%	+26.63%
Max Drawdown (1Y) Largest decline over 1 year	-6.37%	-8.92%	+2.55%
Max Drawdown (3Y) Largest decline over 3 years	-7.56%	-19.30%	+11.74%
Max Drawdown (5Y) Largest decline over 5 years	-18.14%	-25.36%	+7.22%
Max Drawdown (10Y) Largest decline over 10 years	-28.82%	-35.00%	+6.18%
Current Drawdown Current decline from peak	-2.92%	-0.72%	-2.20%
Average Drawdown Average peak-to-trough decline	-3.11%	-8.03%	+4.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	1.93%	+0.10%

Volatility

ACWV vs. VTI - Volatility Comparison

The current volatility for iShares MSCI Global Min Vol Factor ETF (ACWV) is 1.79%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.96%. This indicates that ACWV experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACWV	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.79%	2.96%	-1.17%
Volatility (6M) Calculated over the trailing 6-month period	5.54%	9.13%	-3.59%
Volatility (1Y) Calculated over the trailing 1-year period	7.71%	12.17%	-4.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.23%	17.40%	-7.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.30%	18.30%	-6.00%

ACWV vs. VTI - Expense Ratio Comparison

ACWV has a 0.20% expense ratio, which is higher than VTI'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%.

Dividends

ACWV vs. VTI - Dividend Comparison

ACWV's dividend yield for the trailing twelve months is around 2.04%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACWV iShares MSCI Global Min Vol Factor ETF	2.04%	2.09%	2.33%	2.41%	2.18%	1.92%	1.77%	2.54%	2.32%	2.04%	2.56%	2.28%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both ACWV and VTI in my portfolio?

ACWV and VTI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACWV or VTI?

VTI has higher volatility (2.96%) compared to ACWV (1.79%). In terms of maximum drawdown, ACWV dropped -28.82% vs VTI's -55.45%.

Which ETF is better, ACWV or VTI?

On 10-year performance, VTI leads with 15.05% vs 7.36% for ACWV. On fees, VTI is cheaper at 0.03% per year. On volatility, ACWV has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACWV or VTI?

Over the 10-year period, VTI has performed better with a 15.05% return vs 7.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACWV or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.20% for ACWV.

Which ETF pays a higher dividend yield, ACWV or VTI?

ACWV has the higher dividend yield at 2.04%, compared with 1.01% for VTI.

What is the main difference between ACWV and VTI?

ACWV tracks MSCI AC World Minimum Volatility (USD), while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for ACWV and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.