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ACWV vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACWVVTI
YTD Return4.97%9.87%
1Y Return13.23%33.77%
3Y Return (Ann)4.28%9.60%
5Y Return (Ann)5.64%14.26%
10Y Return (Ann)7.53%12.39%
Sharpe Ratio1.782.81
Daily Std Dev7.60%11.94%
Max Drawdown-28.82%-55.45%
Current Drawdown0.00%0.00%

Correlation

0.82
-1.001.00

The correlation between ACWV and VTI 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. VTI - Performance Comparison

In the year-to-date period, ACWV achieves a 4.97% return, which is significantly lower than VTI's 9.87% return. Over the past 10 years, ACWV has underperformed VTI with an annualized return of 7.53%, while VTI has yielded a comparatively higher 12.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%OctoberNovemberDecember2024FebruaryMarch
166.68%
425.01%
ACWV
VTI

Compare stocks, funds, or ETFs


iShares MSCI Global Min Vol Factor ETF

Vanguard Total Stock Market ETF

ACWV vs. VTI - Expense Ratio Comparison

ACWV has a 0.20% expense ratio, which is higher than VTI's 0.03% expense ratio.

ACWV
iShares MSCI Global Min Vol Factor ETF
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ACWV vs. VTI - 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 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWV
iShares MSCI Global Min Vol Factor ETF
1.78
VTI
Vanguard Total Stock Market ETF
2.81

ACWV vs. VTI - Sharpe Ratio Comparison

The current ACWV Sharpe Ratio is 1.78, which is lower than the VTI Sharpe Ratio of 2.81. The chart below compares the 12-month rolling Sharpe Ratio of ACWV and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.78
2.81
ACWV
VTI

Dividends

ACWV vs. VTI - Dividend Comparison

ACWV's dividend yield for the trailing twelve months is around 2.30%, more than VTI's 1.36% yield.


TTM20232022202120202019201820172016201520142013
ACWV
iShares MSCI Global Min Vol Factor ETF
2.30%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%2.22%2.47%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

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%. The drawdown chart below compares losses from any high point along the way for ACWV and VTI


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ACWV
VTI

Volatility

ACWV vs. VTI - Volatility Comparison

The current volatility for iShares MSCI Global Min Vol Factor ETF (ACWV) is 1.60%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.80%. 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.60%
2.80%
ACWV
VTI