PortfoliosLab logo
ACWX vs. ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACWX and ACWI is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

ACWX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ex U.S. ETF (ACWX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
73.50%
225.67%
ACWX
ACWI

Key characteristics

Sharpe Ratio

ACWX:

0.72

ACWI:

0.63

Sortino Ratio

ACWX:

1.12

ACWI:

1.00

Omega Ratio

ACWX:

1.15

ACWI:

1.15

Calmar Ratio

ACWX:

0.89

ACWI:

0.68

Martin Ratio

ACWX:

2.81

ACWI:

3.09

Ulcer Index

ACWX:

4.37%

ACWI:

3.64%

Daily Std Dev

ACWX:

16.99%

ACWI:

17.87%

Max Drawdown

ACWX:

-60.39%

ACWI:

-56.00%

Current Drawdown

ACWX:

-1.72%

ACWI:

-6.94%

Returns By Period

In the year-to-date period, ACWX achieves a 8.21% return, which is significantly higher than ACWI's -1.69% return. Over the past 10 years, ACWX has underperformed ACWI with an annualized return of 4.45%, while ACWI has yielded a comparatively higher 8.48% annualized return.


ACWX

YTD

8.21%

1M

-0.97%

6M

3.48%

1Y

11.34%

5Y*

10.59%

10Y*

4.45%

ACWI

YTD

-1.69%

1M

-3.56%

6M

-2.10%

1Y

10.10%

5Y*

13.55%

10Y*

8.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ACWX vs. ACWI - Expense Ratio Comparison

Both ACWX and ACWI have an expense ratio of 0.32%.


Expense ratio chart for ACWX: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACWX: 0.32%
Expense ratio chart for ACWI: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACWI: 0.32%

Risk-Adjusted Performance

ACWX vs. ACWI — Risk-Adjusted Performance Rank

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

ACWX
The Risk-Adjusted Performance Rank of ACWX is 7373
Overall Rank
The Sharpe Ratio Rank of ACWX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ACWX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ACWX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ACWX is 7272
Martin Ratio Rank

ACWI
The Risk-Adjusted Performance Rank of ACWI is 7171
Overall Rank
The Sharpe Ratio Rank of ACWI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACWX vs. ACWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ex U.S. ETF (ACWX) and iShares MSCI ACWI ETF (ACWI). 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.


The chart of Sharpe ratio for ACWX, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
ACWX: 0.72
ACWI: 0.63
The chart of Sortino ratio for ACWX, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.00
ACWX: 1.12
ACWI: 1.00
The chart of Omega ratio for ACWX, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
ACWX: 1.15
ACWI: 1.15
The chart of Calmar ratio for ACWX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.00
ACWX: 0.89
ACWI: 0.68
The chart of Martin ratio for ACWX, currently valued at 2.81, compared to the broader market0.0020.0040.0060.00
ACWX: 2.81
ACWI: 3.09

The current ACWX Sharpe Ratio is 0.72, which is comparable to the ACWI Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ACWX and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.72
0.63
ACWX
ACWI

Dividends

ACWX vs. ACWI - Dividend Comparison

ACWX's dividend yield for the trailing twelve months is around 2.75%, more than ACWI's 1.73% yield.


TTM20242023202220212020201920182017201620152014
ACWX
iShares MSCI ACWI ex U.S. ETF
2.75%2.97%2.96%2.68%2.74%1.88%3.22%2.65%2.40%2.77%2.51%3.18%
ACWI
iShares MSCI ACWI ETF
1.73%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%

Drawdowns

ACWX vs. ACWI - Drawdown Comparison

The maximum ACWX drawdown since its inception was -60.39%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ACWX and ACWI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.72%
-6.94%
ACWX
ACWI

Volatility

ACWX vs. ACWI - Volatility Comparison

The current volatility for iShares MSCI ACWI ex U.S. ETF (ACWX) is 11.28%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 13.06%. This indicates that ACWX experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.28%
13.06%
ACWX
ACWI