ACWX vs. BKTSX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI ACWI ex U.S. ETF (ACWX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX).

ACWX is a passively managed fund by iShares that tracks the performance of the MSCI All Country World ex-U.S. Index. It was launched on Mar 26, 2008. BKTSX is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on Aug 13, 2015. Both ACWX and BKTSX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ACWX vs. BKTSX - 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 Total U.S. Stock Market Index Fund Class K (BKTSX). The values are adjusted to include any dividend payments, if applicable.

ACWX vs. BKTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACWX iShares MSCI ACWI ex U.S. ETF	3.37%	32.59%	5.17%	15.63%	-16.07%	7.67%	10.29%	21.05%	-13.99%	27.20%
BKTSX iShares Total U.S. Stock Market Index Fund Class K	-6.70%	17.15%	23.83%	26.02%	-19.05%	25.56%	20.82%	31.12%	-5.37%	21.02%

Returns By Period

In the year-to-date period, ACWX achieves a 3.37% return, which is significantly higher than BKTSX's -6.70% return. Over the past 10 years, ACWX has underperformed BKTSX with an annualized return of 8.81%, while BKTSX has yielded a comparatively higher 13.31% annualized return.

ACWX

• 1D: 1.34%
• 1M: -5.18%
• YTD: 3.37%
• 6M: 7.55%
• 1Y: 28.49%
• 3Y*: 15.86%
• 5Y*: 7.40%
• 10Y*: 8.81%

BKTSX

• 1D: -0.45%
• 1M: -7.71%
• YTD: -6.70%
• 6M: -4.47%
• 1Y: 14.73%
• 3Y*: 16.75%
• 5Y*: 10.27%
• 10Y*: 13.31%

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

ACWX vs. BKTSX - Expense Ratio Comparison

ACWX has a 0.32% expense ratio, which is higher than BKTSX's 0.02% expense ratio.

ACWX

iShares MSCI ACWI ex U.S. ETF

BKTSX

iShares Total U.S. Stock Market Index Fund Class K

Return for Risk

ACWX vs. BKTSX — Risk / Return Rank

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

ACWX

ACWX Risk / Return Rank: 83
ACWX Sharpe Ratio Rank: 82
ACWX Sortino Ratio Rank: 83
ACWX Omega Ratio Rank: 83
ACWX Calmar Ratio Rank: 84
ACWX Martin Ratio Rank: 83

BKTSX

BKTSX Risk / Return Rank: 42
BKTSX Sharpe Ratio Rank: 38
BKTSX Sortino Ratio Rank: 40
BKTSX Omega Ratio Rank: 43
BKTSX Calmar Ratio Rank: 39
BKTSX Martin Ratio Rank: 52

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.

ACWX vs. BKTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ex U.S. ETF (ACWX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.

	ACWX	BKTSX	Difference
Sharpe ratio Return per unit of total volatility	1.65	0.83	+0.81
Sortino ratio Return per unit of downside risk	2.25	1.29	+0.96
Omega ratio Gain probability vs. loss probability	1.33	1.20	+0.14
Calmar ratio Return relative to maximum drawdown	2.53	1.05	+1.48
Martin ratio Return relative to average drawdown	9.65	5.09	+4.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACWX vs. BKTSX - Sharpe Ratio Comparison

The current ACWX Sharpe Ratio is 1.65, which is higher than the BKTSX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ACWX and BKTSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ACWX	BKTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	0.83	+0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.60	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.73	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.73	-0.52

Correlation

The correlation between ACWX and BKTSX is 0.80, 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.

Dividends

ACWX vs. BKTSX - Dividend Comparison

ACWX's dividend yield for the trailing twelve months is around 2.73%, more than BKTSX's 1.22% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACWX iShares MSCI ACWI ex U.S. ETF	2.73%	2.82%	2.97%	2.96%	2.68%	2.74%	1.88%	3.22%	2.60%	2.40%	2.77%	2.51%
BKTSX iShares Total U.S. Stock Market Index Fund Class K	1.22%	1.14%	1.27%	1.46%	1.64%	1.58%	1.51%	2.15%	2.49%	2.17%	1.54%	0.00%

Drawdowns

ACWX vs. BKTSX - Drawdown Comparison

The maximum ACWX drawdown since its inception was -60.40%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for ACWX and BKTSX.

Drawdown Indicators

	ACWX	BKTSX	Difference
Max Drawdown Largest peak-to-trough decline	-60.40%	-34.97%	-25.43%
Max Drawdown (1Y) Largest decline over 1 year	-11.42%	-12.36%	+0.94%
Max Drawdown (5Y) Largest decline over 5 years	-30.07%	-24.98%	-5.09%
Max Drawdown (10Y) Largest decline over 10 years	-35.38%	-34.97%	-0.41%
Current Drawdown Current decline from peak	-7.28%	-8.87%	+1.59%
Average Drawdown Average peak-to-trough decline	-13.44%	-4.59%	-8.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	2.55%	+0.45%

Volatility

ACWX vs. BKTSX - Volatility Comparison

iShares MSCI ACWI ex U.S. ETF (ACWX) has a higher volatility of 7.85% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 4.37%. This indicates that ACWX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACWX	BKTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.85%	4.37%	+3.48%
Volatility (6M) Calculated over the trailing 6-month period	11.78%	9.28%	+2.50%
Volatility (1Y) Calculated over the trailing 1-year period	17.38%	18.38%	-1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	17.33%	-1.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.29%	18.38%	-1.09%