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ACWX vs. IXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACWXIXUS
YTD Return6.95%7.13%
1Y Return10.00%10.43%
3Y Return (Ann)1.58%1.61%
5Y Return (Ann)5.62%6.05%
10Y Return (Ann)3.79%4.15%
Sharpe Ratio0.790.82
Daily Std Dev11.98%11.96%
Max Drawdown-60.39%-36.23%
Current Drawdown-2.91%-2.66%

Correlation

-0.50.00.51.01.0

The correlation between ACWX and IXUS is 0.99, 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

ACWX vs. IXUS - Performance Comparison

The year-to-date returns for both investments are quite close, with ACWX having a 6.95% return and IXUS slightly higher at 7.13%. Over the past 10 years, ACWX has underperformed IXUS with an annualized return of 3.79%, while IXUS has yielded a comparatively higher 4.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


70.00%75.00%80.00%85.00%90.00%95.00%FebruaryMarchAprilMayJuneJuly
84.00%
90.74%
ACWX
IXUS

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


iShares MSCI ACWI ex U.S. ETF

iShares Core MSCI Total International Stock ETF

ACWX vs. IXUS - Expense Ratio Comparison

ACWX has a 0.32% expense ratio, which is higher than IXUS's 0.09% expense ratio.


ACWX
iShares MSCI ACWI ex U.S. ETF
Expense ratio chart for ACWX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for IXUS: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

ACWX vs. IXUS - 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 Core MSCI Total International Stock ETF (IXUS). 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
Sharpe ratio
The chart of Sharpe ratio for ACWX, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Sortino ratio
The chart of Sortino ratio for ACWX, currently valued at 1.18, compared to the broader market0.005.0010.0015.001.18
Omega ratio
The chart of Omega ratio for ACWX, currently valued at 1.14, compared to the broader market1.002.003.001.14
Calmar ratio
The chart of Calmar ratio for ACWX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.50
Martin ratio
The chart of Martin ratio for ACWX, currently valued at 2.19, compared to the broader market0.0050.00100.00150.002.19
IXUS
Sharpe ratio
The chart of Sharpe ratio for IXUS, currently valued at 0.82, compared to the broader market0.002.004.006.000.82
Sortino ratio
The chart of Sortino ratio for IXUS, currently valued at 1.23, compared to the broader market0.005.0010.0015.001.23
Omega ratio
The chart of Omega ratio for IXUS, currently valued at 1.15, compared to the broader market1.002.003.001.15
Calmar ratio
The chart of Calmar ratio for IXUS, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.52
Martin ratio
The chart of Martin ratio for IXUS, currently valued at 2.29, compared to the broader market0.0050.00100.00150.002.29

ACWX vs. IXUS - Sharpe Ratio Comparison

The current ACWX Sharpe Ratio is 0.79, which roughly equals the IXUS Sharpe Ratio of 0.82. The chart below compares the 12-month rolling Sharpe Ratio of ACWX and IXUS.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.40FebruaryMarchAprilMayJuneJuly
0.79
0.82
ACWX
IXUS

Dividends

ACWX vs. IXUS - Dividend Comparison

ACWX's dividend yield for the trailing twelve months is around 2.78%, less than IXUS's 3.02% yield.


TTM20232022202120202019201820172016201520142013
ACWX
iShares MSCI ACWI ex U.S. ETF
2.78%2.96%2.68%2.73%1.88%3.21%2.64%2.39%2.77%2.51%3.17%2.68%
IXUS
iShares Core MSCI Total International Stock ETF
3.02%3.13%2.48%3.11%1.85%3.09%3.00%2.40%2.57%2.80%2.95%2.07%

Drawdowns

ACWX vs. IXUS - Drawdown Comparison

The maximum ACWX drawdown since its inception was -60.39%, which is greater than IXUS's maximum drawdown of -36.23%. Use the drawdown chart below to compare losses from any high point for ACWX and IXUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.91%
-2.66%
ACWX
IXUS

Volatility

ACWX vs. IXUS - Volatility Comparison

iShares MSCI ACWI ex U.S. ETF (ACWX) and iShares Core MSCI Total International Stock ETF (IXUS) have volatilities of 3.02% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.02%
2.99%
ACWX
IXUS