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

Key characteristics


ACWXIXUS
YTD Return4.66%4.60%
1Y Return15.64%15.95%
3Y Return (Ann)1.47%1.55%
5Y Return (Ann)5.79%6.10%
10Y Return (Ann)4.19%4.49%
Sharpe Ratio1.291.31
Daily Std Dev12.54%12.47%
Max Drawdown-60.39%-36.23%
Current Drawdown-2.18%-2.16%

Correlation

0.99
-1.001.00

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 stocks are quite close, with ACWX having a 4.66% return and IXUS slightly lower at 4.60%. Over the past 10 years, ACWX has underperformed IXUS with an annualized return of 4.19%, while IXUS has yielded a comparatively higher 4.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
80.06%
86.25%
ACWX
IXUS

Compare stocks, funds, or ETFs


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
0.50%1.00%1.50%2.00%0.32%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWX
iShares MSCI ACWI ex U.S. ETF
1.29
IXUS
iShares Core MSCI Total International Stock ETF
1.31

ACWX vs. IXUS - Sharpe Ratio Comparison

The current ACWX Sharpe Ratio is 1.29, which roughly equals the IXUS Sharpe Ratio of 1.31. The chart below compares the 12-month rolling Sharpe Ratio of ACWX and IXUS.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.40OctoberNovemberDecember2024FebruaryMarch
1.29
1.31
ACWX
IXUS

Dividends

ACWX vs. IXUS - Dividend Comparison

ACWX's dividend yield for the trailing twelve months is around 2.83%, less than IXUS's 2.99% yield.


TTM20232022202120202019201820172016201520142013
ACWX
iShares MSCI ACWI ex U.S. ETF
2.83%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
2.99%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%. The drawdown chart below compares losses from any high point along the way for ACWX and IXUS


-20.00%-15.00%-10.00%-5.00%OctoberNovemberDecember2024FebruaryMarch
-2.18%
-2.16%
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 2.81% and 2.75%, 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.


2.50%3.00%3.50%4.00%4.50%OctoberNovemberDecember2024FebruaryMarch
2.81%
2.75%
ACWX
IXUS