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ACWX vs. PJEZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWX vs. PJEZX - Performance Comparison

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

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Returns By Period

In the year-to-date period, ACWX achieves a 13.90% return, which is significantly lower than PJEZX's 16.61% return. Over the past 10 years, ACWX has outperformed PJEZX with an annualized return of 10.05%, while PJEZX has yielded a comparatively lower 9.27% annualized return.


ACWX

1D
0.42%
1M
1.39%
YTD
13.90%
6M
15.65%
1Y
30.35%
3Y*
18.44%
5Y*
8.26%
10Y*
10.05%

PJEZX

1D
0.28%
1M
1.18%
YTD
16.61%
6M
16.76%
1Y
18.59%
3Y*
13.69%
5Y*
5.64%
10Y*
9.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWX vs. PJEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACWX
iShares MSCI ACWI ex U.S. ETF
13.90%32.59%5.17%15.63%-16.07%7.67%10.29%21.05%-13.99%27.20%
PJEZX
PGIM US Real Estate Fund
16.61%2.49%13.08%15.85%-27.26%48.32%-4.86%44.30%-3.54%5.60%

Correlation

The correlation between ACWX and PJEZX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2010

0.54

The correlation between ACWX and PJEZX shifts across timeframes, from 0.39 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ACWX vs. PJEZX — Risk / Return Rank

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

ACWX
ACWX Risk / Return Rank: 6060
Overall Rank
ACWX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ACWX Sortino Ratio Rank: 5959
Sortino Ratio Rank
ACWX Omega Ratio Rank: 6161
Omega Ratio Rank
ACWX Calmar Ratio Rank: 5858
Calmar Ratio Rank
ACWX Martin Ratio Rank: 6262
Martin Ratio Rank

PJEZX
PJEZX Risk / Return Rank: 3838
Overall Rank
PJEZX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PJEZX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PJEZX Omega Ratio Rank: 2929
Omega Ratio Rank
PJEZX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PJEZX Martin Ratio Rank: 4040
Martin Ratio Rank
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. PJEZX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACWXPJEZXDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.32

1.23

+0.09

Calmar ratioReturn relative to maximum drawdown

2.52

2.48

+0.04

Martin ratioReturn relative to average drawdown

9.66

7.29

+2.37

ACWX vs. PJEZX - Sharpe Ratio Comparison

The current ACWX Sharpe Ratio is 1.75, which is higher than the PJEZX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ACWX and PJEZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACWX vs. PJEZX - Drawdown Comparison

The maximum ACWX drawdown since its inception was -60.40%, which is greater than PJEZX's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for ACWX and PJEZX.


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Drawdown Indicators


ACWXPJEZXDifference

Max Drawdown

Largest peak-to-trough decline

-60.40%

-43.43%

-16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-7.32%

-4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-19.19%

+5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-30.01%

-34.60%

+4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-35.38%

-43.43%

+8.05%

Current Drawdown

Current decline from peak

-1.41%

-0.39%

-1.02%

Average Drawdown

Average peak-to-trough decline

-13.32%

-8.10%

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.48%

+0.50%

Volatility

ACWX vs. PJEZX - Volatility Comparison

iShares MSCI ACWI ex U.S. ETF (ACWX) has a higher volatility of 6.97% compared to PGIM US Real Estate Fund (PJEZX) at 4.66%. This indicates that ACWX's price experiences larger fluctuations and is considered to be riskier than PJEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACWXPJEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

4.66%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

9.97%

+4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

13.74%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

18.92%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

21.16%

-3.73%

ACWX vs. PJEZX - Expense Ratio Comparison

ACWX has a 0.32% expense ratio, which is lower than PJEZX's 1.00% expense ratio.


Dividends

ACWX vs. PJEZX - Dividend Comparison

ACWX's dividend yield for the trailing twelve months is around 2.48%, more than PJEZX's 1.79% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWX
iShares MSCI ACWI ex U.S. ETF
2.48%2.82%2.97%2.96%2.68%2.74%1.88%3.22%2.60%2.40%2.77%2.51%
PJEZX
PGIM US Real Estate Fund
1.79%2.05%1.93%1.65%3.21%9.54%1.56%13.21%5.43%6.31%15.48%9.39%

Frequently Asked Questions


ACWX and PJEZX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWX has higher volatility (6.97%) compared to PJEZX (4.66%). In terms of maximum drawdown, ACWX dropped -60.40% vs PJEZX's -43.43%.

ACWX currently has the higher Sharpe Ratio (1.75 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ACWX and PJEZX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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