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

Key characteristics


ACWXVEU
YTD Return4.66%4.91%
1Y Return15.64%16.39%
3Y Return (Ann)1.47%1.96%
5Y Return (Ann)5.79%6.39%
10Y Return (Ann)4.19%4.68%
Sharpe Ratio1.291.37
Daily Std Dev12.54%12.33%
Max Drawdown-60.39%-61.52%
Current Drawdown-2.18%-0.94%

Correlation

0.98
-1.001.00

The correlation between ACWX and VEU is 0.98, 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. VEU - Performance Comparison

In the year-to-date period, ACWX achieves a 4.66% return, which is significantly lower than VEU's 4.91% return. Over the past 10 years, ACWX has underperformed VEU with an annualized return of 4.19%, while VEU has yielded a comparatively higher 4.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
59.47%
73.14%
ACWX
VEU

Compare stocks, funds, or ETFs


iShares MSCI ACWI ex U.S. ETF

Vanguard FTSE All-World ex-US ETF

ACWX vs. VEU - Expense Ratio Comparison

ACWX has a 0.32% expense ratio, which is higher than VEU's 0.07% expense ratio.

ACWX
iShares MSCI ACWI ex U.S. ETF
0.50%1.00%1.50%2.00%0.32%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

ACWX vs. VEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ex U.S. ETF (ACWX) and Vanguard FTSE All-World ex-US ETF (VEU). 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
VEU
Vanguard FTSE All-World ex-US ETF
1.37

ACWX vs. VEU - Sharpe Ratio Comparison

The current ACWX Sharpe Ratio is 1.29, which roughly equals the VEU Sharpe Ratio of 1.37. The chart below compares the 12-month rolling Sharpe Ratio of ACWX and VEU.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.401.60OctoberNovemberDecember2024FebruaryMarch
1.29
1.37
ACWX
VEU

Dividends

ACWX vs. VEU - Dividend Comparison

ACWX's dividend yield for the trailing twelve months is around 2.83%, less than VEU's 3.35% 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%
VEU
Vanguard FTSE All-World ex-US ETF
3.35%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%

Drawdowns

ACWX vs. VEU - Drawdown Comparison

The maximum ACWX drawdown since its inception was -60.39%, roughly equal to the maximum VEU drawdown of -61.52%. The drawdown chart below compares losses from any high point along the way for ACWX and VEU


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.18%
-0.94%
ACWX
VEU

Volatility

ACWX vs. VEU - Volatility Comparison

iShares MSCI ACWI ex U.S. ETF (ACWX) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 2.81% and 2.72%, 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%
2.72%
ACWX
VEU