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

Correlation

The correlation between ACWX and VOO is 0.82, 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.


-0.50.00.51.00.8

Performance

ACWX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ex U.S. ETF (ACWX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
95.27%
602.93%
ACWX
VOO

Key characteristics

Sharpe Ratio

ACWX:

0.63

VOO:

2.25

Sortino Ratio

ACWX:

0.94

VOO:

2.98

Omega Ratio

ACWX:

1.12

VOO:

1.42

Calmar Ratio

ACWX:

0.78

VOO:

3.31

Martin Ratio

ACWX:

2.56

VOO:

14.77

Ulcer Index

ACWX:

3.15%

VOO:

1.90%

Daily Std Dev

ACWX:

12.80%

VOO:

12.46%

Max Drawdown

ACWX:

-60.39%

VOO:

-33.99%

Current Drawdown

ACWX:

-8.59%

VOO:

-2.47%

Returns By Period

In the year-to-date period, ACWX achieves a 5.05% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, ACWX has underperformed VOO with an annualized return of 4.61%, while VOO has yielded a comparatively higher 13.08% annualized return.


ACWX

YTD

5.05%

1M

-1.43%

6M

-0.08%

1Y

6.26%

5Y*

4.02%

10Y*

4.61%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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


ACWX vs. VOO - Expense Ratio Comparison

ACWX has a 0.32% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ACWX vs. VOO - 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 S&P 500 ETF (VOO). 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 ratio
The chart of Sharpe ratio for ACWX, currently valued at 0.63, compared to the broader market0.002.004.000.632.25
The chart of Sortino ratio for ACWX, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.942.98
The chart of Omega ratio for ACWX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.42
The chart of Calmar ratio for ACWX, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.783.31
The chart of Martin ratio for ACWX, currently valued at 2.56, compared to the broader market0.0020.0040.0060.0080.00100.002.5614.77
ACWX
VOO

The current ACWX Sharpe Ratio is 0.63, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ACWX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.63
2.25
ACWX
VOO

Dividends

ACWX vs. VOO - Dividend Comparison

ACWX's dividend yield for the trailing twelve months is around 2.98%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
ACWX
iShares MSCI ACWI ex U.S. ETF
2.98%2.96%2.68%2.73%1.88%3.22%2.65%2.40%2.77%2.51%3.18%2.69%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ACWX vs. VOO - Drawdown Comparison

The maximum ACWX drawdown since its inception was -60.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACWX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.59%
-2.47%
ACWX
VOO

Volatility

ACWX vs. VOO - Volatility Comparison

The current volatility for iShares MSCI ACWI ex U.S. ETF (ACWX) is 3.34%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that ACWX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.34%
3.75%
ACWX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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