ACWX vs. VOO
Compare and contrast key facts about iShares MSCI ACWI ex U.S. ETF (ACWX) and Vanguard S&P 500 ETF (VOO).
ACWX and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACWX is a passively managed fund by iShares that tracks the performance of the MSCI All Country World ex-U.S. Index. It was launched on Mar 26, 2008. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ACWX and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACWX or VOO.
Performance
ACWX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ACWX achieves a 6.75% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, ACWX has underperformed VOO with an annualized return of 4.36%, while VOO has yielded a comparatively higher 13.18% annualized return.
ACWX
6.75%
-3.47%
0.53%
12.57%
5.11%
4.36%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| ACWX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.00 | 2.70 |
| Sortino Ratio | 1.44 | 3.60 |
| Omega Ratio | 1.18 | 1.50 |
| Calmar Ratio | 1.12 | 3.90 |
| Martin Ratio | 4.84 | 17.65 |
| Ulcer Index | 2.62% | 1.86% |
| Daily Std Dev | 12.73% | 12.19% |
| Max Drawdown | -60.39% | -33.99% |
| Current Drawdown | -7.11% | -0.86% |
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ACWX vs. VOO - Expense Ratio Comparison
ACWX has a 0.32% expense ratio, which is higher than VOO's 0.03% expense ratio.
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.
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.
Dividends
ACWX vs. VOO - Dividend Comparison
ACWX's dividend yield for the trailing twelve months is around 2.79%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWX iShares MSCI ACWI ex U.S. ETF | 2.79% | 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 | 1.24% | 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.
Volatility
ACWX vs. VOO - Volatility Comparison
The current volatility for iShares MSCI ACWI ex U.S. ETF (ACWX) is 3.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. 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.