AIA vs. ACWI
Compare and contrast key facts about iShares Asia 50 ETF (AIA) and iShares MSCI ACWI ETF (ACWI).
AIA and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AIA is a passively managed fund by iShares that tracks the performance of the S&P Asia 50. It was launched on Nov 13, 2007. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both AIA and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AIA vs. ACWI - Performance Comparison
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AIA vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 10.14% | 47.79% | 20.26% | 4.32% | -24.08% | -10.91% | 33.73% | 22.21% | -14.22% | 45.00% |
ACWI iShares MSCI ACWI ETF | -1.29% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Returns By Period
In the year-to-date period, AIA achieves a 10.14% return, which is significantly higher than ACWI's -1.29% return. Both investments have delivered pretty close results over the past 10 years, with AIA having a 11.95% annualized return and ACWI not far behind at 11.68%.
AIA
- 1D
- 1.18%
- 1M
- -7.60%
- YTD
- 10.14%
- 6M
- 14.00%
- 1Y
- 51.63%
- 3Y*
- 23.25%
- 5Y*
- 5.17%
- 10Y*
- 11.95%
ACWI
- 1D
- 0.94%
- 1M
- -4.69%
- YTD
- -1.29%
- 6M
- 1.41%
- 1Y
- 21.56%
- 3Y*
- 17.35%
- 5Y*
- 9.60%
- 10Y*
- 11.68%
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AIA vs. ACWI - Expense Ratio Comparison
AIA has a 0.50% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Return for Risk
AIA vs. ACWI — Risk / Return Rank
AIA
ACWI
AIA vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and iShares MSCI ACWI ETF (ACWI). 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.
| AIA | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.24 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.56 | 1.82 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.15 | 1.87 | +1.28 |
Martin ratioReturn relative to average drawdown | 12.29 | 8.55 | +3.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIA | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.24 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.60 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.69 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.39 | -0.14 |
Correlation
The correlation between AIA and ACWI is 0.78, 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.
Dividends
AIA vs. ACWI - Dividend Comparison
AIA's dividend yield for the trailing twelve months is around 2.27%, more than ACWI's 1.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 2.27% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
ACWI iShares MSCI ACWI ETF | 1.57% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
AIA vs. ACWI - Drawdown Comparison
The maximum AIA drawdown since its inception was -60.89%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for AIA and ACWI.
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Drawdown Indicators
| AIA | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.89% | -56.00% | -4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -16.52% | -11.76% | -4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -51.12% | -26.42% | -24.70% |
Max Drawdown (10Y)Largest decline over 10 years | -54.64% | -33.53% | -21.11% |
Current DrawdownCurrent decline from peak | -9.68% | -6.04% | -3.64% |
Average DrawdownAverage peak-to-trough decline | -16.81% | -8.68% | -8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.57% | +1.71% |
Volatility
AIA vs. ACWI - Volatility Comparison
iShares Asia 50 ETF (AIA) has a higher volatility of 11.21% compared to iShares MSCI ACWI ETF (ACWI) at 6.23%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIA | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.21% | 6.23% | +4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 19.49% | 10.08% | +9.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.41% | 17.50% | +8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.87% | 15.96% | +8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.19% | 17.08% | +6.11% |