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BFLX vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFLX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Flexible Equity Active ETF (BFLX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BFLX

1D
0.76%
1M
-0.90%
YTD
6M
1Y
3Y*
5Y*
10Y*

ACWI

1D
1.00%
1M
-1.08%
YTD
10.84%
6M
10.13%
1Y
23.56%
3Y*
19.50%
5Y*
10.93%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFLX vs. ACWI - Yearly Performance Comparison


Correlation

The correlation between BFLX and ACWI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 20, 2026

0.87

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Return for Risk

BFLX vs. ACWI — Risk / Return Rank

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

BFLX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ACWI
ACWI Risk / Return Rank: 6262
Overall Rank
ACWI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6060
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6161
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5858
Calmar Ratio Rank
ACWI Martin Ratio Rank: 6868
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.

BFLX vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Flexible Equity Active ETF (BFLX) 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.

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.


BFLXACWIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.43

Martin ratioReturn relative to average drawdown

10.47

BFLX vs. ACWI - Sharpe Ratio Comparison


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Drawdowns

BFLX vs. ACWI - Drawdown Comparison

The maximum BFLX drawdown since its inception was -3.85%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for BFLX and ACWI.


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Drawdown Indicators


BFLXACWIDifference

Max Drawdown

Largest peak-to-trough decline

-3.85%

-56.00%

+52.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-2.39%

-1.96%

-0.43%

Average Drawdown

Average peak-to-trough decline

-1.04%

-8.59%

+7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

Volatility

BFLX vs. ACWI - Volatility Comparison


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Volatility by Period


BFLXACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

13.60%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

16.20%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

17.04%

-1.94%

BFLX vs. ACWI - Expense Ratio Comparison

BFLX has a 0.40% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Dividends

BFLX vs. ACWI - Dividend Comparison

BFLX has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.44%.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.44%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
BFLX
iShares Flexible Equity Active ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BFLX and ACWI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACWI is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWI is cheaper with a 0.32% expense ratio, compared with 0.40% for BFLX.

ACWI has the higher dividend yield at 1.44%, compared with 0.00% for BFLX.

BFLX is categorized as Long-Short, while ACWI is Global Equities. Their fees differ too: 0.40% for BFLX and 0.32% for ACWI.

Portfolio Optimizer

Find the right allocation for BFLX and ACWI

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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