BGC vs. ACWI
BGC (BGC Group Inc. ) is a stock, while ACWI (iShares MSCI ACWI ETF) is Global Equities fund tracking the MSCI All Country World Index. Over the past 10 years, BGC returned 1.44%/yr vs 12.85%/yr for ACWI. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
BGC vs. ACWI - Performance Comparison
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Returns By Period
In the year-to-date period, BGC achieves a 14.11% return, which is significantly higher than ACWI's 12.13% return. Over the past 10 years, BGC has underperformed ACWI with an annualized return of 1.44%, while ACWI has yielded a comparatively higher 12.85% annualized return.
BGC
- 1D
- -1.84%
- 1M
- -9.13%
- YTD
- 14.11%
- 6M
- 16.19%
- 1Y
- 10.29%
- 3Y*
- 35.16%
- 5Y*
- 11.18%
- 10Y*
- 1.44%
ACWI
- 1D
- -0.83%
- 1M
- 5.28%
- YTD
- 12.13%
- 6M
- 12.96%
- 1Y
- 29.18%
- 3Y*
- 21.15%
- 5Y*
- 11.28%
- 10Y*
- 12.85%
BGC vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGC BGC Group Inc. | 14.11% | -0.58% | 26.46% | 92.20% | -18.92% | 16.25% | -32.66% | 14.89% | -65.78% | 47.70% |
ACWI iShares MSCI ACWI ETF | 12.13% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between BGC and ACWI is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2008 | 0.53 |
The correlation between BGC and ACWI shifts across timeframes, from 0.33 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BGC vs. ACWI — Risk / Return Rank
BGC
ACWI
BGC vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BGC Group Inc. (BGC) 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.
| BGC | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.41 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 3.01 | -2.57 |
| Martin ratioReturn relative to average drawdown | 0.85 | 13.53 | -12.68 |
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
| BGC | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 2.29 | -1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.71 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.75 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.43 | -0.52 |
Drawdowns
BGC vs. ACWI - Drawdown Comparison
The maximum BGC drawdown since its inception was -98.31%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for BGC and ACWI.
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Drawdown Indicators
| BGC | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.31% | -56.00% | -42.31% |
Max Drawdown (1Y)Largest decline over 1 year | -23.25% | -9.73% | -13.52% |
Max Drawdown (3Y)Largest decline over 3 years | -34.46% | -16.55% | -17.91% |
Max Drawdown (5Y)Largest decline over 5 years | -51.80% | -26.42% | -25.38% |
Max Drawdown (10Y)Largest decline over 10 years | -86.93% | -33.53% | -53.40% |
Current DrawdownCurrent decline from peak | -87.46% | -0.83% | -86.63% |
Average DrawdownAverage peak-to-trough decline | -88.08% | -8.61% | -79.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.15% | 2.16% | +9.99% |
Volatility
BGC vs. ACWI - Volatility Comparison
BGC Group Inc. (BGC) has a higher volatility of 7.86% compared to iShares MSCI ACWI ETF (ACWI) at 3.93%. This indicates that BGC'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
| BGC | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 3.93% | +3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 21.76% | 10.29% | +11.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.30% | 12.78% | +15.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.05% | 16.05% | +22.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.97% | 17.11% | +24.86% |
Dividends
BGC vs. ACWI - Dividend Comparison
BGC's dividend yield for the trailing twelve months is around 0.79%, less than ACWI's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.38% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
BGC BGC Group Inc. | 0.79% | 0.90% | 0.77% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BGC and ACWI have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BGC has higher volatility (7.86%) compared to ACWI (3.93%). In terms of maximum drawdown, BGC dropped -98.31% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (2.29 vs 0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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