BIBDX vs. ACWI
BIBDX (BlackRock Global Dividend Portfolio) and ACWI (iShares MSCI ACWI ETF) are both Global Equities funds. Over the past 10 years, BIBDX returned 9.60%/yr vs 13.09%/yr for ACWI. Their correlation of 0.91 suggests significant overlap in exposure. BIBDX charges 0.75%/yr vs 0.32%/yr for ACWI.
Performance
BIBDX vs. ACWI - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BIBDX having a 9.42% return and ACWI slightly higher at 9.86%. Over the past 10 years, BIBDX has underperformed ACWI with an annualized return of 9.60%, while ACWI has yielded a comparatively higher 13.09% annualized return.
BIBDX
- 1D
- -0.31%
- 1M
- 1.18%
- YTD
- 9.42%
- 6M
- 9.24%
- 1Y
- 22.51%
- 3Y*
- 15.65%
- 5Y*
- 8.66%
- 10Y*
- 9.60%
ACWI
- 1D
- -2.00%
- 1M
- -0.35%
- YTD
- 9.86%
- 6M
- 9.11%
- 1Y
- 25.60%
- 3Y*
- 20.00%
- 5Y*
- 10.74%
- 10Y*
- 13.09%
BIBDX vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 9.42% | 19.32% | 9.72% | 16.59% | -13.72% | 17.70% | 6.91% | 22.80% | -10.46% | 19.39% |
ACWI iShares MSCI ACWI ETF | 9.86% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between BIBDX and ACWI is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2008 | 0.91 |
The correlation between BIBDX and ACWI has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
BIBDX vs. ACWI — Risk / Return Rank
BIBDX
ACWI
BIBDX vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) 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.
| BIBDX | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.64 | -0.36 |
| Martin ratioReturn relative to average drawdown | 9.57 | 11.51 | -1.94 |
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Drawdowns
BIBDX vs. ACWI - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -41.81%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for BIBDX and ACWI.
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Drawdown Indicators
| BIBDX | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.81% | -56.00% | +14.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -9.73% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.07% | -16.55% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -24.44% | -26.42% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -33.53% | +0.38% |
Current DrawdownCurrent decline from peak | -1.45% | -2.83% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -8.59% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.23% | +0.24% |
Volatility
BIBDX vs. ACWI - Volatility Comparison
The current volatility for BlackRock Global Dividend Portfolio (BIBDX) is 4.52%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.57%. This indicates that BIBDX experiences smaller price fluctuations and is considered to be less risky 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
| BIBDX | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 5.57% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 11.38% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 13.64% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 16.20% | -1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 17.08% | -1.85% |
BIBDX vs. ACWI - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Dividends
BIBDX vs. ACWI - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 18.47%, more than ACWI's 1.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 1.45% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
BIBDX BlackRock Global Dividend Portfolio | 18.47% | 20.14% | 8.09% | 2.00% | 6.51% | 18.01% | 5.94% | 7.97% | 7.05% | 6.47% | 2.47% | 4.34% |
Frequently Asked Questions
With a correlation of 0.93, BIBDX and ACWI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ACWI has higher volatility (5.57%) compared to BIBDX (4.52%). In terms of maximum drawdown, BIBDX dropped -41.81% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (1.89 vs 1.89), 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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