DFAW vs. ACWI

In the year-to-date period, DFAW achieves a 3.98% return, which is significantly lower than ACWI's 5.57% return.

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DFAW has a 0.25% expense ratio, which is lower than ACWI's 0.32% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Dimensional World Equity ETF (DFAW) 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.

The current DFAW Sharpe Ratio is 0.58, which is comparable to the ACWI Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DFAW and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFAW's dividend yield for the trailing twelve months is around 1.49%, less than ACWI's 1.61% yield.

The maximum DFAW drawdown since its inception was -16.94%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for DFAW and ACWI. For additional features, visit the drawdowns tool.

Dimensional World Equity ETF (DFAW) and iShares MSCI ACWI ETF (ACWI) have volatilities of 4.45% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.