DIVB vs. ACWI
Compare and contrast key facts about iShares U.S. Dividend and Buyback ETF (DIVB) and iShares MSCI ACWI ETF (ACWI).
DIVB and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIVB is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend and Buyback Index. It was launched on Nov 7, 2017. 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 DIVB 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIVB or ACWI.
Performance
DIVB vs. ACWI - Performance Comparison
Returns By Period
In the year-to-date period, DIVB achieves a 23.35% return, which is significantly higher than ACWI's 18.14% return.
DIVB
23.35%
-0.16%
13.12%
33.75%
13.65%
N/A
ACWI
18.14%
-1.18%
7.13%
25.19%
11.16%
9.22%
Key characteristics
| DIVB | ACWI | |
|---|---|---|
| Sharpe Ratio | 3.14 | 2.23 |
| Sortino Ratio | 4.45 | 3.05 |
| Omega Ratio | 1.56 | 1.40 |
| Calmar Ratio | 4.28 | 3.18 |
| Martin Ratio | 20.88 | 14.28 |
| Ulcer Index | 1.66% | 1.80% |
| Daily Std Dev | 11.02% | 11.59% |
| Max Drawdown | -36.93% | -56.00% |
| Current Drawdown | -1.03% | -1.97% |
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DIVB vs. ACWI - Expense Ratio Comparison
DIVB has a 0.25% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Correlation
The correlation between DIVB and ACWI is 0.86, 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.
Risk-Adjusted Performance
DIVB vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Dividend and Buyback ETF (DIVB) 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.
Dividends
DIVB vs. ACWI - Dividend Comparison
DIVB's dividend yield for the trailing twelve months is around 2.48%, more than ACWI's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIVB iShares U.S. Dividend and Buyback ETF | 2.48% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.51% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
DIVB vs. ACWI - Drawdown Comparison
The maximum DIVB drawdown since its inception was -36.93%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for DIVB and ACWI. For additional features, visit the drawdowns tool.
Volatility
DIVB vs. ACWI - Volatility Comparison
iShares U.S. Dividend and Buyback ETF (DIVB) has a higher volatility of 3.87% compared to iShares MSCI ACWI ETF (ACWI) at 3.24%. This indicates that DIVB'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.