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DSI vs. NZAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSI vs. NZAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI KLD 400 Social ETF (DSI) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSI achieves a 9.87% return, which is significantly higher than NZAC's 6.77% return. Over the past 10 years, DSI has outperformed NZAC with an annualized return of 15.40%, while NZAC has yielded a comparatively lower 12.28% annualized return.


DSI

1D
0.83%
1M
-1.12%
YTD
9.87%
6M
10.52%
1Y
27.10%
3Y*
20.62%
5Y*
12.74%
10Y*
15.40%

NZAC

1D
0.27%
1M
-0.64%
YTD
6.77%
6M
7.70%
1Y
22.02%
3Y*
17.54%
5Y*
9.39%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSI vs. NZAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSI
iShares MSCI KLD 400 Social ETF
9.87%18.03%22.38%28.51%-21.71%31.32%20.94%31.15%-3.90%20.89%
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
6.77%20.55%16.67%23.22%-19.77%18.35%17.21%28.24%-9.80%22.93%

Correlation

The correlation between DSI and NZAC is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2014

0.83

The correlation between DSI and NZAC has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

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Return for Risk

DSI vs. NZAC — Risk / Return Rank

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

DSI
DSI Risk / Return Rank: 6161
Overall Rank
DSI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DSI Sortino Ratio Rank: 6464
Sortino Ratio Rank
DSI Omega Ratio Rank: 6464
Omega Ratio Rank
DSI Calmar Ratio Rank: 5252
Calmar Ratio Rank
DSI Martin Ratio Rank: 6161
Martin Ratio Rank

NZAC
NZAC Risk / Return Rank: 5050
Overall Rank
NZAC Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NZAC Sortino Ratio Rank: 4949
Sortino Ratio Rank
NZAC Omega Ratio Rank: 4848
Omega Ratio Rank
NZAC Calmar Ratio Rank: 4646
Calmar Ratio Rank
NZAC Martin Ratio Rank: 5656
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.

DSI vs. NZAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC). 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.


DSINZACDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

2.31

2.04

+0.27

Martin ratioReturn relative to average drawdown

9.56

8.62

+0.94

DSI vs. NZAC - Sharpe Ratio Comparison

The current DSI Sharpe Ratio is 1.88, which is comparable to the NZAC Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of DSI and NZAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DSI vs. NZAC - Drawdown Comparison

The maximum DSI drawdown since its inception was -54.23%, which is greater than NZAC's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for DSI and NZAC.


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Drawdown Indicators


DSINZACDifference

Max Drawdown

Largest peak-to-trough decline

-54.23%

-33.72%

-20.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-10.10%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-20.58%

-16.19%

-4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-28.36%

-28.31%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

-33.72%

-0.38%

Current Drawdown

Current decline from peak

-2.26%

-2.70%

+0.44%

Average Drawdown

Average peak-to-trough decline

-7.51%

-5.32%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.39%

+0.28%

Volatility

DSI vs. NZAC - Volatility Comparison

iShares MSCI KLD 400 Social ETF (DSI) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) have volatilities of 5.22% and 5.07%, 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.


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Volatility by Period


DSINZACDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

5.07%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

11.12%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

13.56%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

16.90%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

17.17%

+1.57%

DSI vs. NZAC - Expense Ratio Comparison

DSI has a 0.25% expense ratio, which is higher than NZAC's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DSI vs. NZAC - Dividend Comparison

DSI's dividend yield for the trailing twelve months is around 0.86%, less than NZAC's 2.08% yield.


PositionTTM20252024202320222021202020192018201720162015
DSI
iShares MSCI KLD 400 Social ETF
0.86%0.92%1.03%1.19%1.39%0.99%1.22%1.40%1.63%1.28%1.51%1.46%
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
2.08%1.90%1.88%1.65%1.81%1.62%1.59%2.17%2.53%2.20%2.00%2.40%

Frequently Asked Questions


With a correlation of 0.92, DSI and NZAC 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.

DSI has higher volatility (5.22%) compared to NZAC (5.07%). In terms of maximum drawdown, DSI dropped -54.23% vs NZAC's -33.72%.

On 10-year performance, DSI leads with 15.40% vs 12.28% for NZAC. On fees, NZAC is cheaper at 0.12% per year. On volatility, NZAC has been the lower-risk option at 5.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DSI has performed better with a 15.40% return vs 12.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NZAC is cheaper with a 0.12% expense ratio, compared with 0.25% for DSI.

NZAC has the higher dividend yield at 2.08%, compared with 0.86% for DSI.

DSI is categorized as Large Cap Growth Equities, while NZAC is Global Equities. DSI tracks MSCI KLD 400 Social Index, while NZAC tracks MSCI ACWI Climate Paris Aligned Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for DSI and 0.12% for NZAC.

DSI currently has the higher Sharpe Ratio (1.88 vs 1.52), 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.

Portfolio Optimizer

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