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EEWG.L vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EEWG.L vs. ACWI

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) and iShares MSCI ACWI ETF (ACWI).

EEWG.L and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEWG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Mar 8, 2019. 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 EEWG.L 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.

Performance

EEWG.L vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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EEWG.L vs. ACWI - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
EEWG.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)		-1.94%11.10%20.25%16.39%-10.66%24.27%13.73%0.95%
ACWI
iShares MSCI ACWI ETF		0.39%13.69%19.50%16.16%-8.68%19.79%12.92%0.69%
Different Trading Currencies

EEWG.L is traded in GBP, while ACWI is traded in USD. To make them comparable, the ACWI values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEWG.L achieves a -1.94% return, which is significantly lower than ACWI's 0.39% return.

EEWG.L

1D
0.10%
1M
-2.03%
YTD
-1.94%
6M
0.96%
1Y
15.48%
3Y*
13.38%
5Y*
10.04%
10Y*
—

ACWI

1D
0.44%
1M
-1.99%
YTD
0.39%
6M
2.63%
1Y
18.67%
3Y*
14.62%
5Y*
10.55%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)

iShares MSCI ACWI ETF

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Often compared with ACWI:
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EEWG.L vs. ACWI - Expense Ratio Comparison

EEWG.L has a 0.20% expense ratio, which is lower than ACWI's 0.32% expense ratio.

ACWI
iShares MSCI ACWI ETF
EEWG.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)

Return for Risk

EEWG.L vs. ACWI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EEWG.L
EEWG.L Risk / Return Rank: 6767
Overall Rank
EEWG.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EEWG.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
EEWG.L Omega Ratio Rank: 5757
Omega Ratio Rank
EEWG.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
EEWG.L Martin Ratio Rank: 8484
Martin Ratio Rank
ACWI
ACWI Risk / Return Rank: 6565
Overall Rank
ACWI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6666
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6262
Calmar Ratio Rank
ACWI Martin Ratio Rank: 6969
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.

EEWG.L vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) 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.

EEWG.LACWIDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.10

-0.02

Sortino ratio

Return per unit of downside risk

1.54

1.61

-0.07

Omega ratio

Gain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

2.89

1.82

+1.06

Martin ratio

Return relative to average drawdown

11.44

7.42

+4.02

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EEWG.L vs. ACWI - Sharpe Ratio Comparison

The current EEWG.L Sharpe Ratio is 1.08, which is comparable to the ACWI Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of EEWG.L 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.

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Sharpe Ratios by Period

EEWG.LACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.10

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.75

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.76

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.56

+0.16

Correlation

The correlation between EEWG.L and ACWI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EEWG.L vs. ACWI - Dividend Comparison

EEWG.L's dividend yield for the trailing twelve months is around 1.21%, less than ACWI's 1.58% yield.

TTM20252024202320222021202020192018201720162015
EEWG.L
iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)		1.21%1.18%1.37%1.59%1.78%1.28%1.43%0.76%0.00%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF		1.58%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%

Drawdowns

EEWG.L vs. ACWI - Drawdown Comparison

The maximum EEWG.L drawdown since its inception was -25.46%, smaller than the maximum ACWI drawdown of -38.18%. Use the drawdown chart below to compare losses from any high point for EEWG.L and ACWI.

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Drawdown Indicators

EEWG.LACWIDifference

Max Drawdown

Largest peak-to-trough decline

-25.46%

-56.00%

+30.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.02%

-9.73%

+2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-26.42%

+7.42%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.53%

—

Current Drawdown

Current decline from peak

-3.89%

-6.20%

+2.31%

Average Drawdown

Average peak-to-trough decline

-4.04%

-8.68%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.60%

-0.83%

Volatility

EEWG.L vs. ACWI - Volatility Comparison

The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EEWG.L) is 4.19%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.20%. This indicates that EEWG.L 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

EEWG.LACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

5.20%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

9.46%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.31%

17.11%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

14.16%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

16.46%

-1.04%