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EFA vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFA vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE ETF (EFA) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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EFA vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFA
iShares MSCI EAFE ETF
1.15%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%
ACWI
iShares MSCI ACWI ETF
-2.21%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Returns By Period

In the year-to-date period, EFA achieves a 1.15% return, which is significantly higher than ACWI's -2.21% return. Over the past 10 years, EFA has underperformed ACWI with an annualized return of 8.77%, while ACWI has yielded a comparatively higher 11.58% annualized return.


EFA

1D
3.25%
1M
-7.83%
YTD
1.15%
6M
5.91%
1Y
23.09%
3Y*
14.36%
5Y*
8.10%
10Y*
8.77%

ACWI

1D
3.11%
1M
-6.11%
YTD
-2.21%
6M
0.97%
1Y
20.86%
3Y*
16.98%
5Y*
9.40%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFA vs. ACWI - Expense Ratio Comparison

Both EFA and ACWI have an expense ratio of 0.32%.


Return for Risk

EFA vs. ACWI — Risk / Return Rank

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

EFA
EFA Risk / Return Rank: 7676
Overall Rank
EFA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 7777
Sortino Ratio Rank
EFA Omega Ratio Rank: 7676
Omega Ratio Rank
EFA Calmar Ratio Rank: 7777
Calmar Ratio Rank
EFA Martin Ratio Rank: 7575
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7575
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7474
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7575
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7474
Calmar Ratio Rank
ACWI Martin Ratio Rank: 8181
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.

EFA vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) 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.


EFAACWIDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.20

+0.11

Sortino ratio

Return per unit of downside risk

1.87

1.77

+0.10

Omega ratio

Gain probability vs. loss probability

1.27

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

1.93

1.79

+0.14

Martin ratio

Return relative to average drawdown

7.39

8.26

-0.88

EFA vs. ACWI - Sharpe Ratio Comparison

The current EFA Sharpe Ratio is 1.31, which is comparable to the ACWI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of EFA 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


EFAACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.20

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.59

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.68

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.09

Correlation

The correlation between EFA and ACWI is 0.92, 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.


Dividends

EFA vs. ACWI - Dividend Comparison

EFA's dividend yield for the trailing twelve months is around 3.34%, more than ACWI's 1.59% yield.


TTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF
3.34%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
ACWI
iShares MSCI ACWI ETF
1.59%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%

Drawdowns

EFA vs. ACWI - Drawdown Comparison

The maximum EFA drawdown since its inception was -61.04%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for EFA and ACWI.


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Drawdown Indicators


EFAACWIDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-56.00%

-5.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-11.76%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-29.53%

-26.42%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-34.19%

-33.53%

-0.66%

Current Drawdown

Current decline from peak

-8.07%

-6.92%

-1.15%

Average Drawdown

Average peak-to-trough decline

-12.00%

-8.69%

-3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.54%

+0.44%

Volatility

EFA vs. ACWI - Volatility Comparison

iShares MSCI EAFE ETF (EFA) has a higher volatility of 7.92% compared to iShares MSCI ACWI ETF (ACWI) at 6.38%. This indicates that EFA'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.


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Volatility by Period


EFAACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

6.38%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

10.05%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

17.48%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

15.97%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

17.08%

+0.12%