EFG vs. ACWI
Compare and contrast key facts about iShares MSCI EAFE Growth ETF (EFG) and iShares MSCI ACWI ETF (ACWI).
EFG and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005. 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 EFG 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
EFG vs. ACWI - Performance Comparison
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EFG vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | -2.24% | 20.70% | 1.53% | 17.55% | -23.12% | 11.01% | 17.85% | 27.47% | -12.93% | 28.86% |
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
The year-to-date returns for both investments are quite close, with EFG having a -2.24% return and ACWI slightly higher at -2.21%. Over the past 10 years, EFG has underperformed ACWI with an annualized return of 7.30%, while ACWI has yielded a comparatively higher 11.58% annualized return.
EFG
- 1D
- 3.45%
- 1M
- -9.46%
- YTD
- -2.24%
- 6M
- -0.65%
- 1Y
- 14.25%
- 3Y*
- 7.98%
- 5Y*
- 3.48%
- 10Y*
- 7.30%
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%
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EFG vs. ACWI - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Return for Risk
EFG vs. ACWI — Risk / Return Rank
EFG
ACWI
EFG vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) 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.
| EFG | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 1.20 | -0.45 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.77 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.27 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.79 | -0.75 |
Martin ratioReturn relative to average drawdown | 4.00 | 8.26 | -4.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFG | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.20 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.59 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.68 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.39 | -0.12 |
Correlation
The correlation between EFG and ACWI is 0.91, 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
EFG vs. ACWI - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 2.59%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 2.59% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
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
EFG vs. ACWI - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.40%, roughly equal to the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for EFG and ACWI.
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Drawdown Indicators
| EFG | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.40% | -56.00% | -2.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -11.76% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | -26.42% | -9.36% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -33.53% | -2.25% |
Current DrawdownCurrent decline from peak | -9.73% | -6.92% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -8.69% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.54% | +0.79% |
Volatility
EFG vs. ACWI - Volatility Comparison
iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 8.47% compared to iShares MSCI ACWI ETF (ACWI) at 6.38%. This indicates that EFG'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
| EFG | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.47% | 6.38% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 10.05% | +2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.05% | 17.48% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 15.97% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 17.08% | +0.46% |