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ESMV vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESMV vs. ACWI - Performance Comparison

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

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Returns By Period

In the year-to-date period, ESMV achieves a 5.28% return, which is significantly lower than ACWI's 12.13% return.


ESMV

1D
-0.78%
1M
3.36%
YTD
5.28%
6M
5.39%
1Y
6.76%
3Y*
11.27%
5Y*
10Y*

ACWI

1D
-0.83%
1M
5.28%
YTD
12.13%
6M
12.96%
1Y
29.18%
3Y*
21.15%
5Y*
11.28%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESMV vs. ACWI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESMV
iShares ESG MSCI USA Min Vol Factor ETF
5.28%5.34%13.06%12.20%-11.08%3.20%
ACWI
iShares MSCI ACWI ETF
12.13%22.41%17.45%22.27%-18.39%0.07%

Correlation

The correlation between ESMV and ACWI is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

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

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2021

0.73

The correlation between ESMV and ACWI shifts across timeframes, from 0.61 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ESMV vs. ACWI — Risk / Return Rank

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

ESMV
ESMV Risk / Return Rank: 2121
Overall Rank
ESMV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ESMV Sortino Ratio Rank: 1919
Sortino Ratio Rank
ESMV Omega Ratio Rank: 2020
Omega Ratio Rank
ESMV Calmar Ratio Rank: 2222
Calmar Ratio Rank
ESMV Martin Ratio Rank: 2323
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 6666
Overall Rank
ACWI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6767
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
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.

ESMV vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) 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.


ESMVACWIDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.13

1.41

-0.29

Calmar ratioReturn relative to maximum drawdown

0.97

3.01

-2.04

Martin ratioReturn relative to average drawdown

2.97

13.53

-10.55

ESMV vs. ACWI - Sharpe Ratio Comparison

The current ESMV Sharpe Ratio is 0.67, which is lower than the ACWI Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of ESMV and ACWI, 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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Sharpe Ratios by Period


ESMVACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

2.29

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.43

+0.01

Drawdowns

ESMV vs. ACWI - Drawdown Comparison

The maximum ESMV drawdown since its inception was -19.77%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ESMV and ACWI.


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Drawdown Indicators


ESMVACWIDifference

Max Drawdown

Largest peak-to-trough decline

-19.77%

-56.00%

+36.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-9.73%

+2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-16.55%

+4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-0.78%

-0.83%

+0.05%

Average Drawdown

Average peak-to-trough decline

-5.33%

-8.61%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.16%

+0.12%

Volatility

ESMV vs. ACWI - Volatility Comparison

The current volatility for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) is 2.25%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.93%. This indicates that ESMV 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


ESMVACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

3.93%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.26%

10.29%

-4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

12.78%

-2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.24%

16.05%

-2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.24%

17.11%

-3.87%

ESMV vs. ACWI - Expense Ratio Comparison

ESMV has a 0.18% expense ratio, which is lower than ACWI's 0.32% expense ratio.


Dividends

ESMV vs. ACWI - Dividend Comparison

ESMV's dividend yield for the trailing twelve months is around 1.58%, more than ACWI's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.38%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
ESMV
iShares ESG MSCI USA Min Vol Factor ETF
1.58%1.56%1.71%1.75%1.66%0.24%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESMV and ACWI have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWI has higher volatility (3.93%) compared to ESMV (2.25%). In terms of maximum drawdown, ESMV dropped -19.77% vs ACWI's -56.00%.

On 3-year performance, ACWI leads with 21.15% vs 11.27% for ESMV. On fees, ESMV is cheaper at 0.18% per year. On volatility, ESMV has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ACWI has performed better with a 21.15% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESMV is cheaper with a 0.18% expense ratio, compared with 0.32% for ACWI.

ESMV has the higher dividend yield at 1.58%, compared with 1.38% for ACWI.

ESMV is categorized as Large Cap Blend Equities, while ACWI is Global Equities. ESMV tracks MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross, while ACWI tracks MSCI All Country World Index. Their fees differ too: 0.18% for ESMV and 0.32% for ACWI.

ACWI currently has the higher Sharpe Ratio (2.29 vs 0.67), 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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