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ETEC vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETEC vs. ACWI - Performance Comparison

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

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ETEC vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023
ETEC
iShares Breakthrough Environmental Solutions ETF
7.95%31.89%-18.16%-6.50%
ACWI
iShares MSCI ACWI ETF
-2.21%22.41%17.45%14.99%

Returns By Period

In the year-to-date period, ETEC achieves a 7.95% return, which is significantly higher than ACWI's -2.21% return.


ETEC

1D
3.83%
1M
-2.54%
YTD
7.95%
6M
10.42%
1Y
44.91%
3Y*
2.50%
5Y*
10Y*

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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ETEC vs. ACWI - Expense Ratio Comparison

ETEC has a 0.47% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Return for Risk

ETEC vs. ACWI — Risk / Return Rank

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

ETEC
ETEC Risk / Return Rank: 8686
Overall Rank
ETEC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ETEC Sortino Ratio Rank: 8888
Sortino Ratio Rank
ETEC Omega Ratio Rank: 8383
Omega Ratio Rank
ETEC Calmar Ratio Rank: 8585
Calmar Ratio Rank
ETEC Martin Ratio Rank: 8787
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.

ETEC vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Breakthrough Environmental Solutions ETF (ETEC) 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.


ETECACWIDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.20

+0.53

Sortino ratio

Return per unit of downside risk

2.43

1.77

+0.66

Omega ratio

Gain probability vs. loss probability

1.32

1.27

+0.06

Calmar ratio

Return relative to maximum drawdown

2.56

1.79

+0.78

Martin ratio

Return relative to average drawdown

10.69

8.26

+2.43

ETEC vs. ACWI - Sharpe Ratio Comparison

The current ETEC Sharpe Ratio is 1.73, which is higher than the ACWI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ETEC 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


ETECACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.20

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.39

-0.27

Correlation

The correlation between ETEC and ACWI is 0.71, 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

ETEC vs. ACWI - Dividend Comparison

ETEC's dividend yield for the trailing twelve months is around 0.30%, less than ACWI's 1.59% yield.


TTM20252024202320222021202020192018201720162015
ETEC
iShares Breakthrough Environmental Solutions ETF
0.30%0.33%1.24%4.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

ETEC vs. ACWI - Drawdown Comparison

The maximum ETEC drawdown since its inception was -39.71%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ETEC and ACWI.


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Drawdown Indicators


ETECACWIDifference

Max Drawdown

Largest peak-to-trough decline

-39.71%

-56.00%

+16.29%

Max Drawdown (1Y)

Largest decline over 1 year

-16.67%

-11.76%

-4.91%

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

-6.93%

-6.92%

-0.01%

Average Drawdown

Average peak-to-trough decline

-15.77%

-8.69%

-7.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

2.54%

+1.46%

Volatility

ETEC vs. ACWI - Volatility Comparison

iShares Breakthrough Environmental Solutions ETF (ETEC) has a higher volatility of 8.67% compared to iShares MSCI ACWI ETF (ACWI) at 6.38%. This indicates that ETEC'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


ETECACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

6.38%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

15.65%

10.05%

+5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

26.15%

17.48%

+8.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

15.97%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

17.08%

+6.77%