ETH-USD vs. ACWI
ETH-USD (Ethereum) is a cryptocurrency, while ACWI (iShares MSCI ACWI ETF) is Global Equities fund tracking the MSCI All Country World Index. Over the past 10 years, ETH-USD returned 57.05%/yr vs 13.02%/yr for ACWI. At a 0.18 correlation, their price movements are largely independent.
Performance
ETH-USD vs. ACWI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ETH-USD achieves a -43.34% return, which is significantly lower than ACWI's 10.59% return. Over the past 10 years, ETH-USD has outperformed ACWI with an annualized return of 57.05%, while ACWI has yielded a comparatively lower 13.02% annualized return.
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
ACWI
- 1D
- 0.41%
- 1M
- -0.11%
- YTD
- 10.59%
- 6M
- 11.34%
- 1Y
- 26.86%
- 3Y*
- 19.78%
- 5Y*
- 10.88%
- 10Y*
- 13.02%
ETH-USD vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
ACWI iShares MSCI ACWI ETF | 10.59% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between ETH-USD and ACWI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.18 |
Over the past year, ETH-USD and ACWI have become more correlated (0.39) than their long-term average of 0.18, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ETH-USD vs. ACWI — Risk / Return Rank
ETH-USD
ACWI
ETH-USD vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETH-USD | ACWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.05 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.35 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 2.62 | -3.14 |
| Martin ratioReturn relative to average drawdown | -0.89 | 11.46 | -12.35 |
Loading charts...
Drawdowns
ETH-USD vs. ACWI - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ETH-USD and ACWI.
Loading charts...
Drawdown Indicators
| ETH-USD | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -56.00% | -38.01% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -9.73% | -57.80% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -16.55% | -50.98% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -26.42% | -52.93% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -33.53% | -60.48% |
Current DrawdownCurrent decline from peak | -65.20% | -2.19% | -63.01% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -8.60% | -42.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.49% | 2.22% | +43.27% |
Volatility
ETH-USD vs. ACWI - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.20% compared to iShares MSCI ACWI ETF (ACWI) at 5.17%. This indicates that ETH-USD'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.
Loading charts...
Volatility by Period
| ETH-USD | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.20% | 5.17% | +12.03% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 11.09% | +35.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.08% | 13.42% | +42.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.55% | 16.15% | +43.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.88% | 17.14% | +60.74% |
Frequently Asked Questions
ETH-USD and ACWI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.20%) compared to ACWI (5.17%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs ACWI's -56.00%.
ACWI currently has the higher Sharpe Ratio (1.90 vs -0.52), 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.
Find the right allocation for ETH-USD and ACWI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer