EVLU vs. ACWI
Compare and contrast key facts about iShares MSCI Emerging Markets Value Factor ETF (EVLU) and iShares MSCI ACWI ETF (ACWI).
EVLU and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EVLU is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Value Factor Select Index (Net). It was launched on Sep 4, 2024. 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 EVLU 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
EVLU vs. ACWI - Performance Comparison
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EVLU vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 4.90% | 38.54% | 1.61% |
ACWI iShares MSCI ACWI ETF | -1.29% | 22.41% | 5.54% |
Returns By Period
In the year-to-date period, EVLU achieves a 4.90% return, which is significantly higher than ACWI's -1.29% return.
EVLU
- 1D
- 0.44%
- 1M
- -8.64%
- YTD
- 4.90%
- 6M
- 14.34%
- 1Y
- 38.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACWI
- 1D
- 0.94%
- 1M
- -4.69%
- YTD
- -1.29%
- 6M
- 1.41%
- 1Y
- 21.56%
- 3Y*
- 17.35%
- 5Y*
- 9.60%
- 10Y*
- 11.68%
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EVLU vs. ACWI - Expense Ratio Comparison
EVLU has a 0.35% expense ratio, which is higher than ACWI's 0.32% expense ratio.
Return for Risk
EVLU vs. ACWI — Risk / Return Rank
EVLU
ACWI
EVLU vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) 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.
| EVLU | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 1.24 | +0.71 |
Sortino ratioReturn per unit of downside risk | 2.57 | 1.82 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.27 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.87 | +1.09 |
Martin ratioReturn relative to average drawdown | 10.82 | 8.55 | +2.27 |
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
| EVLU | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.24 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.50 | 0.39 | +1.11 |
Correlation
The correlation between EVLU and ACWI is 0.70, 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
EVLU vs. ACWI - Dividend Comparison
EVLU's dividend yield for the trailing twelve months is around 4.96%, more than ACWI's 1.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 4.96% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.57% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
EVLU vs. ACWI - Drawdown Comparison
The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for EVLU and ACWI.
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Drawdown Indicators
| EVLU | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -56.00% | +38.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -11.76% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.53% | — |
Current DrawdownCurrent decline from peak | -9.91% | -6.04% | -3.87% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -8.68% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.57% | +1.02% |
Volatility
EVLU vs. ACWI - Volatility Comparison
iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a higher volatility of 8.15% compared to iShares MSCI ACWI ETF (ACWI) at 6.23%. This indicates that EVLU'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
| EVLU | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 6.23% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 10.08% | +4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.75% | 17.50% | +2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 15.96% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.02% | 17.08% | +1.94% |