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GURU vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GURU vs. ACWI

Last updated Aug 2, 2026
Documentation

GURU (Global X Guru Index ETF) and ACWI (iShares MSCI ACWI ETF) are both exchange-traded funds - GURU is a Large Cap Blend Equities fund tracking the Solactive Guru Index, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. Both are passively managed. Over the past 10 years, GURU returned 12.08%/yr vs 12.53%/yr for ACWI. Their correlation of 0.86 means they have usually moved in the same direction. GURU charges 0.75%/yr vs 0.32%/yr for ACWI.

Performance

GURU vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Guru Index ETF (GURU) 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, GURU achieves a 7.75% return, which is significantly lower than ACWI's 11.28% return. Both investments have delivered pretty close results over the past 10 years, with GURU having a 12.08% annualized return and ACWI not far ahead at 12.53%.

GURU

1D
-0.81%
1M
-2.58%
6M
9.62%
YTD
7.75%
1Y
24.18%
3Y*
20.69%
5Y*
7.19%
10Y*
12.08%
ALL TIME*
12.15%

ACWI

1D
0.49%
1M
0.18%
6M
8.21%
YTD
11.28%
1Y
23.78%
3Y*
18.53%
5Y*
10.82%
10Y*
12.53%
ALL TIME*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ACWI

iShares MSCI ACWI ETF
$420.02M$465.87M$510.46M

GURU

Global X Guru Index ETF
$83.27K$71.87K$80.18K

GURU vs. ACWI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GURU
Global X Guru Index ETF		7.75%25.43%23.76%19.28%-27.94%8.19%25.27%30.99%-6.56%24.26%
ACWI
iShares MSCI ACWI ETF		11.28%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Correlation

The correlation between GURU and ACWI is 0.81, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2012

0.86

The correlation between GURU and ACWI has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

GURU vs. ACWI - Sectors Allocation Comparison

Sectors
GURU
ACWI

Healthcare

26.2%
8.3%

Technology

23.1%
32.7%

Industrials

11.6%
10.8%

Consumer Cyclical

11.0%
8.7%

Financial Services

9.2%
16.0%

Communication Services

6.8%
8.0%

Utilities

5.4%
2.4%

Energy

2.8%
3.6%

Basic Materials

2.1%
3.4%

Consumer Defensive

1.7%
4.7%

Real Estate

1.2%
1.6%

Healthcare

GURU
26.2%
ACWI
8.3%

Technology

GURU
23.1%
ACWI
32.7%

Industrials

GURU
11.6%
ACWI
10.8%

Consumer Cyclical

GURU
11.0%
ACWI
8.7%

Financial Services

GURU
9.2%
ACWI
16.0%

Communication Services

GURU
6.8%
ACWI
8.0%

Utilities

GURU
5.4%
ACWI
2.4%

Energy

GURU
2.8%
ACWI
3.6%

Basic Materials

GURU
2.1%
ACWI
3.4%

Consumer Defensive

GURU
1.7%
ACWI
4.7%

Real Estate

GURU
1.2%
ACWI
1.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Global X Guru Index ETF

iShares MSCI ACWI ETF

Often compared with GURU:
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Often compared with ACWI:
ACWI vs. VTACWI vs. SPYACWI vs. VWRL.LACWI vs. ACWXACWI vs. VOOACWI vs. ACWI.LACWI vs. VTI

Return for Risk

GURU vs. ACWI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
GURU
GURU Risk / Return Rank: 5959
Overall Rank
GURU Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GURU Sortino Ratio Rank: 6060
Sortino Ratio Rank
GURU Omega Ratio Rank: 5656
Omega Ratio Rank
GURU Calmar Ratio Rank: 5858
Calmar Ratio Rank
GURU Martin Ratio Rank: 6060
Martin Ratio Rank
ACWI
ACWI Risk / Return Rank: 7171
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6969
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6969
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6767
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GURU vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Guru Index ETF (GURU) 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.

GURUACWIDifference
Sharpe ratioReturn per unit of total volatility
1.39
1.59

-0.20

Sortino ratioReturn per unit of downside risk
2.03
2.23

-0.21

Omega ratioGain probability vs. loss probability

1.24

1.29

-0.04

Calmar ratioReturn relative to maximum drawdown

2.06

2.29

-0.23

Martin ratioReturn relative to average drawdown

7.17

9.58

-2.41

GURU vs. ACWI - Sharpe Ratio Comparison

The current GURU Sharpe Ratio is 1.39, which is comparable to the ACWI Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of GURU 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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Drawdowns

GURU vs. ACWI - Drawdown Comparison

The maximum GURU drawdown since its inception was -38.50%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for GURU and ACWI.

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Drawdown Indicators

GURUACWIDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-56.00%

+17.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-9.73%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-20.73%

-16.55%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-38.50%

-26.42%

-12.08%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-33.53%

-4.97%

Current Drawdown

Current decline from peak

-3.84%

-1.58%

-2.26%

Average Drawdown

Average peak-to-trough decline

-8.59%

-8.55%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.33%

+0.89%

Volatility

GURU vs. ACWI - Volatility Comparison

Global X Guru Index ETF (GURU) has a higher volatility of 4.83% compared to iShares MSCI ACWI ETF (ACWI) at 4.03%. This indicates that GURU'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

GURUACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

4.03%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.64%

11.71%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

14.01%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.56%

16.23%

+4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

17.06%

+3.12%

GURU vs. ACWI - Expense Ratio Comparison

GURU has a 0.75% expense ratio, which is higher than ACWI's 0.32% expense ratio.

Dividends

GURU vs. ACWI - Dividend Comparison

GURU's dividend yield for the trailing twelve months is around 0.08%, less than ACWI's 1.44% yield.

PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF		1.44%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
GURU
Global X Guru Index ETF		0.08%0.11%0.17%0.57%0.22%0.09%2.75%0.35%0.54%0.54%0.22%0.47%

Frequently Asked Questions

GURU and ACWI have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GURU has higher volatility (4.83%) compared to ACWI (4.03%). In terms of maximum drawdown, GURU dropped -38.50% vs ACWI's -56.00%.

On 10-year performance, ACWI leads with 12.53% vs 12.08% for GURU. On fees, ACWI is cheaper at 0.32% per year. On volatility, ACWI has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ACWI has performed better with a 12.53% return vs 12.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ACWI is cheaper with a 0.32% expense ratio, compared with 0.75% for GURU.

ACWI has the higher dividend yield at 1.44%, compared with 0.08% for GURU.

GURU is categorized as Large Cap Blend Equities, while ACWI is Global Equities. GURU tracks Solactive Guru Index, while ACWI tracks MSCI All Country World Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.75% for GURU and 0.32% for ACWI.

ACWI currently has the higher Sharpe Ratio (1.59 vs 1.39), 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

Find the right allocation for GURU 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.

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