GURU vs. ACWI

Last updated Jun 24, 2026

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 12.84%/yr vs 13.09%/yr for ACWI. Their correlation of 0.86 suggests significant overlap in exposure. 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.

Returns By Period

In the year-to-date period, GURU achieves a 8.99% return, which is significantly lower than ACWI's 9.86% return. Both investments have delivered pretty close results over the past 10 years, with GURU having a 12.84% annualized return and ACWI not far ahead at 13.09%.

GURU

• 1D: -1.30%
• 1M: 3.12%
• YTD: 8.99%
• 6M: 6.57%
• 1Y: 29.94%
• 3Y*: 23.95%
• 5Y*: 7.08%
• 10Y*: 12.84%

ACWI

• 1D: -2.00%
• 1M: -0.35%
• YTD: 9.86%
• 6M: 9.11%
• 1Y: 25.60%
• 3Y*: 20.00%
• 5Y*: 10.74%
• 10Y*: 13.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GURU vs. ACWI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GURU Global X Guru Index ETF	8.99%	25.43%	23.76%	19.28%	-27.94%	8.19%	25.27%	30.99%	-6.56%	24.26%
ACWI iShares MSCI ACWI ETF	9.86%	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 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	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 0.80 to 0.88 - a consistent structural relationship.

GURU vs. ACWI - Sectors Allocation Comparison

Sectors	GURU	ACWI
Technology	25.0%	33.0%
Healthcare	24.1%	7.7%
Consumer Cyclical	11.0%	8.6%
Industrials	10.3%	10.3%
Financial Services	9.5%	15.9%
Utilities	5.5%	2.7%
Communication Services	5.2%	8.0%
Energy	4.2%	3.6%
Basic Materials	2.1%	3.6%
Consumer Defensive	2.0%	4.7%
Real Estate	1.2%	1.6%

Return for Risk

GURU vs. ACWI — Risk / Return Rank

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

GURU

GURU Risk / Return Rank: 58
GURU Sharpe Ratio Rank: 59
GURU Sortino Ratio Rank: 58
GURU Omega Ratio Rank: 55
GURU Calmar Ratio Rank: 58
GURU Martin Ratio Rank: 59

ACWI

ACWI Risk / Return Rank: 58
ACWI Sharpe Ratio Rank: 58
ACWI Sortino Ratio Rank: 56
ACWI Omega Ratio Rank: 58
ACWI Calmar Ratio Rank: 55
ACWI Martin Ratio Rank: 65

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.

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.

	GURU	ACWI	Difference
Sharpe ratio: Return per unit of total volatility	1.85	1.89	-0.04
Sortino ratio: Return per unit of downside risk	2.58	2.60	-0.02
Omega ratio: Gain probability vs. loss probability	1.32	1.34	-0.02
Calmar ratio: Return relative to maximum drawdown	2.68	2.64	+0.04
Martin ratio: Return relative to average drawdown	9.68	11.51	-1.83

GURU vs. ACWI - Sharpe Ratio Comparison

The current GURU Sharpe Ratio is 1.85, which is comparable to the ACWI Sharpe Ratio of 1.89. 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.

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.

Drawdown Indicators

	GURU	ACWI	Difference
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	-1.30%	-2.83%	+1.53%
Average Drawdown Average peak-to-trough decline	-8.64%	-8.59%	-0.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	2.23%	+0.87%

Volatility

GURU vs. ACWI - Volatility Comparison

Global X Guru Index ETF (GURU) has a higher volatility of 5.98% compared to iShares MSCI ACWI ETF (ACWI) at 5.57%. 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.

Volatility by Period

	GURU	ACWI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.98%	5.57%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	13.20%	11.38%	+1.82%
Volatility (1Y) Calculated over the trailing 1-year period	16.30%	13.64%	+2.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.55%	16.20%	+4.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.19%	17.08%	+3.11%

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 0.10%, less than ACWI's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACWI iShares MSCI ACWI ETF	1.45%	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	0.10%	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

Can I hold both GURU and ACWI in my portfolio?

GURU and ACWI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GURU or ACWI?

GURU has higher volatility (5.98%) compared to ACWI (5.57%). In terms of maximum drawdown, GURU dropped -38.50% vs ACWI's -56.00%.

Which ETF is better, GURU or ACWI?

On 10-year performance, ACWI leads with 13.09% vs 12.84% for GURU. On fees, ACWI is cheaper at 0.32% per year. On volatility, ACWI has been the lower-risk option at 5.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GURU or ACWI?

Over the 10-year period, ACWI has performed better with a 13.09% return vs 12.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GURU or ACWI?

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

Which ETF pays a higher dividend yield, GURU or ACWI?

ACWI has the higher dividend yield at 1.45%, compared with 0.10% for GURU.

What is the main difference between GURU and ACWI?

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.

Which has better risk-adjusted returns?

ACWI currently has the higher Sharpe Ratio (1.89 vs 1.85), 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.