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IBIM vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IBIM vs. ACWI

Last updated Jun 30, 2026
See Documentation

IBIM (iShares iBonds Oct 2036 Term TIPS ETF) and ACWI (iShares MSCI ACWI ETF) are both exchange-traded funds - IBIM is a Inflation-Protected Bonds fund managed by iShares, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

IBIM vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2036 Term TIPS ETF (IBIM) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

IBIM

1D
0.36%
1M
0.14%
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

ACWI

1D
1.00%
1M
-1.08%
YTD
10.84%
6M
10.13%
1Y
23.56%
3Y*
19.50%
5Y*
10.93%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIM vs. ACWI - Yearly Performance Comparison

2026 (YTD)
IBIM
iShares iBonds Oct 2036 Term TIPS ETF		1.94%
ACWI
iShares MSCI ACWI ETF		12.55%

Correlation

The correlation between IBIM and ACWI is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.62

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iShares iBonds Oct 2036 Term TIPS ETF

iShares MSCI ACWI ETF

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Return for Risk

IBIM vs. ACWI — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ACWI
ACWI Risk / Return Rank: 6262
Overall Rank
ACWI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6060
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6161
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5858
Calmar Ratio Rank
ACWI Martin Ratio Rank: 6868
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.

IBIM vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2036 Term TIPS ETF (IBIM) 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.

IBIMACWIDifference
Sharpe ratioReturn per unit of total volatility

—

1.74

—

Sortino ratioReturn per unit of downside risk

—

2.42

—

Omega ratioGain probability vs. loss probability

—

1.32

—

Calmar ratioReturn relative to maximum drawdown

—

2.43

—

Martin ratioReturn relative to average drawdown

—

10.47

—

IBIM vs. ACWI - Sharpe Ratio Comparison

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Drawdowns

IBIM vs. ACWI - Drawdown Comparison

The maximum IBIM drawdown since its inception was -1.84%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for IBIM and ACWI.

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Drawdown Indicators

IBIMACWIDifference

Max Drawdown

Largest peak-to-trough decline

-1.84%

-56.00%

+54.16%

Max Drawdown (1Y)

Largest decline over 1 year

—

-9.73%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-16.55%

—

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

-0.18%

-1.96%

+1.78%

Average Drawdown

Average peak-to-trough decline

-0.51%

-8.59%

+8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.26%

—

Volatility

IBIM vs. ACWI - Volatility Comparison

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Volatility by Period

IBIMACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

5.53%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

11.38%

—

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

13.60%

-8.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

16.20%

-11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

17.04%

-12.19%

Dividends

IBIM vs. ACWI - Dividend Comparison

IBIM has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.44%.

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%
IBIM
iShares iBonds Oct 2036 Term TIPS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IBIM and ACWI have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWI has the higher dividend yield at 1.44%, compared with 0.00% for IBIM.

IBIM is categorized as Inflation-Protected Bonds, while ACWI is Global Equities.

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