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IGIB vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIB vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate-Term Corporate Bond ETF (IGIB) 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, IGIB achieves a 0.21% return, which is significantly lower than ACWI's 12.13% return. Over the past 10 years, IGIB has underperformed ACWI with an annualized return of 3.04%, while ACWI has yielded a comparatively higher 12.85% annualized return.


IGIB

1D
-0.19%
1M
0.31%
YTD
0.21%
6M
0.14%
1Y
6.27%
3Y*
6.21%
5Y*
1.37%
10Y*
3.04%

ACWI

1D
-0.83%
1M
5.28%
YTD
12.13%
6M
12.96%
1Y
29.18%
3Y*
21.15%
5Y*
11.28%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGIB
iShares Intermediate-Term Corporate Bond ETF
0.21%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%
ACWI
iShares MSCI ACWI ETF
12.13%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Correlation

The correlation between IGIB and ACWI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2008

0.07

Over the past year, IGIB and ACWI have become more correlated (0.43) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

IGIB vs. ACWI — Risk / Return Rank

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

IGIB
IGIB Risk / Return Rank: 4242
Overall Rank
IGIB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGIB Omega Ratio Rank: 4141
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4343
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 6666
Overall Rank
ACWI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6767
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
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.

IGIB vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) 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.


IGIBACWIDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

2.09

3.01

-0.92

Martin ratioReturn relative to average drawdown

7.08

13.53

-6.45

IGIB vs. ACWI - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.52, which is lower than the ACWI Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of IGIB 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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Sharpe Ratios by Period


IGIBACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.29

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.71

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.75

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.43

+0.27

Drawdowns

IGIB vs. ACWI - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for IGIB and ACWI.


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Drawdown Indicators


IGIBACWIDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-56.00%

+35.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-9.73%

+6.72%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-16.55%

+10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-26.42%

+5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

-33.53%

+12.91%

Current Drawdown

Current decline from peak

-1.33%

-0.83%

-0.50%

Average Drawdown

Average peak-to-trough decline

-2.58%

-8.61%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.16%

-1.27%

Volatility

IGIB vs. ACWI - Volatility Comparison

The current volatility for iShares Intermediate-Term Corporate Bond ETF (IGIB) is 1.33%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.93%. This indicates that IGIB experiences smaller price fluctuations and is considered to be less risky 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


IGIBACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

3.93%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

10.29%

-7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

12.78%

-8.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

16.05%

-9.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

17.11%

-11.05%

IGIB vs. ACWI - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is lower than ACWI's 0.32% expense ratio.


Dividends

IGIB vs. ACWI - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.82%, more than ACWI's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.38%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.82%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%

Frequently Asked Questions


IGIB and ACWI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWI has higher volatility (3.93%) compared to IGIB (1.33%). In terms of maximum drawdown, IGIB dropped -20.62% vs ACWI's -56.00%.

On 10-year performance, ACWI leads with 12.85% vs 3.04% for IGIB. On fees, IGIB is cheaper at 0.06% per year. On volatility, IGIB has been the lower-risk option at 1.33%. 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 12.85% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGIB is cheaper with a 0.06% expense ratio, compared with 0.32% for ACWI.

IGIB has the higher dividend yield at 4.82%, compared with 1.38% for ACWI.

IGIB is categorized as Corporate Bonds, while ACWI is Global Equities. IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index, while ACWI tracks MSCI All Country World Index. Their fees differ too: 0.06% for IGIB and 0.32% for ACWI.

ACWI currently has the higher Sharpe Ratio (2.29 vs 1.52), 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.

Portfolio Optimizer

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