IJJ vs. ACWI
Compare and contrast key facts about iShares S&P MidCap 400 Value ETF (IJJ) and iShares MSCI ACWI ETF (ACWI).
IJJ and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJJ is a passively managed fund by iShares that tracks the performance of the S&P MidCap 400/Citigroup Value Index. It was launched on Jul 24, 2000. 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 IJJ 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
IJJ vs. ACWI - Performance Comparison
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IJJ vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.03% | 7.27% | 11.63% | 15.24% | -7.11% | 30.45% | 3.56% | 25.66% | -12.06% | 12.04% |
ACWI iShares MSCI ACWI ETF | -2.21% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Returns By Period
In the year-to-date period, IJJ achieves a 1.03% return, which is significantly higher than ACWI's -2.21% return. Over the past 10 years, IJJ has underperformed ACWI with an annualized return of 9.88%, while ACWI has yielded a comparatively higher 11.58% annualized return.
IJJ
- 1D
- 2.39%
- 1M
- -5.14%
- YTD
- 1.03%
- 6M
- 3.11%
- 1Y
- 12.69%
- 3Y*
- 10.82%
- 5Y*
- 7.08%
- 10Y*
- 9.88%
ACWI
- 1D
- 3.11%
- 1M
- -6.11%
- YTD
- -2.21%
- 6M
- 0.97%
- 1Y
- 20.86%
- 3Y*
- 16.98%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
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IJJ vs. ACWI - Expense Ratio Comparison
IJJ has a 0.25% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Return for Risk
IJJ vs. ACWI — Risk / Return Rank
IJJ
ACWI
IJJ vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Value ETF (IJJ) 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.
| IJJ | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.20 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.77 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.27 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.79 | -0.88 |
Martin ratioReturn relative to average drawdown | 3.43 | 8.26 | -4.84 |
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
| IJJ | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.20 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.59 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.68 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.39 | +0.07 |
Correlation
The correlation between IJJ and ACWI is 0.83, 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
IJJ vs. ACWI - Dividend Comparison
IJJ's dividend yield for the trailing twelve months is around 1.77%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 1.77% | 1.79% | 1.81% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
IJJ vs. ACWI - Drawdown Comparison
The maximum IJJ drawdown since its inception was -58.00%, roughly equal to the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for IJJ and ACWI.
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Drawdown Indicators
| IJJ | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.00% | -56.00% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -11.76% | -2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.68% | -26.42% | +3.74% |
Max Drawdown (10Y)Largest decline over 10 years | -46.11% | -33.53% | -12.58% |
Current DrawdownCurrent decline from peak | -7.51% | -6.92% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -8.69% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 2.54% | +1.31% |
Volatility
IJJ vs. ACWI - Volatility Comparison
The current volatility for iShares S&P MidCap 400 Value ETF (IJJ) is 5.47%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that IJJ 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
| IJJ | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 6.38% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 10.05% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 17.48% | +3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 15.97% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 17.08% | +4.96% |