IJS vs. ACWI
Compare and contrast key facts about iShares S&P SmallCap 600 Value ETF (IJS) and iShares MSCI ACWI ETF (ACWI).
IJS and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJS is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600/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 IJS 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
IJS vs. ACWI - Performance Comparison
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Returns By Period
In the year-to-date period, IJS achieves a 4.77% return, which is significantly higher than ACWI's -1.45% return. Over the past 10 years, IJS has underperformed ACWI with an annualized return of 9.52%, while ACWI has yielded a comparatively higher 11.70% annualized return.
IJS
- 1D
- 0.22%
- 1M
- 0.37%
- YTD
- 4.77%
- 6M
- 6.54%
- 1Y
- 37.59%
- 3Y*
- 10.12%
- 5Y*
- 4.81%
- 10Y*
- 9.52%
ACWI
- 1D
- -0.16%
- 1M
- -1.58%
- YTD
- -1.45%
- 6M
- 0.84%
- 1Y
- 33.73%
- 3Y*
- 17.05%
- 5Y*
- 9.57%
- 10Y*
- 11.70%
IJS vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 4.77% | 6.54% | 7.33% | 14.68% | -11.34% | 30.53% | 2.63% | 24.11% | -12.86% | 11.35% |
ACWI iShares MSCI ACWI ETF | -1.45% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Correlation
The correlation between IJS and ACWI is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.
IJS vs. ACWI - Expense Ratio Comparison
IJS has a 0.25% expense ratio, which is lower than ACWI's 0.32% expense ratio.
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Return for Risk
IJS vs. ACWI — Risk / Return Rank
IJS
ACWI
IJS vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) 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.
| IJS | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.19 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.76 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.82 | -0.30 |
Martin ratioReturn relative to average drawdown | 5.68 | 8.22 | -2.53 |
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
| IJS | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.19 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.60 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.69 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.39 | 0.00 |
Drawdowns
IJS vs. ACWI - Drawdown Comparison
The maximum IJS drawdown since its inception was -60.11%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for IJS and ACWI.
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Drawdown Indicators
| IJS | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.11% | -56.00% | -4.11% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -9.73% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | -26.42% | -2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -47.68% | -33.53% | -14.15% |
Current DrawdownCurrent decline from peak | -5.84% | -6.20% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -8.68% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 2.60% | +1.57% |
Volatility
IJS vs. ACWI - Volatility Comparison
The current volatility for iShares S&P SmallCap 600 Value ETF (IJS) is 5.31%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.13%. This indicates that IJS 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
| IJS | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 6.13% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 10.07% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.75% | 17.50% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.13% | 15.96% | +6.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 17.07% | +6.53% |
Dividends
IJS vs. ACWI - Dividend Comparison
IJS's dividend yield for the trailing twelve months is around 1.42%, less than ACWI's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.62% | 1.78% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% |
ACWI iShares MSCI ACWI ETF | 1.58% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |