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ISHG vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISHG vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year International Treasury Bond ETF (ISHG) 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, ISHG achieves a -1.37% return, which is significantly lower than ACWI's 12.10% return. Over the past 10 years, ISHG has underperformed ACWI with an annualized return of -0.27%, while ACWI has yielded a comparatively higher 13.32% annualized return.


ISHG

1D
-0.24%
1M
-1.45%
YTD
-1.37%
6M
-1.13%
1Y
0.54%
3Y*
3.63%
5Y*
-1.07%
10Y*
-0.27%

ACWI

1D
-0.10%
1M
1.68%
YTD
12.10%
6M
11.90%
1Y
29.31%
3Y*
20.81%
5Y*
11.34%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISHG vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHG
iShares 1-3 Year International Treasury Bond ETF
-1.37%13.31%-4.16%3.76%-10.95%-7.05%7.47%-0.64%-3.54%10.91%
ACWI
iShares MSCI ACWI ETF
12.10%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Correlation

The correlation between ISHG and ACWI is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.40

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

0.43

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2009

0.29

Over the past year, ISHG and ACWI have become more correlated (0.52) than their long-term average of 0.29, meaning their price movements have been converging.

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Return for Risk

ISHG vs. ACWI — Risk / Return Rank

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

ISHG
ISHG Risk / Return Rank: 99
Overall Rank
ISHG Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 88
Sortino Ratio Rank
ISHG Omega Ratio Rank: 88
Omega Ratio Rank
ISHG Calmar Ratio Rank: 99
Calmar Ratio Rank
ISHG Martin Ratio Rank: 99
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 6969
Overall Rank
ACWI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6868
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7070
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6363
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7373
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.

ISHG vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year International Treasury Bond ETF (ISHG) 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.


ISHGACWIDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.82

Omega ratioGain probability vs. loss probability

1.02

1.40

-0.38

Calmar ratioReturn relative to maximum drawdown

0.11

3.03

-2.92

Martin ratioReturn relative to average drawdown

0.26

13.22

-12.96

ISHG vs. ACWI - Sharpe Ratio Comparison

The current ISHG Sharpe Ratio is 0.08, which is lower than the ACWI Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ISHG 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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Drawdowns

ISHG vs. ACWI - Drawdown Comparison

The maximum ISHG drawdown since its inception was -37.24%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ISHG and ACWI.


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Drawdown Indicators


ISHGACWIDifference

Max Drawdown

Largest peak-to-trough decline

-37.24%

-56.00%

+18.76%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-9.73%

+4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-8.21%

-16.55%

+8.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

-26.42%

+3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-25.56%

-33.53%

+7.97%

Current Drawdown

Current decline from peak

-23.29%

-0.85%

-22.44%

Average Drawdown

Average peak-to-trough decline

-18.44%

-8.59%

-9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.22%

-0.11%

Volatility

ISHG vs. ACWI - Volatility Comparison

The current volatility for iShares 1-3 Year International Treasury Bond ETF (ISHG) is 1.76%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.16%. This indicates that ISHG 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


ISHGACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

5.16%

-3.40%

Volatility (6M)

Calculated over the trailing 6-month period

4.89%

11.20%

-6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

6.56%

13.50%

-6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

16.17%

-8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

17.15%

-10.22%

ISHG vs. ACWI - Expense Ratio Comparison

ISHG has a 0.35% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Dividends

ISHG vs. ACWI - Dividend Comparison

ISHG's dividend yield for the trailing twelve months is around 1.47%, more than ACWI's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.42%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
ISHG
iShares 1-3 Year International Treasury Bond ETF
1.47%1.45%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%

Frequently Asked Questions


ISHG and ACWI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWI has higher volatility (5.16%) compared to ISHG (1.76%). In terms of maximum drawdown, ISHG dropped -37.24% vs ACWI's -56.00%.

On 10-year performance, ACWI leads with 13.32% vs -0.27% for ISHG. On fees, ACWI is cheaper at 0.32% per year. On volatility, ISHG has been the lower-risk option at 1.76%. 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 13.32% return vs -0.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ACWI is cheaper with a 0.32% expense ratio, compared with 0.35% for ISHG.

ISHG has the higher dividend yield at 1.47%, compared with 1.42% for ACWI.

ISHG is categorized as International Government Bonds, while ACWI is Global Equities. ISHG tracks S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year, while ACWI tracks MSCI All Country World Index. Their fees differ too: 0.35% for ISHG and 0.32% for ACWI.

ACWI currently has the higher Sharpe Ratio (2.18 vs 0.08), 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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