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IXG vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXG vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Financials ETF (IXG) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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IXG vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXG
iShares Global Financials ETF
-5.62%28.54%25.69%14.97%-8.97%25.07%-2.99%24.60%-16.33%23.78%
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, IXG achieves a -5.62% return, which is significantly lower than ACWI's -2.21% return. Both investments have delivered pretty close results over the past 10 years, with IXG having a 11.63% annualized return and ACWI not far behind at 11.58%.


IXG

1D
2.87%
1M
-4.83%
YTD
-5.62%
6M
-1.42%
1Y
13.11%
3Y*
21.31%
5Y*
11.87%
10Y*
11.63%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IXG vs. ACWI - Expense Ratio Comparison

IXG has a 0.46% expense ratio, which is higher than ACWI's 0.32% expense ratio.


Return for Risk

IXG vs. ACWI — Risk / Return Rank

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

IXG
IXG Risk / Return Rank: 4343
Overall Rank
IXG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 4040
Sortino Ratio Rank
IXG Omega Ratio Rank: 4343
Omega Ratio Rank
IXG Calmar Ratio Rank: 4444
Calmar Ratio Rank
IXG Martin Ratio Rank: 4444
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7575
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7474
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7575
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7474
Calmar Ratio Rank
ACWI Martin Ratio Rank: 8181
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.

IXG vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Financials ETF (IXG) 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.


IXGACWIDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.20

-0.47

Sortino ratio

Return per unit of downside risk

1.09

1.77

-0.69

Omega ratio

Gain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

1.07

1.79

-0.72

Martin ratio

Return relative to average drawdown

3.96

8.26

-4.30

IXG vs. ACWI - Sharpe Ratio Comparison

The current IXG Sharpe Ratio is 0.73, which is lower than the ACWI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IXG and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IXGACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.20

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.59

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.68

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.39

-0.16

Correlation

The correlation between IXG and ACWI is 0.86, 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

IXG vs. ACWI - Dividend Comparison

IXG's dividend yield for the trailing twelve months is around 2.16%, more than ACWI's 1.59% yield.


TTM20252024202320222021202020192018201720162015
IXG
iShares Global Financials ETF
2.16%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%
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

IXG vs. ACWI - Drawdown Comparison

The maximum IXG drawdown since its inception was -78.42%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for IXG and ACWI.


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Drawdown Indicators


IXGACWIDifference

Max Drawdown

Largest peak-to-trough decline

-78.42%

-56.00%

-22.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-11.76%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-26.42%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-33.53%

-9.94%

Current Drawdown

Current decline from peak

-8.13%

-6.92%

-1.21%

Average Drawdown

Average peak-to-trough decline

-19.88%

-8.69%

-11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.54%

+0.90%

Volatility

IXG vs. ACWI - Volatility Comparison

The current volatility for iShares Global Financials ETF (IXG) is 5.96%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that IXG 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


IXGACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

6.38%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

10.05%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

17.48%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

15.97%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

17.08%

+3.07%