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IXUS vs. CWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IXUS and CWI is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IXUS vs. CWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Total International Stock ETF (IXUS) and SPDR MSCI ACWI ex-US ETF (CWI). The values are adjusted to include any dividend payments, if applicable.

75.00%80.00%85.00%90.00%95.00%100.00%105.00%110.00%NovemberDecember2025FebruaryMarchApril
101.51%
105.51%
IXUS
CWI

Key characteristics

Sharpe Ratio

IXUS:

0.68

CWI:

0.74

Sortino Ratio

IXUS:

1.07

CWI:

1.14

Omega Ratio

IXUS:

1.14

CWI:

1.15

Calmar Ratio

IXUS:

0.85

CWI:

0.92

Martin Ratio

IXUS:

2.70

CWI:

3.02

Ulcer Index

IXUS:

4.32%

CWI:

4.22%

Daily Std Dev

IXUS:

17.08%

CWI:

17.30%

Max Drawdown

IXUS:

-36.22%

CWI:

-60.76%

Current Drawdown

IXUS:

-1.62%

CWI:

-1.57%

Returns By Period

The year-to-date returns for both investments are quite close, with IXUS having a 7.56% return and CWI slightly higher at 7.87%. Both investments have delivered pretty close results over the past 10 years, with IXUS having a 4.75% annualized return and CWI not far ahead at 4.80%.


IXUS

YTD

7.56%

1M

-0.91%

6M

3.19%

1Y

10.74%

5Y*

10.83%

10Y*

4.75%

CWI

YTD

7.87%

1M

-0.66%

6M

3.57%

1Y

11.71%

5Y*

11.08%

10Y*

4.80%

*Annualized

Compare stocks, funds, or ETFs

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IXUS vs. CWI - Expense Ratio Comparison

IXUS has a 0.09% expense ratio, which is lower than CWI's 0.30% expense ratio.


Expense ratio chart for CWI: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CWI: 0.30%
Expense ratio chart for IXUS: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IXUS: 0.09%

Risk-Adjusted Performance

IXUS vs. CWI — Risk-Adjusted Performance Rank

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

IXUS
The Risk-Adjusted Performance Rank of IXUS is 7272
Overall Rank
The Sharpe Ratio Rank of IXUS is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 7070
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 7171
Martin Ratio Rank

CWI
The Risk-Adjusted Performance Rank of CWI is 7474
Overall Rank
The Sharpe Ratio Rank of CWI is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CWI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of CWI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CWI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of CWI is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IXUS vs. CWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and SPDR MSCI ACWI ex-US ETF (CWI). 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.


The chart of Sharpe ratio for IXUS, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.00
IXUS: 0.68
CWI: 0.74
The chart of Sortino ratio for IXUS, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
IXUS: 1.07
CWI: 1.14
The chart of Omega ratio for IXUS, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
IXUS: 1.14
CWI: 1.15
The chart of Calmar ratio for IXUS, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.00
IXUS: 0.85
CWI: 0.92
The chart of Martin ratio for IXUS, currently valued at 2.70, compared to the broader market0.0020.0040.0060.00
IXUS: 2.70
CWI: 3.02

The current IXUS Sharpe Ratio is 0.68, which is comparable to the CWI Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IXUS and CWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.68
0.74
IXUS
CWI

Dividends

IXUS vs. CWI - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 3.09%, more than CWI's 2.68% yield.


TTM20242023202220212020201920182017201620152014
IXUS
iShares Core MSCI Total International Stock ETF
3.09%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.40%2.58%2.81%2.95%
CWI
SPDR MSCI ACWI ex-US ETF
2.68%2.89%2.80%3.18%2.65%2.07%3.05%2.81%2.29%2.45%2.62%3.21%

Drawdowns

IXUS vs. CWI - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum CWI drawdown of -60.76%. Use the drawdown chart below to compare losses from any high point for IXUS and CWI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.62%
-1.57%
IXUS
CWI

Volatility

IXUS vs. CWI - Volatility Comparison

iShares Core MSCI Total International Stock ETF (IXUS) and SPDR MSCI ACWI ex-US ETF (CWI) have volatilities of 11.45% and 11.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.45%
11.39%
IXUS
CWI