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KXI vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KXI vs. ACWI - Performance Comparison

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

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KXI vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KXI
iShares Global Consumer Staples ETF
3.65%9.68%4.20%2.41%-6.02%13.71%7.69%23.40%-10.71%17.60%
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, KXI achieves a 3.65% return, which is significantly higher than ACWI's -2.21% return. Over the past 10 years, KXI has underperformed ACWI with an annualized return of 5.72%, while ACWI has yielded a comparatively higher 11.58% annualized return.


KXI

1D
0.15%
1M
-8.90%
YTD
3.65%
6M
5.35%
1Y
7.01%
3Y*
5.31%
5Y*
5.35%
10Y*
5.72%

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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KXI vs. ACWI - Expense Ratio Comparison

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


Return for Risk

KXI vs. ACWI — Risk / Return Rank

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

KXI
KXI Risk / Return Rank: 3030
Overall Rank
KXI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KXI Sortino Ratio Rank: 3030
Sortino Ratio Rank
KXI Omega Ratio Rank: 2828
Omega Ratio Rank
KXI Calmar Ratio Rank: 3434
Calmar Ratio Rank
KXI Martin Ratio Rank: 2929
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.

KXI vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) 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.


KXIACWIDifference

Sharpe ratio

Return per unit of total volatility

0.54

1.20

-0.66

Sortino ratio

Return per unit of downside risk

0.84

1.77

-0.93

Omega ratio

Gain probability vs. loss probability

1.11

1.27

-0.16

Calmar ratio

Return relative to maximum drawdown

0.79

1.79

-1.00

Martin ratio

Return relative to average drawdown

2.30

8.26

-5.97

KXI vs. ACWI - Sharpe Ratio Comparison

The current KXI Sharpe Ratio is 0.54, which is lower than the ACWI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of KXI 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


KXIACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.20

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.59

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.68

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.39

+0.10

Correlation

The correlation between KXI and ACWI is 0.71, 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

KXI vs. ACWI - Dividend Comparison

KXI's dividend yield for the trailing twelve months is around 2.21%, more than ACWI's 1.59% yield.


TTM20252024202320222021202020192018201720162015
KXI
iShares Global Consumer Staples ETF
2.21%2.29%2.51%2.99%1.98%2.26%2.34%2.17%2.97%2.17%2.34%2.20%
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

KXI vs. ACWI - Drawdown Comparison

The maximum KXI drawdown since its inception was -42.27%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for KXI and ACWI.


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Drawdown Indicators


KXIACWIDifference

Max Drawdown

Largest peak-to-trough decline

-42.27%

-56.00%

+13.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-11.76%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-17.45%

-26.42%

+8.97%

Max Drawdown (10Y)

Largest decline over 10 years

-24.59%

-33.53%

+8.94%

Current Drawdown

Current decline from peak

-8.90%

-6.92%

-1.98%

Average Drawdown

Average peak-to-trough decline

-5.35%

-8.69%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.54%

+0.97%

Volatility

KXI vs. ACWI - Volatility Comparison

The current volatility for iShares Global Consumer Staples ETF (KXI) is 4.33%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that KXI 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


KXIACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

6.38%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.56%

10.05%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

17.48%

-4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

15.97%

-3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.69%

17.08%

-3.39%