MASKX vs. ACWI
Compare and contrast key facts about iShares Russell 2000 Small-Cap Index Fund (MASKX) and iShares MSCI ACWI ETF (ACWI).
MASKX is managed by BlackRock. It was launched on Apr 9, 1997. 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.
Performance
MASKX vs. ACWI - Performance Comparison
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MASKX vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | -2.51% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
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, MASKX achieves a -2.51% return, which is significantly lower than ACWI's -2.21% return. Over the past 10 years, MASKX has underperformed ACWI with an annualized return of 9.43%, while ACWI has yielded a comparatively higher 11.58% annualized return.
MASKX
- 1D
- -1.48%
- 1M
- -8.19%
- YTD
- -2.51%
- 6M
- -0.38%
- 1Y
- 21.43%
- 3Y*
- 11.69%
- 5Y*
- 3.00%
- 10Y*
- 9.43%
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%
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MASKX vs. ACWI - Expense Ratio Comparison
MASKX has a 0.12% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Return for Risk
MASKX vs. ACWI — Risk / Return Rank
MASKX
ACWI
MASKX vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) 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.
| MASKX | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.20 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.77 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.79 | -0.46 |
Martin ratioReturn relative to average drawdown | 5.00 | 8.26 | -3.27 |
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
| MASKX | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.20 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.59 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.68 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.39 | -0.05 |
Correlation
The correlation between MASKX and ACWI is 0.82, 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
MASKX vs. ACWI - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 3.22%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 3.22% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
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
MASKX vs. ACWI - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for MASKX and ACWI.
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Drawdown Indicators
| MASKX | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -56.00% | -3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.89% | -11.76% | -2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -26.42% | -5.56% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -33.53% | -8.15% |
Current DrawdownCurrent decline from peak | -11.01% | -6.92% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -8.69% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 2.54% | +1.14% |
Volatility
MASKX vs. ACWI - Volatility Comparison
iShares Russell 2000 Small-Cap Index Fund (MASKX) and iShares MSCI ACWI ETF (ACWI) have volatilities of 6.63% and 6.38%, 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.
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Volatility by Period
| MASKX | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 6.38% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 10.05% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.10% | 17.48% | +5.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.14% | 15.97% | +7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 17.08% | +6.55% |