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MBB vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBB vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MBS Bond ETF (MBB) 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, MBB achieves a 0.58% return, which is significantly lower than ACWI's 12.13% return. Over the past 10 years, MBB has underperformed ACWI with an annualized return of 1.30%, while ACWI has yielded a comparatively higher 12.85% annualized return.


MBB

1D
-0.23%
1M
0.31%
YTD
0.58%
6M
0.71%
1Y
6.76%
3Y*
4.36%
5Y*
0.34%
10Y*
1.30%

ACWI

1D
-0.83%
1M
5.28%
YTD
12.13%
6M
12.96%
1Y
29.18%
3Y*
21.15%
5Y*
11.28%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBB vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBB
iShares MBS Bond ETF
0.58%8.38%1.31%5.01%-11.74%-1.43%4.08%6.18%0.82%2.49%
ACWI
iShares MSCI ACWI ETF
12.13%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Correlation

The correlation between MBB and ACWI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.30

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

0.23

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

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2008

-0.04

The correlation between MBB and ACWI shifts across timeframes, from -0.04 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MBB vs. ACWI — Risk / Return Rank

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

MBB
MBB Risk / Return Rank: 4444
Overall Rank
MBB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MBB Sortino Ratio Rank: 4343
Sortino Ratio Rank
MBB Omega Ratio Rank: 4141
Omega Ratio Rank
MBB Calmar Ratio Rank: 4646
Calmar Ratio Rank
MBB Martin Ratio Rank: 4646
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 6666
Overall Rank
ACWI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6767
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
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.

MBB vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MBS Bond ETF (MBB) 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.


MBBACWIDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratioReturn relative to maximum drawdown

2.31

3.01

-0.71

Martin ratioReturn relative to average drawdown

7.64

13.53

-5.89

MBB vs. ACWI - Sharpe Ratio Comparison

The current MBB Sharpe Ratio is 1.51, which is lower than the ACWI Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of MBB 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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Sharpe Ratios by Period


MBBACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.29

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.71

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.75

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.43

+0.16

Drawdowns

MBB vs. ACWI - Drawdown Comparison

The maximum MBB drawdown since its inception was -17.64%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for MBB and ACWI.


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Drawdown Indicators


MBBACWIDifference

Max Drawdown

Largest peak-to-trough decline

-17.64%

-56.00%

+38.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-9.73%

+6.79%

Max Drawdown (3Y)

Largest decline over 3 years

-7.68%

-16.55%

+8.87%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-26.42%

+9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-17.64%

-33.53%

+15.89%

Current Drawdown

Current decline from peak

-1.52%

-0.83%

-0.69%

Average Drawdown

Average peak-to-trough decline

-2.35%

-8.61%

+6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.16%

-1.27%

Volatility

MBB vs. ACWI - Volatility Comparison

The current volatility for iShares MBS Bond ETF (MBB) is 1.59%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.93%. This indicates that MBB 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


MBBACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

3.93%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

10.29%

-7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

12.78%

-8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

16.05%

-9.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

17.11%

-11.80%

MBB vs. ACWI - Expense Ratio Comparison

MBB has a 0.06% expense ratio, which is lower than ACWI's 0.32% expense ratio.


Dividends

MBB vs. ACWI - Dividend Comparison

MBB's dividend yield for the trailing twelve months is around 4.28%, more than ACWI's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.38%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
MBB
iShares MBS Bond ETF
4.28%4.21%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%

Frequently Asked Questions


MBB and ACWI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWI has higher volatility (3.93%) compared to MBB (1.59%). In terms of maximum drawdown, MBB dropped -17.64% vs ACWI's -56.00%.

On 10-year performance, ACWI leads with 12.85% vs 1.30% for MBB. On fees, MBB is cheaper at 0.06% per year. On volatility, MBB has been the lower-risk option at 1.59%. 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 12.85% return vs 1.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MBB is cheaper with a 0.06% expense ratio, compared with 0.32% for ACWI.

MBB has the higher dividend yield at 4.28%, compared with 1.38% for ACWI.

MBB is categorized as Mortgage Backed Securities, while ACWI is Global Equities. MBB tracks Barclays Capital U.S. MBS Index, while ACWI tracks MSCI All Country World Index. Their fees differ too: 0.06% for MBB and 0.32% for ACWI.

ACWI currently has the higher Sharpe Ratio (2.29 vs 1.51), 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.

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