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NZAC vs. DSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NZAC vs. DSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and iShares MSCI KLD 400 Social ETF (DSI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NZAC achieves a 6.77% return, which is significantly lower than DSI's 9.87% return. Over the past 10 years, NZAC has underperformed DSI with an annualized return of 12.28%, while DSI has yielded a comparatively higher 15.40% annualized return.


NZAC

1D
0.27%
1M
-0.64%
YTD
6.77%
6M
7.70%
1Y
22.02%
3Y*
17.54%
5Y*
9.39%
10Y*
12.28%

DSI

1D
0.83%
1M
-1.12%
YTD
9.87%
6M
10.52%
1Y
27.10%
3Y*
20.62%
5Y*
12.74%
10Y*
15.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NZAC vs. DSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
6.77%20.55%16.67%23.22%-19.77%18.35%17.21%28.24%-9.80%22.93%
DSI
iShares MSCI KLD 400 Social ETF
9.87%18.03%22.38%28.51%-21.71%31.32%20.94%31.15%-3.90%20.89%

Correlation

The correlation between NZAC and DSI is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.90

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

0.91

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

0.88

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2014

0.83

The correlation between NZAC and DSI has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

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Return for Risk

NZAC vs. DSI — Risk / Return Rank

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

NZAC
NZAC Risk / Return Rank: 5050
Overall Rank
NZAC Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NZAC Sortino Ratio Rank: 4949
Sortino Ratio Rank
NZAC Omega Ratio Rank: 4848
Omega Ratio Rank
NZAC Calmar Ratio Rank: 4646
Calmar Ratio Rank
NZAC Martin Ratio Rank: 5656
Martin Ratio Rank

DSI
DSI Risk / Return Rank: 6161
Overall Rank
DSI Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DSI Sortino Ratio Rank: 6464
Sortino Ratio Rank
DSI Omega Ratio Rank: 6464
Omega Ratio Rank
DSI Calmar Ratio Rank: 5252
Calmar Ratio Rank
DSI Martin Ratio Rank: 6161
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.

NZAC vs. DSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and iShares MSCI KLD 400 Social ETF (DSI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NZACDSIDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.04

2.31

-0.27

Martin ratioReturn relative to average drawdown

8.62

9.56

-0.94

NZAC vs. DSI - Sharpe Ratio Comparison

The current NZAC Sharpe Ratio is 1.52, which is comparable to the DSI Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of NZAC and DSI, 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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Drawdowns

NZAC vs. DSI - Drawdown Comparison

The maximum NZAC drawdown since its inception was -33.72%, smaller than the maximum DSI drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for NZAC and DSI.


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Drawdown Indicators


NZACDSIDifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-54.23%

+20.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-11.05%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.19%

-20.58%

+4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-28.31%

-28.36%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

-34.10%

+0.38%

Current Drawdown

Current decline from peak

-2.70%

-2.26%

-0.44%

Average Drawdown

Average peak-to-trough decline

-5.32%

-7.51%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.67%

-0.28%

Volatility

NZAC vs. DSI - Volatility Comparison

SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) and iShares MSCI KLD 400 Social ETF (DSI) have volatilities of 5.07% and 5.22%, 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


NZACDSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

5.22%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

10.81%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

13.60%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

18.00%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

18.74%

-1.57%

NZAC vs. DSI - Expense Ratio Comparison

NZAC has a 0.12% expense ratio, which is lower than DSI's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

NZAC vs. DSI - Dividend Comparison

NZAC's dividend yield for the trailing twelve months is around 2.08%, more than DSI's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
DSI
iShares MSCI KLD 400 Social ETF
0.86%0.92%1.03%1.19%1.39%0.99%1.22%1.40%1.63%1.28%1.51%1.46%
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
2.08%1.90%1.88%1.65%1.81%1.62%1.59%2.17%2.53%2.20%2.00%2.40%

Frequently Asked Questions


With a correlation of 0.92, NZAC and DSI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DSI has higher volatility (5.22%) compared to NZAC (5.07%). In terms of maximum drawdown, NZAC dropped -33.72% vs DSI's -54.23%.

On 10-year performance, DSI leads with 15.40% vs 12.28% for NZAC. On fees, NZAC is cheaper at 0.12% per year. On volatility, NZAC has been the lower-risk option at 5.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DSI has performed better with a 15.40% return vs 12.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NZAC is cheaper with a 0.12% expense ratio, compared with 0.25% for DSI.

NZAC has the higher dividend yield at 2.08%, compared with 0.86% for DSI.

NZAC is categorized as Global Equities, while DSI is Large Cap Growth Equities. NZAC tracks MSCI ACWI Climate Paris Aligned Index, while DSI tracks MSCI KLD 400 Social Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.12% for NZAC and 0.25% for DSI.

DSI currently has the higher Sharpe Ratio (1.88 vs 1.52), 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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