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USRT vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USRT vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. REIT ETF (USRT) 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, USRT achieves a 17.49% return, which is significantly higher than ACWI's 9.86% return. Over the past 10 years, USRT has underperformed ACWI with an annualized return of 6.53%, while ACWI has yielded a comparatively higher 13.09% annualized return.


USRT

1D
1.30%
1M
1.84%
YTD
17.49%
6M
17.97%
1Y
18.57%
3Y*
14.08%
5Y*
5.53%
10Y*
6.53%

ACWI

1D
-2.00%
1M
-0.35%
YTD
9.86%
6M
9.11%
1Y
25.60%
3Y*
20.00%
5Y*
10.74%
10Y*
13.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USRT vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USRT
iShares Core U.S. REIT ETF
17.49%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%
ACWI
iShares MSCI ACWI ETF
9.86%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Correlation

The correlation between USRT and ACWI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.49

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

0.60

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

0.55

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2008

0.59

Over the past year, the correlation between USRT and ACWI has dropped to 0.32 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

USRT vs. ACWI — Risk / Return Rank

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

USRT
USRT Risk / Return Rank: 4242
Overall Rank
USRT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRT Omega Ratio Rank: 3737
Omega Ratio Rank
USRT Calmar Ratio Rank: 4949
Calmar Ratio Rank
USRT Martin Ratio Rank: 4646
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 5858
Overall Rank
ACWI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 5656
Sortino Ratio Rank
ACWI Omega Ratio Rank: 5858
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5555
Calmar Ratio Rank
ACWI Martin Ratio Rank: 6565
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.

USRT vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) 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.

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.


USRTACWIDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.11

Calmar ratioReturn relative to maximum drawdown

2.32

2.64

-0.32

Martin ratioReturn relative to average drawdown

7.44

11.51

-4.07

USRT vs. ACWI - Sharpe Ratio Comparison

The current USRT Sharpe Ratio is 1.35, which is comparable to the ACWI Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of USRT 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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Drawdowns

USRT vs. ACWI - Drawdown Comparison

The maximum USRT drawdown since its inception was -69.92%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for USRT and ACWI.


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Drawdown Indicators


USRTACWIDifference

Max Drawdown

Largest peak-to-trough decline

-69.92%

-56.00%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-9.73%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

-16.55%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-31.03%

-26.42%

-4.61%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

-33.53%

-10.85%

Current Drawdown

Current decline from peak

-0.25%

-2.83%

+2.58%

Average Drawdown

Average peak-to-trough decline

-12.94%

-8.59%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.23%

+0.27%

Volatility

USRT vs. ACWI - Volatility Comparison

The current volatility for iShares Core U.S. REIT ETF (USRT) is 5.19%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 5.57%. This indicates that USRT 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


USRTACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.57%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

11.38%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

13.64%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.93%

16.20%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

17.08%

+4.25%

USRT vs. ACWI - Expense Ratio Comparison

USRT has a 0.08% expense ratio, which is lower than ACWI's 0.32% expense ratio.


Dividends

USRT vs. ACWI - Dividend Comparison

USRT's dividend yield for the trailing twelve months is around 2.57%, more than ACWI's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.45%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
USRT
iShares Core U.S. REIT ETF
2.57%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%

Frequently Asked Questions


USRT and ACWI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWI has higher volatility (5.57%) compared to USRT (5.19%). In terms of maximum drawdown, USRT dropped -69.92% vs ACWI's -56.00%.

On 10-year performance, ACWI leads with 13.09% vs 6.53% for USRT. On fees, USRT is cheaper at 0.08% per year. On volatility, USRT has been the lower-risk option at 5.19%. 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 13.09% return vs 6.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USRT is cheaper with a 0.08% expense ratio, compared with 0.32% for ACWI.

USRT has the higher dividend yield at 2.57%, compared with 1.45% for ACWI.

USRT is categorized as REIT, while ACWI is Global Equities. USRT tracks FTSE Nareit Equity REITS 40 Act Capped Index, while ACWI tracks MSCI All Country World Index. Their fees differ too: 0.08% for USRT and 0.32% for ACWI.

ACWI currently has the higher Sharpe Ratio (1.89 vs 1.35), 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.

Portfolio Optimizer

Find the right allocation for USRT and ACWI

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