VT vs. ACWI
Compare and contrast key facts about Vanguard Total World Stock ETF (VT) and iShares MSCI ACWI ETF (ACWI).
VT and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. 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. Both VT and ACWI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VT or ACWI.
Performance
VT vs. ACWI - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VT having a 18.18% return and ACWI slightly higher at 18.91%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VT at 9.25% and ACWI at 9.25%.
VT
18.18%
0.34%
8.94%
24.96%
11.19%
9.25%
ACWI
18.91%
0.17%
9.04%
25.12%
11.29%
9.25%
Key characteristics
| VT | ACWI | |
|---|---|---|
| Sharpe Ratio | 2.17 | 2.21 |
| Sortino Ratio | 2.97 | 3.02 |
| Omega Ratio | 1.39 | 1.40 |
| Calmar Ratio | 3.11 | 3.14 |
| Martin Ratio | 13.89 | 14.06 |
| Ulcer Index | 1.82% | 1.81% |
| Daily Std Dev | 11.63% | 11.55% |
| Max Drawdown | -50.27% | -56.00% |
| Current Drawdown | -1.38% | -1.32% |
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VT vs. ACWI - Expense Ratio Comparison
VT has a 0.07% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Correlation
The correlation between VT and ACWI is 0.98, 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.
Risk-Adjusted Performance
VT vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.
Dividends
VT vs. ACWI - Dividend Comparison
VT's dividend yield for the trailing twelve months is around 1.85%, more than ACWI's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 1.85% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
ACWI iShares MSCI ACWI ETF | 1.58% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% | 1.89% |
Drawdowns
VT vs. ACWI - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for VT and ACWI. For additional features, visit the drawdowns tool.
Volatility
VT vs. ACWI - Volatility Comparison
Vanguard Total World Stock ETF (VT) and iShares MSCI ACWI ETF (ACWI) have volatilities of 3.18% and 3.11%, 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.