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VTEI vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEI vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) 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, VTEI achieves a 1.21% return, which is significantly lower than ACWI's 12.47% return.


VTEI

1D
0.09%
1M
0.59%
YTD
1.21%
6M
1.65%
1Y
6.21%
3Y*
5Y*
10Y*

ACWI

1D
0.30%
1M
4.45%
YTD
12.47%
6M
13.07%
1Y
29.24%
3Y*
21.38%
5Y*
11.35%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEI vs. ACWI - Yearly Performance Comparison


2026 (YTD)20252024
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
1.21%4.59%1.55%
ACWI
iShares MSCI ACWI ETF
12.47%22.41%15.61%

Correlation

The correlation between VTEI and ACWI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.23

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Return for Risk

VTEI vs. ACWI — Risk / Return Rank

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

VTEI
VTEI Risk / Return Rank: 7272
Overall Rank
VTEI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 8888
Sortino Ratio Rank
VTEI Omega Ratio Rank: 9292
Omega Ratio Rank
VTEI Calmar Ratio Rank: 4949
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4848
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7070
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7171
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7171
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6262
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7373
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.

VTEI vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) 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.


VTEIACWIDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.62

1.42

+0.20

Calmar ratioReturn relative to maximum drawdown

2.39

3.02

-0.63

Martin ratioReturn relative to average drawdown

7.83

13.55

-5.72

VTEI vs. ACWI - Sharpe Ratio Comparison

The current VTEI Sharpe Ratio is 2.63, which is comparable to the ACWI Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of VTEI 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


VTEIACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.30

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.43

+0.61

Drawdowns

VTEI vs. ACWI - Drawdown Comparison

The maximum VTEI drawdown since its inception was -3.64%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for VTEI and ACWI.


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Drawdown Indicators


VTEIACWIDifference

Max Drawdown

Largest peak-to-trough decline

-3.64%

-56.00%

+52.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-9.73%

+7.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-0.76%

-0.53%

-0.23%

Average Drawdown

Average peak-to-trough decline

-0.78%

-8.61%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

2.16%

-1.37%

Volatility

VTEI vs. ACWI - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) is 0.78%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.83%. This indicates that VTEI 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


VTEIACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

3.83%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

10.30%

-8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

12.79%

-10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

16.05%

-13.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.04%

17.11%

-14.07%

VTEI vs. ACWI - Expense Ratio Comparison

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


Dividends

VTEI vs. ACWI - Dividend Comparison

VTEI's dividend yield for the trailing twelve months is around 3.05%, 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%
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
3.05%3.00%2.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTEI and ACWI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWI has higher volatility (3.83%) compared to VTEI (0.78%). In terms of maximum drawdown, VTEI dropped -3.64% vs ACWI's -56.00%.

On 1-year performance, ACWI leads with 29.24% vs 6.21% for VTEI. On fees, VTEI is cheaper at 0.08% per year. On volatility, VTEI has been the lower-risk option at 0.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ACWI has performed better with a 29.24% return vs 6.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

VTEI has the higher dividend yield at 3.05%, compared with 1.38% for ACWI.

VTEI is categorized as Municipal Bonds, while ACWI is Global Equities. VTEI tracks S&P Intermediate Term National AMT-Free Municipal Bond Index, while ACWI tracks MSCI All Country World Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.08% for VTEI and 0.32% for ACWI.

VTEI currently has the higher Sharpe Ratio (2.63 vs 2.30), 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

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