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WAGN vs. ACWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WAGN vs. ACWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pabrai Wagons ETF (WAGN) and iShares MSCI Global Min Vol Factor ETF (ACWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WAGN

1D
-0.29%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ACWV

1D
0.32%
1M
-0.42%
YTD
2.47%
6M
2.47%
1Y
3.41%
3Y*
9.62%
5Y*
5.36%
10Y*
6.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WAGN vs. ACWV - Yearly Performance Comparison


Correlation

The correlation between WAGN and ACWV is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 30, 2026

1.00

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Return for Risk

WAGN vs. ACWV — Risk / Return Rank

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

WAGN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ACWV
ACWV Risk / Return Rank: 1515
Overall Rank
ACWV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 1414
Sortino Ratio Rank
ACWV Omega Ratio Rank: 1414
Omega Ratio Rank
ACWV Calmar Ratio Rank: 1616
Calmar Ratio Rank
ACWV Martin Ratio Rank: 1717
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.

WAGN vs. ACWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pabrai Wagons ETF (WAGN) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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.


WAGNACWVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.54

Martin ratioReturn relative to average drawdown

1.54

WAGN vs. ACWV - Sharpe Ratio Comparison


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Drawdowns

WAGN vs. ACWV - Drawdown Comparison

The maximum WAGN drawdown since its inception was -1.29%, smaller than the maximum ACWV drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for WAGN and ACWV.


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Drawdown Indicators


WAGNACWVDifference

Max Drawdown

Largest peak-to-trough decline

-1.29%

-28.82%

+27.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

Current Drawdown

Current decline from peak

-1.29%

-2.81%

+1.52%

Average Drawdown

Average peak-to-trough decline

-1.15%

-3.11%

+1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

WAGN vs. ACWV - Volatility Comparison


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Volatility by Period


WAGNACWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

8.04%

8.02%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

10.27%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

12.29%

-4.25%

WAGN vs. ACWV - Expense Ratio Comparison

WAGN has a 0.90% expense ratio, which is higher than ACWV's 0.20% expense ratio.


Dividends

WAGN vs. ACWV - Dividend Comparison

WAGN has not paid dividends to shareholders, while ACWV's dividend yield for the trailing twelve months is around 1.96%.


PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF
1.96%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
WAGN
Pabrai Wagons ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, WAGN and ACWV 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.

On fees, ACWV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWV is cheaper with a 0.20% expense ratio, compared with 0.90% for WAGN.

ACWV has the higher dividend yield at 1.96%, compared with 0.00% for WAGN.

They also come from different issuers: Pabrai and iShares. Their fees differ too: 0.90% for WAGN and 0.20% for ACWV.

Portfolio Optimizer

Find the right allocation for WAGN and ACWV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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