WCMG vs. ACWV
WCMG (First Trust WCM Global Equity ETF) and ACWV (iShares MSCI Global Min Vol Factor ETF) are both Global Equities funds. WCMG is actively managed, while ACWV is passively managed. At a 0.40 correlation, their price movements are largely independent. WCMG charges 0.85%/yr vs 0.20%/yr for ACWV.
Performance
WCMG vs. ACWV - Performance Comparison
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Returns By Period
WCMG
- 1D
- 0.97%
- 1M
- 2.51%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACWV
- 1D
- -0.19%
- 1M
- -0.59%
- YTD
- 2.14%
- 6M
- 1.66%
- 1Y
- 3.41%
- 3Y*
- 9.51%
- 5Y*
- 5.38%
- 10Y*
- 6.94%
WCMG vs. ACWV - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WCMG First Trust WCM Global Equity ETF | 9.07% |
ACWV iShares MSCI Global Min Vol Factor ETF | 0.45% |
Correlation
The correlation between WCMG and ACWV is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 22, 2026 | 0.40 |
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Return for Risk
WCMG vs. ACWV — Risk / Return Rank
WCMG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ACWV
WCMG vs. ACWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust WCM Global Equity ETF (WCMG) 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.
| WCMG | ACWV | Difference | |
|---|---|---|---|
| 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 | — |
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Drawdowns
WCMG vs. ACWV - Drawdown Comparison
The maximum WCMG drawdown since its inception was -5.01%, smaller than the maximum ACWV drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for WCMG and ACWV.
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Drawdown Indicators
| WCMG | ACWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.01% | -28.82% | +23.81% |
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 DrawdownCurrent decline from peak | -0.28% | -3.12% | +2.84% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -3.11% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.22% | — |
Volatility
WCMG vs. ACWV - Volatility Comparison
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Volatility by Period
| WCMG | ACWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.17% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.13% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 8.05% | +11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.32% | 10.27% | +9.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 12.29% | +7.03% |
WCMG vs. ACWV - Expense Ratio Comparison
WCMG has a 0.85% expense ratio, which is higher than ACWV's 0.20% expense ratio.
Dividends
WCMG vs. ACWV - Dividend Comparison
WCMG has not paid dividends to shareholders, while ACWV's dividend yield for the trailing twelve months is around 1.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 1.97% | 2.09% | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% |
WCMG First Trust WCM Global Equity 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
WCMG and ACWV have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.85% for WCMG.
ACWV has the higher dividend yield at 1.97%, compared with 0.00% for WCMG.
They also come from different issuers: First Trust and iShares. Their fees differ too: 0.85% for WCMG and 0.20% for ACWV.
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