^AW01 vs. ACWI
Compare and contrast key facts about FTSE All World (^AW01) and iShares MSCI ACWI ETF (ACWI).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or ACWI.
Key characteristics
| ^AW01 | ACWI | |
|---|---|---|
| YTD Return | 9.04% | 10.21% |
| 1Y Return | 20.78% | 23.11% |
| 3Y Return (Ann) | 4.13% | 6.28% |
| 5Y Return (Ann) | 9.02% | 11.37% |
| 10Y Return (Ann) | 6.52% | 8.92% |
| Sharpe Ratio | 2.33 | 2.08 |
| Daily Std Dev | 9.71% | 11.43% |
| Max Drawdown | -59.48% | -56.00% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ^AW01 and ACWI is 0.90, 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.
Performance
^AW01 vs. ACWI - Performance Comparison
In the year-to-date period, ^AW01 achieves a 9.04% return, which is significantly lower than ACWI's 10.21% return. Over the past 10 years, ^AW01 has underperformed ACWI with an annualized return of 6.52%, while ACWI has yielded a comparatively higher 8.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^AW01 vs. ACWI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) 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.
Drawdowns
^AW01 vs. ACWI - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ^AW01 and ACWI. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. ACWI - Volatility Comparison
The current volatility for FTSE All World (^AW01) is 2.84%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.21%. This indicates that ^AW01 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.