iShares MSCI ACWI ETF (ACWI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI ACWI ETF (ACWI): 1Y return 31.3%, Sharpe ratio 2.16, volatility 12.5%, max drawdown -9.7%. A ETF in the Equity asset class. Compare ACWI with other assets and invest through your own broker with pfolio.
iShares MSCI ACWI ETF (ACWI) Overview
- Type: ETF
- Asset Class: Equity
- Currency: USD
ACWI Performance
- MTD
- Return: 0.1%, Max Drawdown: 0.0%
- YTD
- Return: 7.2%, Sharpe: 1.36, Volatility: 15.7%, Max Drawdown: -9.7%
- 1Y
- Return: 31.3%, Sharpe: 2.16, Volatility: 12.5%, Max Drawdown: -9.7%
- 5Y
- Return: 66.9%, Sharpe: 0.71, Volatility: 15.7%, Max Drawdown: -26.4%
- 10Y
- Return: 223.4%, Sharpe: 0.76, Volatility: 16.8%, Max Drawdown: -33.5%
Frequently Asked Questions
- What is iShares MSCI ACWI ETF (ACWI)?
- iShares MSCI ACWI ETF (ACWI) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ACWI compare to other assets?
- You can compare ACWI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ACWI through pfolio?
- pfolio helps you build diversified portfolios that may include ACWI. You invest through your own broker — pfolio provides the analytics.