iShares MSCI ACWI ETF (ACWI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI ACWI ETF (ACWI): 1Y return 22.2%, Sharpe ratio 1.48, volatility 13.8%, 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: -0.3%, Sharpe: -0.22, Volatility: 13.5%, Max Drawdown: -3.5%
- YTD
- Return: 11.3%, Sharpe: 1.22, Volatility: 15.5%, Max Drawdown: -9.7%
- 1Y
- Return: 22.2%, Sharpe: 1.48, Volatility: 13.8%, Max Drawdown: -9.7%
- 5Y
- Return: 67.1%, Sharpe: 0.70, Volatility: 15.9%, Max Drawdown: -26.4%
- 10Y
- Return: 222.6%, Sharpe: 0.76, Volatility: 16.7%, 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.