iShares MSCI ACWI ETF (ACWI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI ACWI ETF (ACWI): 1Y return 17.0%, Sharpe ratio 1.17, 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: -1.5%, Sharpe: -3.16, Volatility: 11.1%, Max Drawdown: -2.3%
- YTD
- Return: 12.5%, Sharpe: 1.17, Volatility: 14.7%, Max Drawdown: -9.7%
- 1Y
- Return: 17.0%, Sharpe: 1.17, Volatility: 13.8%, Max Drawdown: -9.7%
- 5Y
- Return: 65.8%, Sharpe: 0.69, Volatility: 16.0%, Max Drawdown: -26.4%
- 10Y
- Return: 226.9%, Sharpe: 0.77, 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.