iShares MSCI ACWI ETF

10-Year Study

ACWI.US · · US · ETF

Executive Summary: iShares MSCI ACWI ETF has compounded at 12.3% annually over the last 10 years, with a maximum drawdown of 25.7% and an annualized volatility of 11.8%.

1Y CAGR
+24.7%
3Y CAGR
+20.3%
5Y CAGR
+10.2%
10Y CAGR
+12.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.81.3-6.17.6————————5.2%
20253.1-0.3-3.70.55.74.81.12.73.62.30.00.922.4%
20240.34.53.3-3.64.62.01.52.52.2-2.14.0-2.717.4%
20237.5-3.33.31.6-1.05.83.6-2.9-4.3-2.58.94.822.3%
2022-4.5-3.11.9-8.10.4-8.17.1-4.4-9.46.38.3-4.6-18.4%
2021-0.32.32.94.21.51.30.92.2-4.25.4-2.33.918.7%
2020-1.4-7.5-13.49.85.12.95.46.0-3.0-2.211.84.716.3%
20198.02.51.63.4-6.16.50.1-2.22.22.72.33.426.6%
20185.7-4.5-1.50.40.5-0.63.10.70.6-7.41.6-7.2-9.1%
20172.92.51.31.62.20.82.70.41.92.22.01.524.3%
2016———1.30.3-0.03.80.30.9-1.91.02.07.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 58.1% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110133.791189792883
2016-05-0110167.676601777255
2016-06-0110162.619722692853
2016-07-0110545.77556101103
2016-08-0110581.930085405069
2016-09-0110681.338819542892
2016-10-0110477.09709207842
2016-11-0110585.53905466616
2016-12-0110793.260087825456
2017-01-0111107.002697002177
2017-02-0111386.103523391306
2017-03-0111539.322637529824
2017-04-0111725.389855122574
2017-05-0111984.414439334738
2017-06-0112078.744683793782
2017-07-0112408.868123508868
2017-08-0112458.68054354967
2017-09-0112692.91777601051
2017-10-0112965.881193596348
2017-11-0113227.779986860756
2017-12-0113419.617233152381
2018-01-0114184.6971059092
2018-02-0113549.929117250442
2018-03-0113347.02724663739
2018-04-0113401.010511393106
2018-05-0113464.307942325646
2018-06-0113385.494104629854
2018-07-0113795.79284948653
2018-08-0113891.787109712666
2018-09-0113976.479029079213
2018-10-0112937.549704367068
2018-11-0113142.699076795408
2018-12-0112195.096123923791
2019-01-0113175.871339165311
2019-02-0113500.894678607241
2019-03-0113713.780643822825
2019-04-0114183.270806680268
2019-05-0113322.239894886068
2019-06-0114186.901386535736
2019-07-0114196.518101033853
2019-08-0113882.797102451505
2019-09-0114194.594758134226
2019-10-0114583.390961585008
2019-11-0114924.060371356454
2019-12-0115437.74419971647
2020-01-0115215.673731890322
2020-02-0114076.103869160817
2020-03-0112188.504892638566
2020-04-0113386.50980256561
2020-05-0114068.302444590438
2020-06-0114481.994052764428
2020-07-0115257.965665087651
2020-08-0116177.323571107498
2020-09-0115699.967151896546
2020-10-0115350.286124269562
2020-11-0117155.613567995573
2020-12-0117959.765395387436
2021-01-0117904.33422080841
2021-02-0118314.11431140002
2021-03-0118836.766536426818
2021-04-0119636.553023754364
2021-05-0119925.594723557275
2021-06-0120176.839493793435
2021-07-0120360.270218872098
2021-08-0120802.9416341067
2021-09-0119923.606548874523
2021-10-0120998.34462847066
2021-11-0120513.81349192628
2021-12-0121311.35247743854
2022-01-0120342.29020434978
2022-02-0119719.753812108847
2022-03-0120102.542270322603
2022-04-0118480.731994052763
2022-05-0118563.327685764667
2022-06-0117058.409114484286
2022-07-0118264.237059576084
2022-08-0117467.130285951385
2022-09-0115826.151412468447
2022-10-0116830.65506033678
2022-11-0118233.72290031465
2022-12-0117393.157221396217
2023-01-0118698.458732408977
2023-02-0118077.564745340755
2023-03-0118680.003284810344
2023-04-0118973.04294457315
2023-05-0118774.268697486255
2023-06-0119860.22267556447
2023-07-0120574.4095985616
2023-08-0119976.163514401298
2023-09-0119121.226790221637
2023-10-0118634.750700183256
2023-11-0120290.813768541888
2023-12-0121267.37491787974
2024-01-0121325.87479686041
2024-02-0122287.15725597317
2024-03-0123014.39697797448
2024-04-0122197.300404550326
2024-05-0123212.933508523216
2024-06-0123685.967808858615
2024-07-0124050.516925417516
2024-08-0124651.09695377062
2024-09-0125192.680059472354
2024-10-0124665.856989730644
2024-11-0125660.48459596833
2024-12-0124978.389405622213
2025-01-0125762.81076034715
2025-02-0125686.287645655404
2025-03-0124742.423325611144
2025-04-0124869.96905362885
2025-05-0126285.765533695238
2025-06-0127549.185712803843
2025-07-0127840.5181356108
2025-08-0128586.018809861347
2025-09-0129614.294111545245
2025-10-0130293.38542927285
2025-11-0130306.24373292763
2025-12-0130576.82998513191
2026-01-0131443.4148196812
2026-02-0131849.69399398361
2026-03-0129902.579440544934
2026-04-0132178.175028525984
Annual Return Matrix
YearAnnual Return
20170.24333307304337026
2018-0.09124858689735804
20190.26589770534333024
20200.16336720981017971
20210.18661641776856874
2022-0.18385483794096869
20230.22274378637350845
20240.17449330263240803
20250.22413136766334452
20260.05237119231041065
Total Factor Risk
0.1180361536200135
VTI.US Exposure
0.5813495769709938
VEA.US Exposure
0.2741460644947228
VWO.US Exposure
0.09776865971861244
QQQ.US Exposure
0.03352694290844735
VTV.US Exposure
0.05014089862406633
IJR.US Exposure
-0.05298714406539216
QUAL.US Exposure
0.01605372583575394
SHV.US Exposure
0.0030238372263762282
TLT.US Exposure
0.0005000880642616707
LQD.US Exposure
0.0034326556123729177
HYG.US Exposure
0.0021307674111034464
GLD.US Exposure
-0.0004104926980855275
USO.US Exposure
-0.0002424803509231778
VNQ.US Exposure
-0.01752571914356083
BTC-USD.CC Exposure
0.0028394660738046526
CPER.US Exposure
-0.0009831251075977105
VIX.INDX Exposure
0.006104407822858977
UUP.US Exposure
0.00010531751062016407
TIP.US Exposure
-0.0000023488359792061615
Idiosyncratic Exposure
0.0010289019275439599
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI ACWI ETF a high-risk investment?

iShares MSCI ACWI ETF (ACWI.US) has an annualized volatility of 11.8% and experienced a maximum drawdown of 25.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ACWI.US?

Over the past 10 years, ACWI.US has generated a Compound Annual Growth Rate (CAGR) of 12.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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