iShares MSCI ACWI ex U.S. ETF

10-Year Study

ACWX.US · · US · ETF

Executive Summary: iShares MSCI ACWI ex U.S. ETF has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 28.3% and an annualized volatility of 13.6%.

1Y CAGR
+30.0%
3Y CAGR
+19.4%
5Y CAGR
+7.8%
10Y CAGR
+9.3%

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 →
28.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +32.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.1%
% 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.
20265.45.2-8.07.3————————9.4%
20253.52.50.22.74.43.9-1.14.13.62.10.22.632.6%
2024-1.73.03.3-2.44.0-0.42.22.72.6-4.6-0.3-2.85.2%
20238.9-4.53.11.9-3.74.63.9-4.8-3.5-3.18.35.015.6%
2022-2.6-3.3-0.2-6.71.8-7.83.4-4.8-9.63.513.4-2.3-16.1%
20210.32.01.72.63.1-0.4-1.71.4-3.43.0-4.23.37.7%
2020-3.4-6.7-15.06.44.64.44.04.2-1.8-2.012.65.510.3%
20197.51.61.02.8-5.66.0-1.7-2.42.73.11.04.121.1%
20185.5-5.0-0.70.6-1.9-2.22.9-2.30.4-8.01.4-4.9-13.9%
20173.81.13.12.23.10.73.50.42.01.90.42.027.2%
2016———2.5-1.2-0.84.20.71.5-1.8-2.01.94.9%

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 13.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 74.4% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110253.293851477241
2016-05-0110129.192174607397
2016-06-0110049.773755656108
2016-07-0110467.627096087304
2016-08-0110542.45408570668
2016-09-0110699.793718392335
2016-10-0110511.478573329785
2016-11-0110297.411498536067
2016-12-0110488.45488421613
2017-01-0110889.539526217726
2017-02-0111014.572797444771
2017-03-0111360.959542187917
2017-04-0111605.802501996272
2017-05-0111962.60314080383
2017-06-0112048.309821666224
2017-07-0112471.153846153846
2017-08-0112523.988554697895
2017-09-0112777.681660899654
2017-10-0113023.489486292254
2017-11-0113078.985892999735
2017-12-0113341.396060686719
2018-01-0114070.568272557894
2018-02-0113360.094490284799
2018-03-0113271.959009848282
2018-04-0113346.752728240619
2018-05-0113098.349747138673
2018-06-0112811.984295980836
2018-07-0113178.067607133351
2018-08-0112874.367846686186
2018-09-0112931.294916156508
2018-10-0111900.918285866383
2018-11-0112071.766036731433
2018-12-0111480.536332179929
2019-01-0112345.122438115519
2019-02-0112539.39313281874
2019-03-0112659.76843225978
2019-04-0113015.471120574926
2019-05-0112284.934788394996
2019-06-0113016.33617247804
2019-07-0112790.857066808625
2019-08-0112484.661964333243
2019-09-0112818.705083843493
2019-10-0113214.000532339634
2019-11-0113344.822997072131
2019-12-0113897.391535799841
2020-01-0113422.078786265636
2020-02-0112528.014373170083
2020-03-0110652.215863721056
2020-04-0111331.248336438648
2020-05-0111851.809954751132
2020-06-0112377.994410433857
2020-07-0112876.097950492413
2020-08-0113411.398722384882
2020-09-0113165.22491349481
2020-10-0112896.127229172209
2020-11-0114522.125365983498
2020-12-0115327.155975512376
2021-01-0115370.508384349216
2021-02-0115673.941974980036
2021-03-0115945.568272557894
2021-04-0116353.007718924673
2021-05-0116858.730369976045
2021-06-0116794.949427734897
2021-07-0116517.533936651584
2021-08-0116756.986957678997
2021-09-0116181.694170881023
2021-10-0116666.455948895396
2021-11-0115968.492147990419
2021-12-0116502.628426936382
2022-01-0116081.14852275752
2022-02-0115543.951290923607
2022-03-0115514.240085174342
2022-04-0114475.41256321533
2022-05-0114736.624966728774
2022-06-0113586.538461538463
2022-07-0114045.48176736758
2022-08-0113366.1498536066
2022-09-0112079.950758583975
2022-10-0112505.656108597284
2022-11-0114178.333776949694
2022-12-0113850.878360393932
2023-01-0115086.77136012776
2023-02-0114404.910833111524
2023-03-0114846.286931062015
2023-04-0115123.303167420814
2023-05-0114557.093425605537
2023-06-0115228.639872238487
2023-07-0115825.791855203619
2023-08-0115073.928666489219
2023-09-0114544.882885280807
2023-10-0114090.065211605002
2023-11-0115256.487889273356
2023-12-0116015.97018898057
2024-01-0115739.819004524887
2024-02-0116216.795315411233
2024-03-0116753.393665158368
2024-04-0116345.455150385946
2024-05-0116991.881820601542
2024-06-0116915.890338035668
2024-07-0117282.040191642267
2024-08-0117750.066542454086
2024-09-0118218.092893265904
2024-10-0117371.207080117114
2024-11-0117323.429598083578
2024-12-0116844.556827255787
2025-01-0117432.326324194837
2025-02-0117865.051903114185
2025-03-0117907.040191642267
2025-04-0118391.43598615917
2025-05-0119208.477508650518
2025-06-0119959.741815278147
2025-07-0119737.024221453285
2025-08-0120549.274687250465
2025-09-0121292.786797977107
2025-10-0121731.667553899388
2025-11-0121777.515304764438
2025-12-0122334.974713867447
2026-01-0123549.374500931594
2026-02-0124770.428533404312
2026-03-0122780.80915624168
2026-04-0124441.04338568006
Annual Return Matrix
YearAnnual Return
20170.2720077654873574
2018-0.13948013536530934
20190.21051762162412824
20200.10288005745750528
20210.07669214388514178
2022-0.16068652810567674
20230.15631440636845362
20240.05173502625806026
20250.32594611677332685
20260.09429465216743638
Total Factor Risk
0.13627100098644263
VTI.US Exposure
-0.06564704145985925
VEA.US Exposure
0.7439320999728878
VWO.US Exposure
0.246743164661532
QQQ.US Exposure
0.01866835035656703
VTV.US Exposure
0.030197705195143854
IJR.US Exposure
-0.0043902608664247314
QUAL.US Exposure
0.03009217973948975
SHV.US Exposure
-0.000025407333859146986
TLT.US Exposure
0.008453602240799095
LQD.US Exposure
-0.00006277244066236004
HYG.US Exposure
0.002499416712250328
GLD.US Exposure
-0.00010998188155354495
USO.US Exposure
-0.001590096305803767
VNQ.US Exposure
-0.012169178045305623
BTC-USD.CC Exposure
0.0020066823110251523
CPER.US Exposure
-0.00043722678188058066
VIX.INDX Exposure
0.001810777070667268
UUP.US Exposure
0.0036983053561048815
TIP.US Exposure
-0.004808080102639877
Idiosyncratic Exposure
0.0011377616015218537
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
13.6%

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 →
+3.5%
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 →
+11.2%
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 →
1.8% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI ACWI ex U.S. ETF a high-risk investment?

iShares MSCI ACWI ex U.S. ETF (ACWX.US) has an annualized volatility of 13.6% and experienced a maximum drawdown of 28.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, ACWX.US has generated a Compound Annual Growth Rate (CAGR) of 9.3%. 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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