Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ACWI (iShares MSCI ACWI ETF) | 11.31% | 15.73% | 17.61% | 13.13% | 10.32% | 10.75% | NA | 7.84% |
Data as of 07/03/2025, AR inception is 03/28/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACWI (iShares MSCI ACWI ETF) | 03/28/2008 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.82 | 15.73 | 17.61 | 13.13 | 10.32 | 10.75 | NA | 7.84 | 11.31 | 17.45 | 22.27 | -18.38 | 18.67 | 16.33 | 26.58 | -9.12 | 24.35 | 8.40 | -2.22 | 3.82 | 22.35 | 16.78 | -7.85 | 12.77 | 32.35 | -35.29 |
| Sharpe Ratio | NA | 0.69 | 0.88 | 0.71 | 0.50 | NA | NA | 0.33 | 0.95 | 1.17 | 1.49 | -0.87 | 1.49 | 0.49 | 2.13 | -0.68 | 3.57 | 0.55 | -0.14 | 0.33 | 1.88 | 1.15 | -0.30 | 0.60 | 1.08 | -0.96 |
| Standard Deviation(%) | NA | 18.06 | 16.07 | 16.31 | 17.55 | NA | NA | 20.53 | 21.83 | 11.85 | 12.57 | 22.73 | 12.55 | 32.42 | 11.81 | 15.56 | 6.66 | 15.01 | 15.66 | 11.35 | 11.85 | 14.64 | 26.32 | 21.08 | 29.83 | 45.76 |
| Draw Down(%) | NA | 16.55 | 16.55 | 26.42 | 33.53 | NA | NA | 56.28 | 16.55 | 8.10 | 10.87 | 26.42 | 5.48 | 33.53 | 6.53 | 19.49 | 1.94 | 11.29 | 15.14 | 9.19 | 8.88 | 13.46 | 24.13 | 16.32 | 28.35 | 52.00 |
| Yield(%) | 0.00 | 1.78 | 2.20 | 2.33 | 2.74 | 3.82 | 2.28 | 2.68 | 0.82 | 1.98 | 2.26 | 1.43 | 2.01 | 1.62 | 2.88 | 1.99 | 2.35 | 2.37 | 2.45 | 2.33 | 2.22 | 2.51 | 2.15 | 1.88 | 1.65 | 0.00 |
Data as of 07/03/2025, AR inception is 03/28/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACWI (iShares MSCI ACWI ETF) |
-1.47%
May 2008 - May 2011 |
0.95%
May 2008 - May 2013 |
5.00%
May 2008 - May 2018 |
5.62%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACWI (iShares MSCI ACWI ETF) |
23.92%
Feb 2009 - Feb 2012 |
19.77%
Feb 2009 - Feb 2014 |
12.96%
Feb 2009 - Feb 2019 |
12.15%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart