ISHARES MSCI ACWI EX U.S. ETF
Symbol: ACWX
Exchange: NASDAQ
Sector: Financial_Services
Category: Foreign Large Blend
Inception date: N/A
Latest date: 16/07/2026
Current price: $74.58
Expense ratio: 0.32%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-2.41%
Ann. -48.08% (Sharpe / Sortino numerator)
Volatility
28.37%
Sharpe ratio
-1.823
VaR 95%
-3.04%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.67%
Ann. 4.86% (Sharpe / Sortino numerator)
Volatility
20.43%
Sharpe ratio
0.060
VaR 95%
-2.17%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
7.91%
Ann. 13.63% (Sharpe / Sortino numerator)
Volatility
16.72%
Sharpe ratio
0.598
VaR 95%
-1.88%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
25.97%
Ann. 27.46% (Sharpe / Sortino numerator)
Volatility
17.43%
Sharpe ratio
1.368
VaR 95%
-1.49%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
42.80%
Ann. 17.44% (Sharpe / Sortino numerator)
Volatility
15.53%
Sharpe ratio
0.889
VaR 95%
-1.55%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
60.86%
Ann. 15.67% (Sharpe / Sortino numerator)
Volatility
14.59%
Sharpe ratio
0.825
VaR 95%
-1.38%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.098%
Best day
4.226%
Worst day
-3.875%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $74.69 | $74.93 | $74.34 | $74.58 | 862,700 |
| 15/07/2026 | $75.53 | $75.57 | $74.72 | $75.43 | 954,000 |
| 14/07/2026 | $75.33 | $75.54 | $75.09 | $75.15 | 807,700 |
| 13/07/2026 | $74.87 | $74.94 | $74.23 | $74.35 | 1,039,100 |
| 10/07/2026 | $75.58 | $75.86 | $75.14 | $75.74 | 1,055,900 |
| 09/07/2026 | $75.29 | $75.65 | $75.15 | $75.47 | 896,300 |
| 08/07/2026 | $74.50 | $74.96 | $74.00 | $74.92 | 1,374,900 |
| 07/07/2026 | $75.66 | $75.84 | $74.90 | $75.14 | 1,271,700 |
| 06/07/2026 | $75.95 | $76.47 | $75.95 | $76.43 | 1,203,800 |
| 02/07/2026 | $75.74 | $76.20 | $74.61 | $75.23 | 2,674,600 |