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ACWV vs EXG

Comparison between ISHARES MSCI GLOBAL MIN VOL FACTOR ETF (ACWV, ETF) and Eaton Vance Tax-Managed Global Diversified Equity Income Fund (EXG, ETF).

5-Year PerformanceEXG has outperformed ACWV, delivering a return of +8.3% compared to +5.5%

ACWV vs EXG - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
ACWV
$3.20B
EXG
$3.20B
Expense Ratio
ACWV
0.20%
EXG
N/A
Max Drawdown
Winner
ACWV
28.82%
EXG
76.12%
Sharpe Ratio
ACWV
0.31
Winner
EXG
1.07
5Y Beta
Winner
ACWV
0.36
EXG
0.81
P/E Ratio
ACWV
20.28
EXG
N/A
Forward P/E
ACWV
16.92
EXG
N/A
PEG Ratio
ACWV
0.21
EXG
N/A
5Y Dividends CAGR
Winner
ACWV
5.90%
EXG
2.93%
5Y EPS CAGR
ACWV
15.92%
EXG
N/A
Debt to Equity
ACWV
23.56%
EXG
N/A
P/S Ratio
ACWV
1.55
EXG
N/A
P/B Ratio
ACWV
3.54
EXG
N/A

ACWV vs EXG - Historical Returns

Returns include dividend reinvestment.

1M
Winner
ACWV
+2.16%
EXG
+2.04%
3M
ACWV
+1.77%
Winner
EXG
+7.29%
6M
ACWV
+2.81%
Winner
EXG
+5.69%
1Y
ACWV
+5.83%
Winner
EXG
+20.15%
5Y(CAGR)
ACWV
+5.48%
Winner
EXG
+8.28%
10Y(CAGR)
ACWV
+7.00%
Winner
EXG
+10.89%
Max(CAGR)
Winner
ACWV
+8.32%
EXG
+7.25%

ACWV vs EXG - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearACWVEXG
2026+3.55%+7.20%
2025+11.32%+27.44%
2024+11.25%+16.79%
2023+7.77%+11.76%
2022-9.99%-22.10%
2021+14.56%+34.13%
2020+2.75%+9.21%
2019+21.70%+25.03%
2018-1.61%-13.16%
2017+18.27%+29.44%
2016+8.98%+3.19%
2015+3.19%+2.91%
2014+12.02%+4.69%
2013+15.87%+22.32%
2012+9.50%+17.95%
2011-0.92%-12.98%
2010N/A-3.10%
2009N/A+42.60%
2008N/A-31.74%
2007N/A-10.83%

ACWV vs EXG Drawdown Comparison

The maximum drawdown for ACWV was -28.82%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.

The maximum drawdown for EXG was -58.20%, occurring on Nov 20, 2008. Recovery took 1435 trading sessions.

The current ACWV drawdown is -1.85%. The current EXG drawdown is -1.12%.

RankACWVEXG
#1-28.82%
Feb 14, 2020 - Jan 8, 2021
-58.20%
May 15, 2007 - Jan 25, 2013
#2-18.13%
Dec 31, 2021 - Feb 22, 2024
-45.30%
Feb 12, 2020 - Dec 4, 2020
#3-11.15%
Apr 28, 2015 - Mar 17, 2016
-27.75%
Jan 4, 2022 - Jul 3, 2024
#4-10.06%
Sep 21, 2018 - Feb 19, 2019
-24.66%
Sep 11, 2018 - Nov 19, 2019
#5-9.24%
May 15, 2013 - Oct 18, 2013
-20.14%
Jul 21, 2015 - Aug 17, 2016
#6-8.40%
Jan 26, 2018 - Sep 13, 2018
-15.13%
Feb 18, 2025 - May 12, 2025
#7-7.91%
Aug 11, 2016 - Mar 15, 2017
-14.28%
Feb 26, 2026 - May 6, 2026
#8-7.80%
Oct 27, 2011 - Jan 23, 2012
-11.25%
Sep 19, 2014 - Mar 5, 2015
#9-7.56%
Apr 2, 2025 - Apr 30, 2025
-10.56%
Sep 6, 2016 - Feb 3, 2017
#10-6.37%
Feb 27, 2026 - Mar 27, 2026
-9.91%
Jan 23, 2018 - Jun 11, 2018
#11-6.18%
Nov 15, 2013 - Mar 6, 2014
-9.81%
May 21, 2013 - Sep 18, 2013
#12-5.78%
Apr 2, 2012 - Jun 19, 2012
-9.68%
Jul 16, 2024 - Sep 27, 2024
#13-5.72%
Nov 29, 2024 - Feb 13, 2025
-7.09%
Jan 22, 2014 - Feb 24, 2014
#14-5.30%
Sep 3, 2021 - Dec 16, 2021
-6.80%
Sep 3, 2021 - Nov 3, 2021
#15-4.85%
Sep 5, 2014 - Oct 30, 2014
-6.12%
Mar 1, 2017 - Apr 17, 2017

Correlation

Correlation between ACWV and EXG is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.

0.98
-101

Dividend Comparison (2007 - 2026)

ACWV vs EXG dividend yield comparison.

YearACWVEXG
20260.88%4.75%
20252.09%8.27%
20242.33%9.27%
20232.41%8.60%
20222.18%10.59%
20211.92%7.27%
20201.77%8.43%
20192.54%8.42%
20182.32%12.23%
20172.04%9.84%
20162.56%12.16%
20152.28%11.02%
20142.22%10.28%
20132.47%9.76%
20121.94%11.54%
20110.51%13.78%
20100.00%14.53%
20090.00%15.41%
20080.00%19.29%
20070.00%8.63%

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