This is the effect of FOC where FLHunter and I disagree.

I would submit that the amount of weathervaning is more directly related to the FOC of the arrow(but a large arrow is at a disadvantage). I like to use the example of model rockets when launched in a crosswind(an aerodynamic comparison much closer to an arrow) head directly into the wind in a very pronounced way and do not drift with the wind. There is no rational airplane or boat comparison that can really be made.

The opposition that I normally hear to that argument is that the rocket is powered, but the motors only burn for a short time and yet continue to head into the wind for a time afterward(much like an arrow after launch). As long as the projectile is vectored into the wind and the residual momentum is much greater than the aerodynamic resistance(wind) in that direction it should make headway(at the cost of forward speed) or for lower values possibly hold it's own.

This is most likely why you see the Easton ACE arrow setups with FOC values up around those normally seen with broadheads, or even higher.