iShares MSCI Global Multifactor ETF (ACWF)
ACWF is a passive ETF by iShares tracking the investment results of the MSCI ACWI Diversified Multiple-Factor. ACWF launched on Apr 28, 2015 and has a 0.35% expense ratio.
ETF Info
| ISIN | US46434V3160 |
|---|---|
| CUSIP | 46434V316 |
| Issuer | iShares |
| Inception Date | Apr 28, 2015 |
| Region | Developed Markets (Broad) |
| Category | Large Cap Blend Equities |
| Index Tracked | MSCI ACWI Diversified Multiple-Factor |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The iShares MSCI Global Multifactor ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: ACWF vs. LRGF
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares MSCI Global Multifactor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | N/A | 6.30% |
| 1 month | N/A | -3.13% |
| 6 months | N/A | 19.37% |
| 1 year | N/A | 22.56% |
| 5 years (annualized) | N/A | 11.65% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -3.79% | -2.52% | 9.31% | 3.41% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares MSCI Global Multifactor ETF (ACWF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares MSCI Global Multifactor ETF granted a 2.44% dividend yield in the last twelve months. The annual payout for that period amounted to $0.95 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.95 | $0.95 | $0.36 | $0.01 | $0.58 | $0.23 | $0.20 | $0.08 | $0.01 | $0.02 |
Dividend yield | 2.44% | 2.51% | 1.12% | 0.02% | 1.73% | 0.74% | 0.75% | 0.25% | 0.05% | 0.06% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI Global Multifactor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.59 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2015 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI Global Multifactor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares MSCI Global Multifactor ETF was 34.12%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.12% | Jan 21, 2020 | 44 | Mar 23, 2020 | 163 | Nov 11, 2020 | 207 |
| -25.15% | Jan 5, 2022 | 186 | Sep 30, 2022 | 329 | Jan 24, 2024 | 515 |
| -23.82% | Jan 29, 2018 | 229 | Dec 24, 2018 | 268 | Jan 17, 2020 | 497 |
| -19.94% | May 22, 2015 | 109 | Feb 11, 2016 | 103 | Jan 10, 2017 | 212 |
| -7.2% | Sep 7, 2021 | 20 | Oct 4, 2021 | 58 | Dec 27, 2021 | 78 |
Volatility
Volatility Chart
The current iShares MSCI Global Multifactor ETF volatility is 2.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.