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 |
| Expense Ratio | 0.35% |
| Index Tracked | MSCI ACWI Diversified Multiple-Factor |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Trading Data
| Previous Close | $33.44 |
|---|---|
| Year Range | $29.20 - $39.01 |
| EMA (50) | $31.77 |
| EMA (200) | $33.41 |
| Average Volume | $12.28K |
ACWFShare Price Chart
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ACWFPerformance
The chart shows the growth of $10,000 invested in iShares MSCI Global Multifactor ETF in May 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,285 for a total return of roughly 52.85%. All prices are adjusted for splits and dividends.
ACWFCompare to other instruments
ACWFReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | 7.36% | 4.33% |
| 6M | -1.26% | -0.78% |
| YTD | -13.67% | -15.53% |
| 1Y | -11.39% | -14.36% |
| 5Y | 4.05% | 9.13% |
| 10Y | 6.59% | 7.02% |
ACWFMonthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.40% | -1.53% | 1.14% | -6.98% | 0.86% | -9.49% | 6.98% | -3.65% | -8.80% | 7.60% | 6.68% | |
| 2021 | 0.82% | 3.28% | 4.06% | 3.02% | 2.24% | 0.05% | 0.41% | 1.82% | -5.27% | 2.90% | -1.39% | 5.76% |
| 2020 | -2.44% | -7.42% | -15.01% | 10.10% | 4.92% | 1.69% | 4.98% | 3.87% | -2.28% | -2.28% | 10.58% | 5.95% |
| 2019 | 9.70% | 2.07% | -0.07% | 2.06% | -6.98% | 7.35% | -0.56% | -2.56% | 2.20% | 2.35% | 3.15% | 3.33% |
| 2018 | 5.88% | -3.20% | -1.62% | -0.74% | 1.24% | -2.69% | 2.66% | 0.16% | -0.55% | -7.95% | 0.92% | -7.87% |
| 2017 | 3.94% | 1.68% | 1.65% | 1.41% | 3.06% | 1.82% | 2.34% | 0.93% | 2.80% | 3.07% | 2.44% | 1.31% |
| 2016 | -9.74% | 1.69% | 7.59% | 0.65% | -0.43% | -1.47% | 5.20% | 0.76% | 0.63% | -1.00% | 2.56% | -0.57% |
| 2015 | -0.40% | -1.67% | -1.83% | -4.47% | -3.38% | 7.13% | -0.04% | -1.57% |
ACWFDividend History
iShares MSCI Global Multifactor ETF granted a 2.18% dividend yield in the last twelve months. The annual payout for that period amounted to $0.73 per share.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.73 | $0.75 | $0.58 | $0.75 | $0.53 | $0.60 | $0.47 | $0.21 |
Dividend yield | 2.18% | 1.92% | 1.78% | 2.53% | 2.18% | 2.13% | 2.17% | 1.05% |
ACWFDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
ACWFWorst Drawdowns
The table below shows the maximum drawdowns of the iShares MSCI Global Multifactor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the iShares MSCI Global Multifactor ETF is 34.12%, recorded on Mar 23, 2020. It took 163 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 |
| -5.16% | Feb 17, 2021 | 12 | Mar 4, 2021 | 9 | Mar 17, 2021 | 21 |
| -4.8% | Jan 22, 2021 | 6 | Jan 29, 2021 | 9 | Feb 11, 2021 | 15 |
| -4.24% | May 10, 2021 | 3 | May 12, 2021 | 11 | May 27, 2021 | 14 |
| -3.47% | Jan 27, 2017 | 3 | Jan 31, 2017 | 25 | Mar 17, 2017 | 28 |
| -3.42% | Jun 8, 2021 | 9 | Jun 18, 2021 | 31 | Aug 3, 2021 | 40 |
ACWFVolatility Chart
Current iShares MSCI Global Multifactor ETF volatility is 12.56%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.