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iShares MSCI Global Multifactor ETF (ACWF)

ETF · Currency in USD · Last updated Nov 28, 2022

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

ISINUS46434V3160
CUSIP46434V316
IssueriShares
Inception DateApr 28, 2015
RegionDeveloped Markets (Broad)
CategoryLarge Cap Blend Equities
Expense Ratio0.35%
Index TrackedMSCI ACWI Diversified Multiple-Factor
Asset ClassEquity

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.


-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-2.34%
-2.57%
ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)

ACWFCompare to other instruments

Search for stocks, ETFs, and funds to compare with ACWF

ACWFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M7.36%4.33%
6M-1.26%-0.78%
YTD-13.67%-15.53%
1Y-11.39%-14.36%
5Y4.05%9.13%
10Y6.59%7.02%

ACWFMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.40%-1.53%1.14%-6.98%0.86%-9.49%6.98%-3.65%-8.80%7.60%6.68%
20210.82%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%
20199.70%2.07%-0.07%2.06%-6.98%7.35%-0.56%-2.56%2.20%2.35%3.15%3.33%
20185.88%-3.20%-1.62%-0.74%1.24%-2.69%2.66%0.16%-0.55%-7.95%0.92%-7.87%
20173.94%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%

ACWFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI Global Multifactor ETF Sharpe ratio is -0.52. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.200.00JuneJulyAugustSeptemberOctoberNovember
-0.52
-0.60
ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)

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.


PeriodTTM2021202020192018201720162015
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-14.08%
-16.06%
ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)

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, 202044Mar 23, 2020163Nov 11, 2020207
-25.15%Jan 5, 2022186Sep 30, 2022
-23.82%Jan 29, 2018229Dec 24, 2018268Jan 17, 2020497
-19.94%May 22, 2015109Feb 11, 2016103Jan 10, 2017212
-7.2%Sep 7, 202120Oct 4, 202158Dec 27, 202178
-5.16%Feb 17, 202112Mar 4, 20219Mar 17, 202121
-4.8%Jan 22, 20216Jan 29, 20219Feb 11, 202115
-4.24%May 10, 20213May 12, 202111May 27, 202114
-3.47%Jan 27, 20173Jan 31, 201725Mar 17, 201728
-3.42%Jun 8, 20219Jun 18, 202131Aug 3, 202140

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.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
12.56%
12.31%
ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)