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iShares MSCI Global Multifactor ETF (ACWF)

ETF · Currency in USD · Last updated Jun 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$31.68
Year Range$30.61 - $39.01
EMA (50)$33.31
EMA (200)$35.60
Average Volume$16.86K

ACWFShare Price Chart


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ACWFPerformance

The chart shows the growth of $10,000 invested in iShares MSCI Global Multifactor ETF on May 5, 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,450 for a total return of roughly 44.50%. All prices are adjusted for splits and dividends.


ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)

ACWFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.18%-6.21%
YTD-18.39%-18.17%
6M-17.33%-17.47%
1Y-15.02%-8.89%
5Y5.29%9.85%
10Y6.09%6.96%

ACWFMonthly Returns Heatmap


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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 -0.84. 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.


ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)

ACWFDividend History

iShares MSCI Global Multifactor ETF granted a 2.31% 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

2.31%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.


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
-23.82%Jan 29, 2018229Dec 24, 2018268Jan 17, 2020497
-21.52%Jan 5, 2022114Jun 17, 2022
-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 26.67%. 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.


ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)

Portfolios with iShares MSCI Global Multifactor ETF


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