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iShares MSCI Global Multifactor ETF (ACWF)

ETF · Currency in USD · Last updated Feb 24, 2024

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.

Summary

ETF Info

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

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.


0.35%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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.


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024
11.48%
11.85%
ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

iShares MSCI Global Multifactor ETF

Popular comparisons: ACWF vs. LRGF

Return

iShares MSCI Global Multifactor ETF had a return of 2.80% year-to-date (YTD) and 17.35% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.80%6.69%
1 month1.11%4.52%
6 months11.48%15.50%
1 year17.35%26.83%
5 years (annualized)7.79%12.76%
10 years (annualized)N/A10.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.52%-2.48%-3.79%-2.52%9.31%3.41%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for iShares MSCI Global Multifactor ETF (ACWF) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWF
iShares MSCI Global Multifactor ETF
1.19
^GSPC
S&P 500
2.23

Sharpe Ratio

The current iShares MSCI Global Multifactor ETF Sharpe ratio is 1.19. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024
1.19
1.70
ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)

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.


PeriodTTM202320222021202020192018201720162015
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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 Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember202400
ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)

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, 202044Mar 23, 2020163Nov 11, 2020207
-25.15%Jan 5, 2022186Sep 30, 2022329Jan 24, 2024515
-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

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024
2.53%
2.67%
ACWF (iShares MSCI Global Multifactor ETF)
Benchmark (^GSPC)