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iShares MSCI Global Min Vol Factor ETF (ACWV)

ETF · Currency in USD · Last updated Apr 1, 2023

ACWV is a passive ETF by iShares tracking the investment results of the MSCI AC World Minimum Volatility (USD). ACWV launched on Oct 18, 2011 and has a 0.20% expense ratio.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in iShares MSCI Global Min Vol Factor ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,900 for a total return of roughly 139.00%. All prices are adjusted for splits and dividends.


120.00%140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2023FebruaryMarch
139.00%
230.79%
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Popular comparisons: ACWV vs. VT, ACWV vs. DIA, ACWV vs. FTBFX, ACWV vs. USMV, ACWV vs. VTI, ACWV vs. VXUS

Return

iShares MSCI Global Min Vol Factor ETF had a return of 1.82% year-to-date (YTD) and -6.38% in the last 12 months. Over the past 10 years, iShares MSCI Global Min Vol Factor ETF had an annualized return of 7.02%, while the S&P 500 had an annualized return of 10.16%, indicating that iShares MSCI Global Min Vol Factor ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month4.04%3.51%
Year-To-Date1.82%7.03%
6 months9.36%12.88%
1 year-6.38%-10.71%
5 years (annualized)5.17%9.25%
10 years (annualized)7.02%10.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.99%-4.04%
2022-6.60%4.71%6.54%-2.62%

Sharpe 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 Min Vol Factor ETF Sharpe ratio is -0.46. 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.


-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.46
-0.46
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

Dividend History

iShares MSCI Global Min Vol Factor ETF granted a 2.14% dividend yield in the last twelve months. The annual payout for that period amounted to $2.07 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$2.07$2.07$2.08$1.71$2.44$1.89$1.72$1.86$1.58$1.53$1.57$1.08

Dividend yield

2.14%2.18%1.96%1.84%2.70%2.53%2.27%2.92%2.67%2.66%3.01%2.44%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Global Min Vol Factor 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
2022$0.00$0.00$0.00$0.00$0.00$0.87$0.00$0.00$0.00$0.00$0.00$1.20
2021$0.00$0.00$0.00$0.00$0.00$0.95$0.00$0.00$0.00$0.00$0.00$1.13
2020$0.00$0.00$0.00$0.00$0.00$0.92$0.00$0.00$0.00$0.00$0.00$0.79
2019$0.00$0.00$0.00$0.00$0.00$1.02$0.00$0.00$0.00$0.00$0.00$1.41
2018$0.00$0.00$0.00$0.00$0.00$0.90$0.00$0.00$0.00$0.00$0.00$0.99
2017$0.00$0.00$0.00$0.00$0.00$0.85$0.00$0.00$0.00$0.00$0.00$0.87
2016$0.00$0.00$0.00$0.00$0.00$0.78$0.00$0.00$0.00$0.00$0.00$1.08
2015$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.85
2014$0.00$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.74
2013$0.00$0.00$0.00$0.00$0.00$0.72$0.00$0.00$0.00$0.00$0.00$0.85
2012$0.27$0.00$0.00$0.00$0.00$0.00$0.81

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-8.72%
-14.33%
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI Global Min Vol Factor 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 Min Vol Factor ETF is 28.82%, recorded on Mar 23, 2020. It took 202 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.82%Feb 18, 202025Mar 23, 2020202Jan 8, 2021227
-18.14%Jan 3, 2022198Oct 14, 2022
-11.15%Apr 29, 201583Aug 25, 2015141Mar 17, 2016224
-10.06%Sep 24, 201864Dec 24, 201837Feb 19, 2019101
-9.24%May 16, 201327Jun 24, 201382Oct 18, 2013109
-8.4%Jan 29, 20189Feb 8, 2018150Sep 13, 2018159
-7.91%Aug 12, 201678Dec 1, 201670Mar 15, 2017148
-7.8%Oct 28, 201117Nov 23, 201127Jan 23, 201244
-6.17%Nov 18, 201352Feb 3, 201422Mar 6, 201474
-5.78%Apr 3, 201239Jun 1, 201212Jun 19, 201251

Volatility Chart

Current iShares MSCI Global Min Vol Factor ETF volatility is 6.75%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
6.75%
15.42%
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)