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iShares MSCI Global Min Vol Factor ETF (ACWV)

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

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.

ETF Info

ISINUS4642865251
CUSIP464286525
IssueriShares
Inception DateOct 18, 2011
RegionDeveloped Markets (Broad)
CategoryLarge Cap Blend Equities
Expense Ratio0.20%
Index TrackedMSCI AC World Minimum Volatility (USD)
ETF Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$95.56
Year Range$90.98 - $107.32
EMA (50)$96.89
EMA (200)$100.63
Average Volume$254.34K

ACWVShare Price Chart


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ACWVPerformance

The chart shows the growth of $10,000 invested in iShares MSCI Global Min Vol Factor ETF on Oct 21, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,317 for a total return of roughly 133.17%. All prices are adjusted for splits and dividends.


ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

ACWVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-3.53%-6.21%
YTD-10.95%-18.17%
6M-9.82%-17.47%
1Y-5.47%-8.89%
5Y5.97%10.04%
10Y8.37%11.39%

ACWVMonthly Returns Heatmap


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ACWVSharpe 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 -0.47. 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.


ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

ACWVDividend History

iShares MSCI Global Min Vol Factor ETF granted a 2.09% dividend yield in the last twelve months. The annual payout for that period amounted to $2.00 per share.


PeriodTTM20212020201920182017201620152014201320122011
Dividend$2.00$2.08$1.71$2.44$1.89$1.72$1.86$1.58$1.53$1.57$1.08$0.26

Dividend yield

2.09%1.94%1.82%2.67%2.50%2.24%2.88%2.63%2.62%2.97%2.41%0.65%

ACWVDrawdowns Chart

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


ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

ACWVWorst 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
-15.22%Jan 3, 2022116Jun 17, 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

ACWVVolatility Chart

Current iShares MSCI Global Min Vol Factor ETF volatility is 17.22%. 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.


ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

Portfolios with iShares MSCI Global Min Vol Factor ETF


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