iShares MSCI Global Min Vol Factor ETF (ACWV)

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The chart shows the growth of an initial investment of $10,000 in iShares MSCI Global Min Vol Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

iShares MSCI Global Min Vol Factor ETF (ACWV) has returned 0.64% so far this year and 4.86% over the past 12 months. Over the last ten years, ACWV has returned 7.34% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Oct 20, 2011, ACWV's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +7.4%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ACWV closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.5%, while the worst single day was Mar 12, 2020 at -9.6%.

iShares MSCI Global Min Vol Factor ETF has an annualized alpha of 0.82%, beta of 0.60, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

• This ETF participated in 64.40% of S&P 500 Index downside but only 59.26% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.60 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

ACWV has an expense ratio of 0.20%, which is considered low.

ACWV ranks 27 for risk / return — below 27% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and compare them to a chosen benchmark (S&P 500 Index).

iShares MSCI Global Min Vol Factor ETF provided a 2.07% dividend yield over the last twelve months, with an annual payout of $2.48 per share.

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.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the iShares MSCI Global Min Vol Factor 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 Min Vol Factor ETF was 28.82%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.

The current iShares MSCI Global Min Vol Factor ETF drawdown is 4.54%.

The chart below shows the rolling one-month volatility.