- ISIN
- US4642865251
- CUSIP
- 464286525
- Issuer
- iShares
- Inception Date
- Oct 18, 2011
- Region
- Developed Markets (Broad)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI ACWI Minimum Volatility Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $3B
Share Price Chart
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Performance
ACWV Performance Chart
iShares MSCI Global Min Vol Factor ETF (ACWV) is up 1.5% since the beginning of the year. ACWV is currently trading at $120 per share. Investors who bought $1,000 worth of ACWV shares 5 years ago would now be looking at an investment worth $1,315.
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Returns By Period
iShares MSCI Global Min Vol Factor ETF (ACWV) has returned 1.53% so far this year and 4.84% over the past 12 months. Over the last ten years, ACWV has returned 7.35% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.
iShares MSCI Global Min Vol Factor ETF
- 1D
- -1.25%
- 1M
- -1.19%
- YTD
- 1.53%
- 6M
- 2.05%
- 1Y
- 4.84%
- 3Y*
- 9.19%
- 5Y*
- 5.63%
- 10Y*
- 7.35%
Benchmark (S&P 500 Index)
- 1D
- -1.21%
- 1M
- 0.23%
- YTD
- 8.39%
- 6M
- 10.39%
- 1Y
- 24.03%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.61%
ACWV Monthly Returns History
Based on dividend-adjusted daily data since Oct 20, 2011, ACWV's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.68% | 3.69% | -4.54% | 1.26% | 0.82% | -1.19% | 1.53% | ||||||
| 2025 | 2.66% | 2.60% | 1.16% | 0.48% | 1.21% | 1.21% | -1.92% | 2.68% | 0.43% | -1.46% | 2.49% | -0.88% | 11.04% |
| 2024 | 1.11% | 1.56% | 2.16% | -2.92% | 2.18% | 1.08% | 3.81% | 4.46% | 0.93% | -2.35% | 3.20% | -4.00% | 11.38% |
| 2023 | 1.99% | -4.04% | 4.04% | 2.98% | -3.28% | 2.67% | 1.58% | -2.08% | -2.16% | -1.49% | 5.07% | 3.20% | 8.23% |
| 2022 | -4.57% | -1.99% | 3.51% | -4.49% | -0.82% | -3.97% | 3.35% | -2.92% | -6.60% | 4.71% | 6.54% | -2.62% | -10.36% |
| 2021 | -1.72% | -1.18% | 4.82% | 2.72% | 2.08% | 0.35% | 1.88% | 1.87% | -3.77% | 2.92% | -1.94% | 5.55% | 13.97% |
Benchmark Metrics
iShares MSCI Global Min Vol Factor ETF has an annualized alpha of 0.62%, beta of 0.60, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This ETF participated in 64.33% of S&P 500 Index downside but only 58.11% 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.
- Alpha
- 0.62%
- Beta
- 0.60
- R²
- 0.73
- Upside Capture
- 58.11%
- Downside Capture
- 64.33%
Expense Ratio
ACWV has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
ACWV ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACWV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.35 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.65 | -1.89 |
| Martin ratioReturn relative to average drawdown | 2.30 | 11.88 | -9.58 |
Dividends
Dividend History
iShares MSCI Global Min Vol Factor ETF provided a 1.98% dividend yield over the last twelve months, with an annual payout of $2.36 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.36 | $2.48 | $2.55 | $2.42 | $2.07 | $2.08 | $1.71 | $2.44 | $1.89 | $1.72 | $1.86 | $1.58 |
Dividend yield | 1.98% | 2.09% | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 | $1.07 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.18 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.30 | $2.48 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.63 | $2.55 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.55 | $2.42 |
| 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 | $2.07 |
| 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 | $2.08 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
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 3.70%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -28.82%Mar 2020 | 1mo 4d | 9mo 21d | 10mo 25dFeb 2020 - Jan 2021 |
Bear market2022 | -18.14%Oct 2022 | 9mo 14d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
2015 correction2015 | -11.15%Aug 2015 | 3mo 28d | 6mo 25d | 10mo 23dApr 2015 - Mar 2016 |
Rate-hike selloffLate 2018 | -10.06%Dec 2018 | 3mo 1d | 1mo 27d | 4mo 28dSep 2018 - Feb 2019 |
2013 pullback2013 | -9.24%Jun 2013 | 1mo 9d | 3mo 26d | 5mo 5dMay 2013 - Oct 2013 |
Drawdown Indicators
| ACWV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.82% | -56.78% | +27.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -9.10% | +2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -7.56% | -18.90% | +11.34% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -25.43% | +7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -28.82% | -33.92% | +5.10% |
Current DrawdownCurrent decline from peak | -3.70% | -2.49% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -3.11% | -10.72% | +7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.03% | +0.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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