iShares MSCI Global Min Vol Factor ETF (ACWV)
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
| ISIN | US4642865251 |
|---|---|
| CUSIP | 464286525 |
| Issuer | iShares |
| Inception Date | Oct 18, 2011 |
| Region | Developed Markets (Broad) |
| Category | Large Cap Blend Equities |
| Index Tracked | MSCI AC World Minimum Volatility (USD) |
| ETF Home Page | www.ishares.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The iShares MSCI Global Min Vol Factor ETF has a high expense ratio of 0.20%, indicating higher-than-average management fees.
Share Price Chart
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Performance
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.
Compare to other instruments
Return
iShares MSCI Global Min Vol Factor ETF had a return of 5.14% year-to-date (YTD) and 4.19% in the last 12 months. Over the past 10 years, iShares MSCI Global Min Vol Factor ETF had an annualized return of 6.83%, while the S&P 500 had an annualized return of 9.70%, indicating that iShares MSCI Global Min Vol Factor ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.14% | 18.49% |
| 1 month | 2.49% | 4.20% |
| 6 months | 2.96% | 6.60% |
| 1 year | 4.19% | 15.43% |
| 5 years (annualized) | 5.38% | 11.59% |
| 10 years (annualized) | 6.83% | 9.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -3.28% | 2.68% | 1.57% | -2.08% | -2.16% | -1.49% | 5.07% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ACWV iShares MSCI Global Min Vol Factor ETF | 0.40 | ||||
^GSPC S&P 500 | 1.00 |
Dividend 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 $2.07 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 2.09% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% | 2.22% | 2.47% | 1.94% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $0.00 | $0.00 | $0.00 | $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.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.82% | Feb 18, 2020 | 25 | Mar 23, 2020 | 202 | Jan 8, 2021 | 227 |
| -18.14% | Jan 3, 2022 | 198 | Oct 14, 2022 | — | — | — |
| -11.15% | Apr 29, 2015 | 83 | Aug 25, 2015 | 141 | Mar 17, 2016 | 224 |
| -10.06% | Sep 24, 2018 | 64 | Dec 24, 2018 | 37 | Feb 19, 2019 | 101 |
| -9.24% | May 16, 2013 | 27 | Jun 24, 2013 | 82 | Oct 18, 2013 | 109 |
Volatility Chart
The current iShares MSCI Global Min Vol Factor ETF volatility is 1.74%, 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.