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iShares MSCI Global Min Vol Factor ETF (ACWV)

ETF · Currency in USD · Last updated Dec 7, 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.

Summary

ETF Info

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

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.


0.20%
0.00%2.15%

Share Price Chart


Loading data...

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.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.96%
6.60%
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

iShares MSCI Global Min Vol Factor ETF

Popular comparisons: ACWV vs. VT, ACWV vs. USMV, ACWV vs. FTBFX, ACWV vs. EFAV, ACWV vs. DIA, ACWV vs. VTI, ACWV vs. VXUS, ACWV vs. VOO, ACWV vs. FXAIX, ACWV vs. SPLV

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.


PeriodReturnBenchmark
Year-To-Date5.14%18.49%
1 month2.49%4.20%
6 months2.96%6.60%
1 year4.19%15.43%
5 years (annualized)5.38%11.59%
10 years (annualized)6.83%9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWV
iShares MSCI Global Min Vol Factor ETF
0.40
^GSPC
S&P 500
1.00

Sharpe Ratio

The current iShares MSCI Global Min Vol Factor ETF Sharpe ratio is 0.40. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.40
1.00
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

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.


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

2.09%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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-5.75%
-5.15%
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

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, 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

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.74%
2.92%
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)