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
US4642865251
464286525
Oct 18, 2011
Developed Markets (Broad)
1x
MSCI AC World Minimum Volatility (USD)
Large-Cap
Blend
Expense Ratio
ACWV has an expense ratio of 0.20%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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.
Returns By Period
iShares MSCI Global Min Vol Factor ETF had a return of 11.49% year-to-date (YTD) and 13.55% in the last 12 months. Over the past 10 years, iShares MSCI Global Min Vol Factor ETF had an annualized return of 7.08%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares MSCI Global Min Vol Factor ETF did not perform as well as the benchmark.
ACWV
11.49%
-1.59%
6.08%
13.55%
4.97%
7.08%
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
Monthly Returns
The table below presents the monthly returns of ACWV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.11% | 1.56% | 2.16% | -2.92% | 2.18% | 1.08% | 3.81% | 4.46% | 0.93% | -2.35% | 3.20% | 11.49% | |
| 2023 | 1.99% | -4.05% | 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% |
| 2020 | 1.24% | -7.06% | -10.90% | 7.36% | 2.89% | -0.26% | 3.90% | 2.26% | -1.24% | -2.67% | 6.44% | 2.62% | 3.04% |
| 2019 | 5.14% | 2.54% | 2.13% | 0.87% | -1.04% | 4.29% | -0.12% | 1.74% | 1.22% | 0.96% | -0.22% | 1.90% | 21.04% |
| 2018 | 3.08% | -4.00% | 0.46% | -0.42% | 0.36% | 0.20% | 3.26% | 1.27% | 1.17% | -4.68% | 3.38% | -5.02% | -1.42% |
| 2017 | 1.87% | 3.19% | 1.05% | 1.09% | 2.92% | -0.39% | 1.85% | 0.87% | 0.15% | 1.50% | 2.37% | 0.74% | 18.57% |
| 2016 | -1.49% | 1.67% | 5.92% | 0.10% | 0.24% | 4.66% | 1.82% | -2.47% | 0.46% | -3.10% | -1.75% | 1.58% | 7.50% |
| 2015 | 1.32% | 3.00% | -0.21% | 1.61% | -0.89% | -2.48% | 2.07% | -5.15% | -0.76% | 5.39% | -0.84% | 0.22% | 2.93% |
| 2014 | -4.04% | 4.01% | 1.26% | 1.57% | 1.70% | 1.70% | -1.49% | 3.51% | -2.04% | 3.64% | 1.29% | -0.64% | 10.62% |
| 2013 | 4.28% | 2.21% | 4.55% | 3.03% | -4.82% | -0.41% | 3.16% | -3.02% | 3.30% | 3.96% | -0.06% | 0.50% | 17.44% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, ACWV is among the top 19% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares MSCI Global Min Vol Factor ETF provided a 2.33% dividend yield over the last twelve months, with an annual payout of $2.55 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.55 | $2.42 | $2.07 | $2.08 | $1.71 | $2.44 | $1.89 | $1.72 | $1.86 | $1.58 | $1.53 | $1.57 |
Dividend yield | 2.33% | 2.41% | 2.18% | 1.92% | 1.77% | 2.54% | 2.32% | 2.04% | 2.56% | 2.28% | 2.23% | 2.47% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $1.56 | $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 |
| 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 | $1.71 |
| 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 | $2.44 |
| 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 | $1.89 |
| 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 | $1.72 |
| 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 | $1.86 |
| 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 | $1.58 |
| 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 | $1.53 |
| 2013 | $0.72 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $1.57 |
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.
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 3.91%.
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 | 339 | Feb 22, 2024 | 537 |
| -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
Volatility Chart
The current iShares MSCI Global Min Vol Factor ETF volatility is 2.54%, 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.