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iShares MSCI Global Min Vol Factor ETF (ACWV)

ETF · Currency in USD · Last updated Nov 26, 2022

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

ISINUS4642865251
CUSIP464286525
IssueriShares
Inception DateOct 18, 2011
RegionDeveloped Markets (Broad)
CategoryLarge Cap Blend Equities
Expense Ratio0.20%
Index TrackedMSCI AC World Minimum Volatility (USD)
ETF Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$97.34
Year Range$87.85 - $107.32
EMA (50)$93.40
EMA (200)$96.86
Average Volume$189.74K

ACWVShare Price Chart


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ACWVPerformance

The chart shows the growth of $10,000 invested in iShares MSCI Global Min Vol Factor ETF in Oct 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,873 for a total return of roughly 138.73%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-0.57%
-2.56%
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

ACWVCompare to other instruments

Search for stocks, ETFs, and funds to compare with ACWV

Popular comparisons: ACWV vs. VT, ACWV vs. DIA

ACWVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M7.09%4.33%
6M-0.04%-0.78%
YTD-8.83%-15.53%
1Y-6.15%-14.36%
5Y5.44%9.13%
10Y8.17%11.10%

ACWVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.57%-1.99%3.51%-4.49%-0.82%-3.97%3.35%-2.92%-6.60%4.71%5.51%
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%
20201.24%-7.06%-10.90%7.36%2.89%-0.26%3.91%2.26%-1.24%-2.67%6.44%2.62%
20195.14%2.54%2.13%0.87%-1.04%4.29%-0.12%1.74%1.22%0.96%-0.22%1.90%
20183.08%-4.00%0.46%-0.42%0.36%0.20%3.26%1.27%1.17%-4.68%3.38%-5.02%
20171.87%3.19%1.05%1.09%2.92%-0.39%1.85%0.87%0.15%1.50%2.37%0.74%
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%
20151.32%3.00%-0.21%1.61%-0.89%-2.48%2.07%-5.15%-0.76%5.39%-0.84%0.22%
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%
20134.28%2.21%4.55%3.03%-4.82%-0.41%3.16%-3.02%3.30%3.96%-0.06%0.50%
20121.83%2.70%1.74%0.15%-3.17%3.42%2.02%0.81%1.32%-0.28%0.23%-0.43%
2011-2.12%-3.18%4.55%

ACWVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI Global Min Vol Factor ETF Sharpe ratio is -0.42. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.00JuneJulyAugustSeptemberOctoberNovember
-0.42
-0.60
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

ACWVDividend History

iShares MSCI Global Min Vol Factor ETF granted a 2.04% dividend yield in the last twelve months. The annual payout for that period amounted to $2.00 per share.


PeriodTTM20212020201920182017201620152014201320122011
Dividend$2.00$2.08$1.71$2.44$1.89$1.72$1.86$1.58$1.53$1.57$1.08$0.26

Dividend yield

2.04%1.94%1.82%2.67%2.50%2.24%2.88%2.63%2.62%2.97%2.41%0.65%

ACWVDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-8.83%
-16.06%
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)

ACWVWorst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI Global Min Vol Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares MSCI Global Min Vol Factor ETF is 28.82%, recorded on Mar 23, 2020. It took 202 trading sessions for the portfolio to recover.


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
-8.4%Jan 29, 20189Feb 8, 2018150Sep 13, 2018159
-7.91%Aug 12, 201678Dec 1, 201670Mar 15, 2017148
-7.8%Oct 28, 201117Nov 23, 201127Jan 23, 201244
-6.17%Nov 18, 201352Feb 3, 201422Mar 6, 201474
-5.78%Apr 3, 201239Jun 1, 201212Jun 19, 201251

ACWVVolatility Chart

Current iShares MSCI Global Min Vol Factor ETF volatility is 7.82%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.82%
12.31%
ACWV (iShares MSCI Global Min Vol Factor ETF)
Benchmark (^GSPC)