iShares Edge MSCI World Multifactor UCITS (IFSW.L)
IFSW.L is a passive ETF by iShares tracking the investment results of the MSCI ACWI NR USD. IFSW.L launched on Sep 4, 2015 and has a 0.55% expense ratio.
ETF Info
| ISIN | IE00BZ0PKT83 |
|---|---|
| Issuer | iShares |
| Inception Date | Sep 4, 2015 |
| Category | Global Equities |
| Leveraged | 1x |
| Index Tracked | MSCI ACWI NR USD |
| Asset Class | Equity |
Expense Ratio
IFSW.L features an expense ratio of 0.55%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: IFSW.L vs. GERD.DE, IFSW.L vs. VOO, IFSW.L vs. HWWD.L, IFSW.L vs. CSPX.L, IFSW.L vs. IJR, IFSW.L vs. QWLD, IFSW.L vs. URTH, IFSW.L vs. IWDA.L, IFSW.L vs. JPGL.L
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares Edge MSCI World Multifactor UCITS, 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 Edge MSCI World Multifactor UCITS had a return of 16.19% year-to-date (YTD) and 23.13% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 16.19% | 18.13% |
| 1 month | 2.85% | 1.45% |
| 6 months | 7.97% | 8.81% |
| 1 year | 23.13% | 26.52% |
| 5 years (annualized) | 9.92% | 13.43% |
| 10 years (annualized) | N/A | 10.88% |
Monthly Returns
The table below presents the monthly returns of IFSW.L, 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 | 1.90% | 3.14% | 4.30% | -4.05% | 2.15% | 3.05% | 2.07% | 1.98% | 16.19% | ||||
| 2023 | 6.06% | -1.75% | 0.43% | 1.17% | -3.40% | 6.07% | 3.29% | -1.93% | -2.92% | -3.75% | 7.25% | 4.74% | 15.35% |
| 2022 | -7.40% | 0.18% | 3.70% | -6.34% | -1.40% | -9.57% | 6.91% | -2.79% | -7.85% | 7.83% | 4.29% | -2.77% | -15.89% |
| 2021 | 0.55% | 2.98% | 4.57% | 3.75% | 2.31% | -0.56% | 1.39% | 1.98% | -4.55% | 3.14% | -1.78% | 5.96% | 21.06% |
| 2020 | -1.64% | -9.28% | -11.66% | 8.46% | 4.13% | 1.84% | 4.73% | 5.00% | -1.81% | -2.49% | 11.13% | 4.33% | 10.70% |
| 2019 | 8.55% | 2.99% | -0.92% | 2.04% | -6.21% | 6.99% | 1.10% | -3.88% | 2.14% | 2.02% | 3.88% | 1.79% | 21.44% |
| 2018 | 4.24% | -2.42% | -1.86% | 0.94% | 0.75% | -1.70% | 2.22% | 0.49% | 0.16% | -8.09% | -0.15% | -6.97% | -12.34% |
| 2017 | 1.39% | 3.36% | 0.91% | 1.91% | 2.05% | 0.21% | 2.77% | 0.42% | 3.12% | 3.45% | 2.62% | 1.55% | 26.45% |
| 2016 | -7.83% | 0.97% | 6.18% | -0.29% | 0.97% | -2.70% | 4.06% | 0.50% | 1.32% | -2.23% | 2.21% | 2.06% | 4.59% |
| 2015 | -2.46% | 7.35% | 0.47% | -0.94% | 4.21% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IFSW.L is 73, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS (IFSW.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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 Edge MSCI World Multifactor UCITS. 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 Edge MSCI World Multifactor UCITS was 34.49%, occurring on Mar 23, 2020. Recovery took 158 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.49% | Feb 20, 2020 | 23 | Mar 23, 2020 | 158 | Nov 9, 2020 | 181 |
| -24.41% | Jan 6, 2022 | 182 | Sep 27, 2022 | 346 | Feb 9, 2024 | 528 |
| -20.36% | Jan 29, 2018 | 231 | Dec 24, 2018 | 247 | Dec 16, 2019 | 478 |
| -14.4% | Dec 3, 2015 | 48 | Feb 11, 2016 | 126 | Aug 11, 2016 | 174 |
| -7.76% | Sep 7, 2021 | 22 | Oct 6, 2021 | 27 | Nov 12, 2021 | 49 |
Volatility
Volatility Chart
The current iShares Edge MSCI World Multifactor UCITS volatility is 3.92%, 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.