ACWF iShares MSCI Global Multifactor ETF
ACWF Fund Description
ACWF tracks an index of large- and mid-cap global equities. Stocks are selected and weighted to increase exposure to 4 factors (quality, value, momentum and small size) while maintaining similar characteristics to the MSCI ACWI Index.
ACWF Factset Analytics Insight
ACWF offers a multi-factor take on global equities. The underlying index is a subset of the MSCI ACWI Index, a total market index that tracks the developed and emerging equity markets. Eligible securities will be given a composite score according to the four style factors—quality, value, momentum, and low size derived from the global equity model. Quality score is measured by the company’s profitability, earnings variability, investability, and leverage ratios, whereas value is based on book-to-price and earnings yield. Momentum score refers to the performance of the securities as compared to the global market over a period of time, and low size score measures the market value of a company against other eligible constituents. The fund uses an optimization process to increase exposure to the factors without exceeding the expected risk of the ACWI index. The index rebalances on a semi-annual basis.
ACWF Summary Data
ACWF Portfolio Data
ACWF Index Data
ACWF Portfolio Management
ACWF Tax Exposures
ACWF Fund Structure
ACWF Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of ACWF. ACWF is rated a 4 out of 5.
ACWF Sector/Industry Breakdown
ACWF Economic Development
ACWF Performance Statistics
ACWF Benchmark Comparison Summary
ACWF Benchmark Comparison Market Cap Size