ACWF

iShares MSCI Global Multifactor ETF
*Unless otherwise stated, data provided by FactSet.

ACWF Fund Description

ACWF tracks an index of large- and midcap 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 MSCI ESG Analytics Insight

iShares MSCI Global Multifactor ETF has an MSCI ESG Fund Rating of AA based on a score of 7.79 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. iShares MSCI Global Multifactor ETF ranks in the 70th percentile within its peer group and in the 46th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ACWF MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 01/14/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ACWF 2.69% 7.85% -0.54% 13.24% 15.25% 11.61% --
ACWF (NAV) 3.11% 4.67% -0.66% 12.97% 15.24% 11.98% --
MSCI ACWI Diversified Multiple-Factor Index 2.91% 4.77% -0.77% 13.33% 15.52% 12.12% 11.67%
MSCI ACWI + Frontier Markets IMI Index 1.47% 2.12% -1.42% 13.41% 18.15% 13.25% 11.46%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ACWF Summary Data

Blackrock
iShares
04/28/15
Open-Ended Fund
0.35%
$151.60M
$643.00K
0.16%

ACWF Portfolio Data

$134.02B
11.90
1.99
1.92%
03/24/22
469

ACWF Index Data

Multi-Factor
Multi-Factor
MSCI ACWI + Frontier Markets IMI Index

ACWF Portfolio Management

0.35%
-0.37%
1.05%
-1.05%

ACWF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ACWF Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

ACWF Factset Analytics Block Liquidity

As of 01/17/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of ACWF. ACWF is rated a 5 out of 5.

ACWF Tradability

16,739
$643.00K
10,132
$390.29K
0.16%
$0.06
0.33%
0.88% / -0.13%
None
67.00%
50,000
0.20
0.37%
0.03%
0
$38.81
5

ACWF Sector/Industry Breakdown


ACWF
Segment Benchmark
28.38%
26.98%
13.85%
13.63%
13.26%
10.59%
11.63%
16.95%
11.38%
10.84%
8.42%
4.85%
5.92%
6.13%
2.29%
1.70%
1.93%
2.58%
1.74%
3.69%

ACWF Top 10 Holdings[View All]

Apple Inc. 1.80%
Anthem, Inc. 1.53%
1.18%
1.16%
16.24%

ACWF Countries


ACWF
Segment Benchmark
58.96%
59.94%
7.40%
3.59%
6.17%
6.12%
4.28%
1.55%
3.07%
2.68%
2.99%
3.95%
2.67%
1.22%
2.05%
1.90%
2.05%
2.63%
1.71%
1.83%

ACWF Regions


ACWF
Segment Benchmark
62.03%
62.62%
24.09%
18.31%
12.12%
16.98%
1.59%
1.33%
0.17%
0.77%

ACWF Economic Development


ACWF
Segment Benchmark
92.53%
94.72%
7.47%
5.28%

ACWF Performance Statistics

0.89
1.08
1.07
0.99
0.25%
MSCI ACWI + Frontier Markets IMI Index

ACWF MSCI ESG Ratings

7.79 / 10
45.58
69.52
4.32%
--
179.55

ACWF Benchmark Comparison Holdings

469
9489
468
12.09%

ACWF Benchmark Comparison Summary


ACWF
Segment Benchmark
469
9489
$134.02B
$363.22B
11.90
22.11
1.99
2.79
2.22%
1.71%
Low
Low

ACWF Benchmark Comparison Market Cap Size


ACWF
Segment Benchmark
76.99%
80.64%
22.63%
14.32%
0.37%
4.69%
0.00%
0.36%