ACWF iShares MSCI Global Multifactor ETF

*Unless otherwise stated, data provided by FactSet.

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.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ACWF -9.58% -6.13% -24.25% -19.29% 2.71% 2.38% --
ACWF (NAV) -9.67% -6.03% -23.99% -19.14% 2.62% 2.56% --
MSCI ACWI Diversified Multiple-Factor Index -9.67% -6.15% -24.13% -19.29% 2.85% 2.66% 7.64%
MSCI ACWI + Frontier Markets IMI Index -10.18% -7.02% -25.19% -21.11% 3.92% 4.30% 7.32%
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%
$107.60M
$420.84K
0.20%

ACWF Portfolio Data

$120.71B
9.96
1.75
2.48%
12/13/22
525

ACWF Index Data

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

ACWF Portfolio Management

0.35%
-0.38%
0.07%
-0.67%

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 09/30/22
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 4 out of 5.

ACWF Tradability

13,208
$420.84K
6,818
$223.19K
0.20%
$0.06
0.05%
0.60% / -1.42%
None
69.42%
50,000
0.14
0.37%
0.02%
0
$29.41
4

ACWF Sector/Industry Breakdown


ACWF
Segment Benchmark
17.71%
--
15.90%
--
8.78%
--
6.13%
--
6.10%
--
5.80%
--
5.68%
--
5.16%
--
4.52%
--
4.28%
--

ACWF Top 10 Holdings[View All]

Apple Inc. 2.24%
Humana Inc. 1.39%
1.07%
16.33%

ACWF Countries


ACWF
Segment Benchmark
59.68%
60.94%
7.81%
3.43%
5.16%
5.93%
5.00%
3.14%
3.40%
1.79%
2.84%
3.86%
2.28%
0.93%
1.73%
2.11%
1.49%
1.36%
1.43%
2.42%

ACWF Regions


ACWF
Segment Benchmark
64.68%
64.08%
22.13%
18.23%
10.31%
15.06%
1.94%
1.64%
0.78%
0.94%

ACWF Economic Development


ACWF
Segment Benchmark
91.24%
92.56%
8.60%
7.39%

ACWF Performance Statistics

0.95
0.93
0.91
0.91
0.24%
MSCI ACWI + Frontier Markets IMI Index

ACWF Benchmark Comparison Holdings

525
9535
502
13.10%

ACWF Benchmark Comparison Summary


ACWF
Segment Benchmark
525
9535
$120.71B
$303.71B
9.96
15.94
1.75
2.40
2.40%
2.09%
Low
Low

ACWF Benchmark Comparison Market Cap Size


ACWF
Segment Benchmark
76.63%
79.31%
22.75%
14.77%
0.18%
5.24%
0.00%
0.59%