ACWF

iShares Edge MSCI Multifactor Global 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 that aims to stay within shouting distance of its parent index, the cap-weighted MSCI ACWI index. The ETF aims to enhance exposure to 4 popular factors— quality, value, momentum and size—subject to constraints on performance and exposure. Regarding performance, the fund uses an optimizer to boost exposure to the factors without exceeding the expected risk of the ACWI index. Regarding exposure, ACWF has constraints in place to keep country, sector and single-stock biases in check. The portfolio's modest tilts and broad, cap-weighted exposure suggest it's designed as a core long-term equity allocation rather than a short-term factor play. ACWF charges a reasonable fee and trades with workable volume, though sometimes-wide spreads can add significantly to round-trip costs.

ACWF MSCI ESG Analytics Insight

iShares Edge MSCI Multifactor Global ETF has an MSCI ESG Fund Rating of A based on a score of 5.73 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 Edge MSCI Multifactor Global ETF ranks in the 53th percentile within its peer group and in the 19th 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.

ACWF Charts And Performance

Price Chart ($)
Total Return Chart (%)
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All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ACWF Summary Data

Blackrock
iShares
04/30/15
Open-Ended Fund
0.35%
$104.51M
$496.72K
0.58%

ACWF Portfolio Data

$46.65B
11.15
1.51
2.82%
06/15/20
456

ACWF Index Data

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

ACWF Portfolio Management

0.35%
-0.05%
0.18%
-0.87%

ACWF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ACWF Fund Structure

Open-Ended Fund
No
Yes
80% / 20%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

ACWF Factset Analytics Block Liquidity

As of 05/26/20
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

20,315
$496.72K
13,182
$350.69K
0.58%
$0.15
-0.05%
1.24% / -1.07%
None
66.00%
50,000
0.26
0.53%
0.01%
0
$26.65
5

ACWF Top 10 Holdings[View All]

0%

ACWF Performance Statistics

0.99
1.00
1.02
0.97
0.22%
MSCI ACWI + Frontier Markets IMI Index

ACWF MSCI ESG Ratings

5.73 / 10
19.34
52.61
5.47%
4.86%
252.07

ACWF Benchmark Comparison Holdings

456
9116
455
9.68%

ACWF Benchmark Comparison Summary


ACWF
Segment Benchmark
456
9116
$46.65B
$156.46B
11.15
16.41
1.51
1.73
3.12%
3.05%
Low
Low

ACWF Benchmark Comparison Market Cap Size


ACWF
Segment Benchmark
56.21%
73.31%
40.23%
18.37%
3.55%
6.92%
0.01%
1.40%