ACWV

iShares MSCI Global Min Vol Factor ETF
*Unless otherwise stated, data provided by FactSet.

ACWV Fund Description

ACWV tracks an index of large- and midcap global stocks selected and weighted to create a low volatility portfolio.

ACWV Factset Analytics Insight

ACWV uses global stock co-movements to identify the least volatile portfolio but sets limits to keep the basket from straying too far from the market. Consistent with its low-volatility mandate, ACWV tilts toward stable sectors like utilities, telecom and consumer non-cyclicals, while underweighting technology. Index selection begins with the MSCI All Country World Index, securities are optimized to produce the lowest absolute volatility for a given set of constraints. The index is weighted using a multi-factor risk model and will generally have a lower cap and low idiosyncratic risk bias. The index is rebalanced semi-annually starting each May.

ACWV MSCI ESG Analytics Insight

iShares MSCI Global Min Vol Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.42 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 Min Vol Factor ETF ranks in the 63th percentile within its peer group and in the 47th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ACWV 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 06/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ACWV 1.74% 6.92% 7.79% 20.29% 9.65% 9.55% --
ACWV (NAV) 1.15% 5.59% 6.89% 18.26% 9.24% 9.38% --
MSCI ACWI Minimum Volatility Index 1.60% 5.89% 7.17% 18.50% 9.14% 9.23% 9.47%
MSCI ACWI + Frontier Markets IMI Index 2.91% 6.11% 12.45% 39.75% 13.27% 14.91% 10.35%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ACWV Summary Data

Blackrock
iShares
10/18/11
Open-Ended Fund
0.20%
$5.35B
$18.04M
0.04%

ACWV Portfolio Data

$91.56B
26.61
2.88
1.68%
06/10/21
372

ACWV Index Data

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

ACWV Portfolio Management

0.20%
0.24%
1.17%
-0.24%

ACWV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ACWV Fund Structure

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

ACWV Factset Analytics Block Liquidity

As of 06/17/21
5
4
3
2
1

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

ACWV Tradability

176,412
$18.04M
137,142
$13.98M
0.04%
$0.04
-0.03%
0.38% / -0.84%
None
62.00%
100,000
1.37
0.00%
0.08%
276
$102.71
5

ACWV Sector/Industry Breakdown


ACWV
Segment Benchmark
14.87%
17.63%
14.60%
25.45%
14.37%
10.99%
11.67%
6.60%
11.45%
11.52%
9.98%
2.02%
9.00%
13.64%
7.93%
2.74%
5.57%
5.35%
0.48%
3.54%

ACWV Top 10 Holdings[View All]

1.54%
1.29%
1.08%
11.93%

ACWV Countries


ACWV
Segment Benchmark
54.26%
57.99%
10.82%
6.51%
5.43%
4.40%
5.14%
2.32%
4.60%
1.90%
3.57%
2.93%
2.84%
1.28%
1.51%
0.58%
1.16%
0.35%
1.11%
0.35%

ACWV Regions


ACWV
Segment Benchmark
57.83%
60.92%
28.12%
19.66%
11.65%
17.12%
2.22%
1.30%
0.17%
1.01%

ACWV Economic Development


ACWV
Segment Benchmark
92.42%
94.69%
7.58%
5.31%

ACWV Performance Statistics

0.73
0.60
0.60
0.68
0.45%
MSCI ACWI + Frontier Markets IMI Index

ACWV MSCI ESG Ratings

6.42 / 10
47.44
62.70
6.72%
9.56%
293.82

ACWV Benchmark Comparison Holdings

372
8996
372
19.13%

ACWV Benchmark Comparison Summary


ACWV
Segment Benchmark
372
8996
$91.56B
$284.92B
26.61
37.11
2.88
2.80
2.21%
1.64%
Low
Low

ACWV Benchmark Comparison Market Cap Size


ACWV
Segment Benchmark
85.61%
80.22%
14.33%
14.95%
0.06%
4.47%
0.00%
0.36%