ACWViShares MSCI Global Min Vol Factor ETF
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.
ACWV Portfolio Data
ACWV Index Data
ACWV Portfolio Management
ACWV Tax Exposures
ACWV Fund Structure
ACWV Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
ACWV Economic Development
ACWV Performance Statistics
ACWV MSCI ESG Ratings
ACWV Benchmark Comparison Summary
ACWV Benchmark Comparison Market Cap Size