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.

PERFORMANCE [as of 08/12/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ACWV 4.87% 4.27% -7.27% -3.87% 4.73% 6.66% 8.41%
ACWV (NAV) 5.07% 4.21% -7.31% -3.86% 4.59% 6.66% 8.47%
MSCI ACWI Minimum Volatility Index 4.92% 3.96% -7.57% -4.07% 4.40% 6.46% 8.21%
MSCI ACWI + Frontier Markets IMI Index 10.77% 7.60% -11.91% -9.35% 10.79% 8.58% 9.43%
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%
$4.64B
$24.82M
0.05%

ACWV Portfolio Data

$110.02B
17.33
2.67
2.01%
12/13/22
385

ACWV Index Data

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

ACWV Portfolio Management

0.20%
0.02%
0.10%
-0.23%

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 08/15/22
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

261,131
$24.82M
188,210
$18.09M
0.05%
$0.05
-0.01%
0.27% / -0.44%
None
63.00%
100,000
1.88
0.04%
0.12%
140
$99.48
5

ACWV Sector/Industry Breakdown


ACWV
Segment Benchmark
15.80%
--
12.88%
--
10.29%
--
10.03%
--
9.81%
--
8.00%
--
7.58%
--
5.81%
--
3.25%
--
2.89%
--

ACWV Top 10 Holdings[View All]

1.34%
1.32%
12.69%

ACWV Countries


ACWV
Segment Benchmark
55.73%
59.78%
10.28%
5.89%
6.21%
2.36%
5.40%
1.90%
5.16%
3.46%
4.38%
1.59%
2.38%
3.29%
1.51%
0.49%
1.29%
0.42%
1.23%
0.48%

ACWV Regions


ACWV
Segment Benchmark
58.11%
63.07%
29.40%
18.34%
9.65%
16.03%
2.85%
1.57%
--
1.00%

ACWV Economic Development


ACWV
Segment Benchmark
90.32%
94.55%
9.68%
5.45%

ACWV Performance Statistics

0.73
0.53
0.54
0.53
0.56%
MSCI ACWI + Frontier Markets IMI Index

ACWV Benchmark Comparison Holdings

385
9492
384
19.82%

ACWV Benchmark Comparison Summary


ACWV
Segment Benchmark
385
9492
$110.02B
$290.03B
17.33
15.97
2.67
2.30
2.36%
2.02%
Low
Low

ACWV Benchmark Comparison Market Cap Size


ACWV
Segment Benchmark
85.54%
79.64%
14.39%
14.60%
0.07%
5.24%
0.00%
0.52%