iShares MSCI Global Min Vol Factor ETF

No trades
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Key stats

Assets under management (AUM)
‪4.25 B‬USD
Fund flows (1Y)
‪−498.59 M‬USD
Dividend yield (indicated)
2.33%
Discount/Premium to NAV
0.06%

About iShares MSCI Global Min Vol Factor ETF

Issuer
BlackRock, Inc.
Brand
iShares
Expense ratio
0.20%
Home page
Inception date
Oct 18, 2011
Index tracked
MSCI AC World Minimum Volatility (USD)
Management style
Passive
ISIN
US4642865251
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.

Classification

Asset Class
Equity
Category
Size and style
Focus
Total market
Niche
Broad-based
Strategy
Low volatility
Weighting scheme
Multi-factor
Selection criteria
Multi-factor
What's in the fund
Exposure type
StocksBonds, Cash & Other
Finance
Health Technology
Technology Services
Communications
Stock breakdown by region
0.1%0.1%59%5%2%32%
Summarizing what the indicators are suggesting.
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Oscillators
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Summary
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy
Moving Averages
Neutral
SellBuy
Strong sellStrong buy
Strong sellSellNeutralBuyStrong buy