Key stats
About iShares MSCI Global Min Vol Factor ETF
Expense ratio
0.20%
Home page
Inception date
Oct 18, 2011
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
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Health Technology
Technology Services
Communications
Stocks99.77%
Finance15.50%
Health Technology11.84%
Technology Services11.58%
Communications10.60%
Consumer Non-Durables9.30%
Electronic Technology6.47%
Utilities6.34%
Retail Trade5.51%
Transportation3.52%
Industrial Services3.24%
Consumer Services2.79%
Distribution Services2.70%
Energy Minerals2.21%
Commercial Services1.96%
Process Industries1.75%
Health Services1.70%
Consumer Durables1.37%
Non-Energy Minerals0.88%
Producer Manufacturing0.50%
Bonds, Cash & Other0.23%
Cash0.23%
Miscellaneous0.00%
Stock breakdown by region
North America59.77%
Asia32.39%
Europe5.59%
Middle East2.04%
Latin America0.12%
Oceania0.10%
Africa0.00%
Top 10 holdings
Dividends
Dividend payout history