Key stats
About ISHARES MSCI MIN VOL GLOBAL INDEX UNIT
Expense ratio
0.49%
Home page
Inception date
Apr 5, 2016
The fund 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. In seeking long-term capital growth, it tracks the MSCI ACWI Minimum Volatility Index which covers equity securities in both emerging and developed markets, including large- and mid-cap stocks, that have low volatility. 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. It 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.
Classification
What's in the fund
Exposure type
Miscellaneous
ETF
Stock breakdown by region