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
Technology Services
Health Technology
Communications
Stocks99.70%
Finance16.50%
Technology Services12.02%
Health Technology10.96%
Communications10.83%
Electronic Technology9.64%
Consumer Non-Durables7.83%
Utilities5.66%
Retail Trade5.32%
Distribution Services2.84%
Industrial Services2.77%
Consumer Services2.50%
Health Services2.25%
Transportation2.24%
Energy Minerals2.11%
Commercial Services2.07%
Process Industries1.42%
Consumer Durables1.25%
Non-Energy Minerals0.84%
Producer Manufacturing0.55%
Miscellaneous0.10%
Bonds, Cash & Other0.30%
Cash0.30%
Miscellaneous0.00%
Stock breakdown by region
North America61.02%
Asia31.42%
Europe5.37%
Middle East2.03%
Latin America0.10%
Oceania0.05%
Africa0.00%
Top 10 holdings
Dividends
Dividend payout history