iShares Edge MSCI Multifactor Global ETF (ACWF)

27.48 +0.38  +1.40% NYSE Arca May 27, 11:39 Delayed 2m USD
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Key Stats

Net Asset Value 27.24
Discount or Premium to NAV -0.51%
Turnover Ratio 43.00%
1 Year Fund Level Flows -4.763M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 5.10% 6.07% 5.64% 64
3M -8.40% -7.82% -12.95% 65
6M -10.63% -10.19% -7.79% 64
YTD -13.14% -12.52% -11.30% 64
1Y -1.07% -0.66% -1.23% 58
3Y 2.25% 2.52% 3.61% 59
5Y 3.43% 3.59% 3.96% 59
10Y -- -- 7.99% --
15Y -- -- 5.79% --
20Y -- -- 5.01% --
As of May 26, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.69% 0.69% 0.00%
Stock 99.07% 99.07% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.24% 0.24% 0.00%
As of May 22, 2020

Region Exposure

Americas 61.01%
North America 59.87%
Latin America 1.14%
Greater Europe 16.89%
United Kingdom 4.86%
Europe Developed 9.80%
Europe Emerging 0.92%
Africa/Middle East 1.31%
Greater Asia 22.10%
Japan 3.23%
Australasia 4.01%
Asia Developed 4.69%
Asia Emerging 10.17%
Market Classification
% Developed Markets 86.80%
% Emerging Markets 13.20%
As of May 22, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 6.42%
Communication Services 3.83%
Consumer Cyclical 11.10%
Consumer Defensive 8.05%
Energy 1.95%
Financial Services 14.09%
Healthcare 15.77%
Industrials 9.47%
Real Estate 3.79%
Technology 22.39%
Utilities 3.13%
As of May 22, 2020

Stock Market Capitalization

Giant 16.72%
Large 42.42%
Medium 39.66%
Small 1.20%
Micro 0.01%
As of May 22, 2020

Stock Style Exposure

Large Cap Value 28.09%
Large Cap Blend 20.35%
Large Cap Growth 11.10%
Mid Cap Value 18.40%
Mid Cap Blend 10.28%
Mid Cap Growth 10.58%
Small Cap Value 0.72%
Small Cap Blend 0.44%
Small Cap Growth 0.04%
As of May 22, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
INTC Intel Corp 3.05% 61.60 -1.19%
ROG Roche Holding AG Dividend Right Cert. 2.86% -- --
INTU Intuit Inc 1.68% 271.98 -3.62%
ACN Accenture PLC Class A 1.64% 197.04 +0.33%
00939 China Construction Bank Corp Class H 1.63% -- --
TGT Target Corp 1.38% 114.49 -0.55%
BIIB Biogen Inc 1.30% 294.52 -0.46%
RIO Rio Tinto PLC 1.29% -- --
MU Micron Technology Inc 1.18% 44.23 -3.43%
00941 China Mobile Ltd 1.09% -- --
As of May 22, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI ACWI Diversified Multiple-Factor Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. The underlying index is designed to contain equity securities from the MSCI ACWI Index (the "parent index") that have high exposure to four investment style factors: value, quality, momentum and low size, while maintaining a level of risk similar to that of the parent index.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name World Large Stock
Prospectus Objective Growth and Income
Fund Owner Firm Name iShares
Benchmark Index
MSCI ACWI Diversified Multi-Fact NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 4.04 yrs
Amy Whitelaw 1.42 yrs
Greg Savage 5.01 yrs
Jennifer Hsui 5.01 yrs
Rachel Aguirre 1.42 yrs

Net Fund Flows

1M 0.00
3M 1.161M
6M 1.161M
YTD 1.161M
1Y -4.763M
3Y 85.98M
5Y 103.23M
10Y --
As of April 30, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 34.12%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.1468
30-Day Rolling Volatility 30.47%
Daily Value at Risk (VaR) 1% (All) 3.55%
Monthly Value at Risk (VaR) 1% (All) 18.37%

Fundamentals

Dividend Yield TTM (5-27-20) 2.74%
30-Day SEC Yield (4-30-18) 1.54%
7-Day SEC Yield --
Weighted Average PE Ratio 13.53
Weighted Average Price to Sales Ratio 0.9876
Weighted Average Price to Book Ratio 1.722
Weighted Median ROE 23.22%
Weighted Median ROA 10.18%
Forecasted Dividend Yield 2.90%
Forecasted PE Ratio 14.12
Forecasted Price to Sales Ratio 0.9446
Forecasted Price to Book Ratio 1.626
Number of Holdings 498
As of May 22, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 7.37%
Forecasted Book Value Growth -7.63%
Forecasted Cash Flow Growth 4.11%
Forecasted Earnings Growth 7.78%
Forecasted Revenue Growth 5.58%
As of May 22, 2020

Comparables

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Attributes

Key Dates
Inception Date 4/28/2015
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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