iShares Edge MSCI Min Vol Global ETF (ACWV)

99.35 +0.09  +0.09% BATS Feb 19, 16:59 Delayed 2m USD
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Key Stats

Net Asset Value 99.35
Discount or Premium to NAV -0.09%
Turnover Ratio 21.00%
1 Year Fund Level Flows 1.212B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.99% 1.20% 1.22% 20
3M 5.41% 5.39% 7.27% 58
6M 8.70% 9.08% 16.21% 95
YTD 3.58% 3.49% 2.77% 33
1Y 17.21% 17.79% 18.32% 47
3Y 12.11% 12.05% 11.23% 36
5Y 9.31% 9.41% 7.93% 26
10Y -- -- 9.38% --
15Y -- -- 6.79% --
20Y -- -- 5.53% --
As of Feb. 18, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.33% 0.33% 0.00%
Stock 99.67% 99.67% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Feb. 14, 2020

Region Exposure

Americas 57.63%
North America 57.08%
Latin America 0.56%
Greater Europe 15.10%
United Kingdom 1.09%
Europe Developed 11.77%
Europe Emerging 0.37%
Africa/Middle East 1.86%
Greater Asia 27.27%
Japan 11.47%
Australasia 0.60%
Asia Developed 8.01%
Asia Emerging 7.18%
Market Classification
% Developed Markets 91.02%
% Emerging Markets 8.98%
As of Feb. 14, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.42%
Communication Services 10.83%
Consumer Cyclical 6.65%
Consumer Defensive 13.65%
Energy 0.61%
Financial Services 21.00%
Healthcare 7.35%
Industrials 8.84%
Real Estate 9.28%
Technology 8.60%
Utilities 8.78%
As of Feb. 14, 2020

Stock Market Capitalization

Giant 29.67%
Large 49.56%
Medium 20.69%
Small 0.08%
Micro 0.00%
As of Feb. 14, 2020

Stock Style Exposure

Large Cap Value 28.18%
Large Cap Blend 37.01%
Large Cap Growth 14.16%
Mid Cap Value 6.50%
Mid Cap Blend 9.28%
Mid Cap Growth 4.79%
Small Cap Value 0.00%
Small Cap Blend 0.08%
Small Cap Growth 0.00%
As of Feb. 14, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
WM Waste Management Inc 1.15% 125.62 -0.48%
NESN Nestle SA 1.10% -- --
SREN Swiss Re AG 1.10% -- --
ED Consolidated Edison Inc 1.08% 93.87 -0.51%
PEP PepsiCo Inc 1.02% 145.54 -0.04%
NEE NextEra Energy Inc 1.00% 275.10 -2.46%
MCD McDonald's Corp 0.99% 215.79 -0.17%
V Visa Inc Class A 0.97% 213.31 +1.00%
9437 NTT DOCOMO Inc 0.96% -- --
KO Coca-Cola Co 0.90% 59.99 +0.77%
As of Feb. 14, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI ACWI Minimum Volatility (USD) 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 index measures the combined performance of equity securities in both developed and emerging markets that, in the aggregate, have lower volatility relative to the large- and mid-cap developed and emerging markets.
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 World Stock
Fund Owner Firm Name iShares
Benchmark Index
MSCI ACWI Minimum Vol (USD) NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.80 yrs
Amy Whitelaw 1.09 yrs
Greg Savage 8.29 yrs
Jennifer Hsui 7.09 yrs
Rachel Aguirre 1.09 yrs

Net Fund Flows

1M -78.38M
3M -147.25M
6M 366.01M
YTD -78.38M
1Y 1.212B
3Y 1.357B
5Y 2.758B
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) 0.5016
Max Drawdown (All) 11.15%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.548
30-Day Rolling Volatility 6.50%
Daily Value at Risk (VaR) 1% (All) 1.76%
Monthly Value at Risk (VaR) 1% (All) 5.55%

Fundamentals

Dividend Yield TTM (2-19-20) 2.45%
30-Day SEC Yield (4-30-18) 2.11%
7-Day SEC Yield --
Weighted Average PE Ratio 21.72
Weighted Average Price to Sales Ratio 1.890
Weighted Average Price to Book Ratio 2.270
Weighted Median ROE 18.57%
Weighted Median ROA 6.72%
Forecasted Dividend Yield 2.80%
Forecasted PE Ratio 18.94
Forecasted Price to Sales Ratio 1.810
Forecasted Price to Book Ratio 2.111
Number of Holdings 479
As of Feb. 14, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 7.64%
Forecasted Book Value Growth 4.88%
Forecasted Cash Flow Growth 2.82%
Forecasted Earnings Growth 3.24%
Forecasted Revenue Growth 3.56%
As of Feb. 14, 2020

Comparables

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Attributes

Key Dates
Inception Date 10/18/2011
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 12/30/2019
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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