iShares Edge MSCI Min Vol Global ETF (ACWV)

79.20 +1.26  +1.62% BATS Apr 2, 11:46 Delayed 2m USD
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Key Stats

Net Asset Value 78.36
Discount or Premium to NAV -0.54%
Turnover Ratio 21.00%
1 Year Fund Level Flows 1.387B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -13.56% -12.84% -13.95% 13
3M -18.67% -18.38% -20.92% 17
6M -15.94% -15.55% -14.49% 40
YTD -18.67% -18.38% -20.92% 17
1Y -10.79% -10.18% -11.61% 27
3Y 2.70% 2.93% 1.28% 26
5Y 4.10% 4.28% 2.49% 21
10Y -- -- 5.81% --
15Y -- -- 5.01% --
20Y -- -- 3.95% --
As of April 1, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.66% 0.67% 0.01%
Stock 99.34% 99.34% 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 March 30, 2020

Region Exposure

Americas 56.59%
North America 56.17%
Latin America 0.42%
Greater Europe 15.57%
United Kingdom 1.48%
Europe Developed 11.82%
Europe Emerging 0.42%
Africa/Middle East 1.85%
Greater Asia 27.85%
Japan 12.72%
Australasia 0.61%
Asia Developed 8.12%
Asia Emerging 6.40%
Market Classification
% Developed Markets 91.88%
% Emerging Markets 8.12%
As of March 30, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.90%
Communication Services 11.77%
Consumer Cyclical 6.17%
Consumer Defensive 14.91%
Energy 0.51%
Financial Services 18.50%
Healthcare 7.87%
Industrials 8.77%
Real Estate 8.18%
Technology 9.20%
Utilities 9.21%
As of March 30, 2020

Stock Market Capitalization

Giant 30.88%
Large 48.71%
Medium 20.34%
Small 0.07%
Micro 0.00%
As of March 30, 2020

Stock Style Exposure

Large Cap Value 28.87%
Large Cap Blend 38.53%
Large Cap Growth 12.28%
Mid Cap Value 6.19%
Mid Cap Blend 8.24%
Mid Cap Growth 5.82%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.07%
As of March 30, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
9437 NTT DOCOMO Inc 1.32% -- --
NESN Nestle SA 1.30% -- --
ED Consolidated Edison Inc 1.13% 78.03 +0.54%
NEM Newmont Corp 1.09% 49.34 +6.18%
NEE NextEra Energy Inc 1.08% 223.47 +2.40%
PEP PepsiCo Inc 1.06% 121.56 +2.91%
WM Waste Management Inc 1.05% 89.60 +1.32%
VZ Verizon Communications Inc 1.00% 54.68 +3.33%
JNJ Johnson & Johnson 0.95% 129.01 +0.16%
MCD McDonald's Corp 0.93% 158.80 +0.40%
As of March 30, 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 3.88 yrs
Amy Whitelaw 1.17 yrs
Greg Savage 8.37 yrs
Jennifer Hsui 7.17 yrs
Rachel Aguirre 1.17 yrs

Net Fund Flows

1M 242.73M
3M 272.04M
6M 354.31M
YTD 272.04M
1Y 1.387B
3Y 1.971B
5Y 2.602B
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) 0.5892
Max Drawdown (All) 28.82%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.6126
30-Day Rolling Volatility 65.81%
Daily Value at Risk (VaR) 1% (All) 1.98%
Monthly Value at Risk (VaR) 1% (All) 7.23%

Fundamentals

Dividend Yield TTM (4-2-20) 3.08%
30-Day SEC Yield (4-30-18) 2.11%
7-Day SEC Yield --
Weighted Average PE Ratio 18.89
Weighted Average Price to Sales Ratio 1.735
Weighted Average Price to Book Ratio 2.126
Weighted Median ROE 19.55%
Weighted Median ROA 6.85%
Forecasted Dividend Yield 3.05%
Forecasted PE Ratio 17.77
Forecasted Price to Sales Ratio 1.685
Forecasted Price to Book Ratio 1.994
Number of Holdings 488
As of March 30, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.35%
Forecasted Book Value Growth 4.90%
Forecasted Cash Flow Growth 2.88%
Forecasted Earnings Growth 5.93%
Forecasted Revenue Growth 3.56%
As of March 30, 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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