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
What's in the fund
Exposure type
Finance
Technology Services
Health Technology
Communications
Stock breakdown by region
Displays a symbol's price movements over previous years to identify recurring trends.