Cboe US - Delayed Quote USD

iShares MSCI Global Min Vol Factor ETF (ACWV)

102.47 -0.24 (-0.23%)
At close: April 26 at 4:00 PM EDT

ETF Summary

The fund generally will invest at least 80% 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.

Risk Overview

Performance & Risk

YTD Return 2.11%
5y Average Return 5.01%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.64
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
ACWVCategory AverageACWVCategory AverageACWVCategory Average
Alpha -1.22 -0.7 -2.1 -0.74 1.24 -0.32
BETA 0.64 0.97 0.63 0.96 0.63 0.95
Mean Annual Return 0.42 0.6 0.52 0.9 0.65 0.72
R-squared 84.56 92.24 83.72 93.15 79.42 91.88
Standard Deviation 11.52 16.72 12.25 17.6 10.45 14.55
Sharpe Ratio 0.18 0.26 0.34 0.49 0.6 0.5
Treynor Ratio 2.31 3.22 5.51 7.83 9.41 6.85

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