(ACWV) MSCI Global Min Vol Factor - Overview
Etf: Stocks, Developed Markets, Emerging Markets, Large Cap, Mid Cap
Dividends
| Dividend Yield | 2.11% |
| Yield on Cost 5y | 2.83% |
| Yield CAGR 5y | 4.49% |
| Payout Consistency | 95.9% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 7.41% |
| Relative Tail Risk | 4.03% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.63 |
| Alpha | 2.40 |
| Character TTM | |
|---|---|
| Beta | 0.352 |
| Beta Downside | 0.313 |
| Drawdowns 3y | |
|---|---|
| Max DD | 7.56% |
| CAGR/Max DD | 1.49 |
Description: ACWV MSCI Global Min Vol Factor January 12, 2026
The iShares MSCI Global Min Vol Factor ETF (BATS: ACWV) seeks to track an index that captures the performance of global large-cap equities-both developed and emerging-that exhibit lower aggregate volatility than the broader market. The fund is required to hold at least 80 % of its assets in the index’s component securities or securities that are economically equivalent, ensuring tight alignment with the low-volatility mandate.
Key quantitative points (as of the most recent public data) include an expense ratio of 0.20 %, total assets under management of roughly $5 billion, and a 12-month trailing volatility of about 9 %-considerably lower than the ~15 % volatility of the MSCI World Index. The top sector exposures are typically defensive: consumer staples (~15 %), health care (~13 %) and utilities (~12 %). A primary driver of performance is the fund’s sensitivity to global interest-rate environments; lower rates tend to boost the relative attractiveness of low-volatility, dividend-yielding stocks, while rising rates can compress their price appreciation.
For a deeper quantitative dive, you might explore ValueRay’s analytics platform to compare ACWV’s risk-adjusted returns against other low-volatility strategies.
What is the price of ACWV shares?
Over the past week, the price has changed by +1.76%, over one month by +3.04%, over three months by +5.26% and over the past year by +10.69%.
Is ACWV a buy, sell or hold?
What are the forecasts/targets for the ACWV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 134.9 | 9.8% |
ACWV Fundamental Data Overview February 05, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 3.34b USD (3.34b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 3.34b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 3.34b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.21% (E(3.34b)/V(3.34b) * Re(7.21%) + (debt-free company))
Discount Rate = 7.21% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)