iShares MSCI Global Min Vol Factor ETF

10-Year Study

ACWV.US · · US · ETF

Executive Summary: iShares MSCI Global Min Vol Factor ETF has compounded at 7.6% annually over the last 10 years, with a maximum drawdown of 17.5% and an annualized volatility of 8.4%.

1Y CAGR
+5.3%
3Y CAGR
+10.8%
5Y CAGR
+5.7%
10Y CAGR
+7.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +21.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.73.7-4.51.6————————2.3%
20252.72.61.20.51.21.2-1.92.70.4-1.52.5-0.911.0%
20241.11.62.2-2.92.21.13.84.50.9-2.33.2-4.011.4%
20232.0-4.04.03.0-3.32.71.6-2.1-2.2-1.55.13.28.2%
2022-4.6-2.03.5-4.5-0.8-4.03.4-2.9-6.64.76.5-2.6-10.4%
2021-1.7-1.24.82.72.10.31.91.9-3.82.9-1.95.614.0%
20201.2-7.1-10.97.42.9-0.33.92.3-1.2-2.76.42.63.0%
20195.12.52.10.9-1.04.3-0.11.71.21.0-0.21.921.0%
20183.1-4.00.5-0.40.40.23.31.31.2-4.73.4-5.0-1.4%
20171.93.21.01.12.9-0.41.80.90.11.52.40.718.6%
2016———0.10.24.71.8-2.50.5-3.1-1.71.61.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 8.4%. The dominant macroeconomic risk driver is VTV.US, accounting for 53.6% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110009.526353124898
2016-05-0110034.02268973178
2016-06-0110501.545480681065
2016-07-0110692.684951594218
2016-08-0110428.668879275589
2016-09-0110476.793973901194
2016-10-0110152.268547894591
2016-11-019974.874243633078
2016-12-0110132.739523988548
2017-01-0110322.535098657296
2017-02-0110651.857723916079
2017-03-0110763.503180270924
2017-04-0110880.728357741778
2017-05-0111198.908552113402
2017-06-0111155.29146387726
2017-07-0111361.196782134004
2017-08-0111459.91361639077
2017-09-0111476.839904532331
2017-10-0111648.892646505952
2017-11-0111925.309989231819
2017-12-0112014.02415270744
2018-01-0112384.480209851949
2018-02-0111888.650541045825
2018-03-0111942.78064040909
2018-04-0111892.920388607163
2018-05-0111935.669898255146
2018-06-0111959.945087378774
2018-07-0112350.20234994718
2018-08-0112507.166029024755
2018-09-0112654.058991941725
2018-10-0112062.183270022777
2018-11-0112469.72405897493
2018-12-0111843.366341012823
2019-01-0112452.593634694977
2019-02-0112768.868558441623
2019-03-0113041.407314538064
2019-04-0113155.094132276814
2019-05-0113018.084760726926
2019-06-0113577.094564364974
2019-07-0113560.865741362915
2019-08-0113796.694015238763
2019-09-0113964.715068479167
2019-10-0114098.832511401855
2019-11-0114067.871863745933
2019-12-0114334.984000830153
2020-01-0114512.990713506837
2020-02-0113488.312355509888
2020-03-0112017.868716647132
2020-04-0112901.931297982625
2020-05-0113274.411705166176
2020-06-0113239.351323397572
2020-07-0113756.343105216869
2020-08-0114067.752784331868
2020-09-0113893.91385114733
2020-10-0113523.54285072715
2020-11-0114394.268537687783
2020-12-0114771.359019329993
2021-01-0114516.818266101664
2021-02-0114346.09240902758
2021-03-0115038.096906827162
2021-04-0115446.590331091806
2021-05-0115768.206817126342
2021-06-0115822.932313559912
2021-07-0116119.831315504309
2021-08-0116421.34039190736
2021-09-0115802.94398334249
2021-10-0116264.427746864385
2021-11-0115949.071435740494
2021-12-0116834.40986794093
2022-01-0116064.833637552885
2022-02-0115744.56104776275
2022-03-0116296.477120591724
2022-04-0115564.223780839442
2022-05-0115436.723751069587
2022-06-0114824.230279173178
2022-07-0115321.522923637775
2022-08-0114874.430757872424
2022-09-0113892.433864143999
2022-10-0114546.571108272106
2022-11-0115497.216093412695
2022-12-0115091.10425742928
2023-01-0115391.269437587927
2023-02-0114768.688238186045
2023-03-0115365.854488358285
2023-04-0115823.255529112366
2023-05-0115303.916181701576
2023-06-0115712.494662690548
2023-07-0115960.077775868725
2023-08-0115628.373562328718
2023-09-0115290.256071774267
2023-10-0115062.712322848109
2023-11-0115827.066070362325
2023-12-0116333.306682226375
2024-01-0116513.96716470214
2024-02-0116771.127665039814
2024-03-0117134.098730443333
2024-04-0116634.407486352648
2024-05-0116997.378551756166
2024-06-0117180.777860755337
2024-07-0117835.8847515408
2024-08-0118630.569726950904
2024-09-0118804.59578492897
2024-10-0118362.93023817584
2024-11-0118950.723237326973
2024-12-0118192.731732792596
2025-01-0118677.53805012563
2025-02-0119164.011479255518
2025-03-0119387.251357930603
2025-04-0119480.558584520015
2025-05-0119715.468245773103
2025-06-0119953.1677675842
2025-07-0119569.493895478892
2025-08-0120094.532043419757
2025-09-0120180.354278268176
2025-10-0119885.870887294735
2025-11-0120380.611830029447
2025-12-0120200.972028245636
2026-01-0120541.198925563458
2026-02-0121298.20377209561
2026-03-0120330.25824922641
2026-04-0120665.381743084465
Annual Return Matrix
YearAnnual Return
20170.18566396819587472
2018-0.014204883353439834
20190.2103808653785384
20200.030441263029980847
20210.1396656086898438
2022-0.10355608685942486
20230.08231355397240514
20240.11384253579158088
20250.11038695699740142
20260.02298947368421067
Total Factor Risk
0.08422707535819239
VTI.US Exposure
-0.23142111617978006
VEA.US Exposure
0.08069068221501256
VWO.US Exposure
0.0758046284613688
QQQ.US Exposure
0.1377830405419439
VTV.US Exposure
0.536194484796866
IJR.US Exposure
-0.19689733606611437
QUAL.US Exposure
0.11747769469167488
SHV.US Exposure
0.0026123183666335328
TLT.US Exposure
-0.04497837970539413
LQD.US Exposure
0.03163294409051691
HYG.US Exposure
0.030622999864834816
GLD.US Exposure
0.01034992039777408
USO.US Exposure
0.027318112022146533
VNQ.US Exposure
0.20144503689755264
BTC-USD.CC Exposure
-0.0016328530983072736
CPER.US Exposure
-0.046367633425712235
VIX.INDX Exposure
0.04943233916107705
UUP.US Exposure
0.07067814447612332
TIP.US Exposure
0.06877755628561806
Idiosyncratic Exposure
0.08047741620616466
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Global Min Vol Factor ETF a high-risk investment?

iShares MSCI Global Min Vol Factor ETF (ACWV.US) has an annualized volatility of 8.4% and experienced a maximum drawdown of 17.5% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of ACWV.US?

Over the past 10 years, ACWV.US has generated a Compound Annual Growth Rate (CAGR) of 7.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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