ACWF
iShares MSCI Global Multifactor ETF
MSCI ACWI Diversified Multi-Fact NR USD
NAV as of
4 Week: 32.88 - 35.69
52 Week: 32.88 - 39.39
Latest Closing Price
33.55
Premium / Discount
-0.21
Expense Ratio
0.35%
Investment Objective
The investment seeks to track the investment results of the MSCI ACWI Diversified Multiple-Factor Index. 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 underlying index is designed to contain equity securities from the MSCI ACWI Index (the "parent index") that have high exposure to four investment style factors: value, quality, momentum and low size, while maintaining a level of risk similar to that of the parent index.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -14.91 | 1.36 | -10.97 |
| 1 Day | -0.63 | 0.00 | 0.00 |
| 1 Week | -2.80 | 4.39 | -0.64 |
| 1 Month | -5.44 | 8.33 | -0.65 |
| 3 Months | -7.26 | 12.06 | -0.60 |
| 6 Months | -13.60 | 14.67 | -0.93 |
| 1 Year | -12.40 | 16.43 | -0.76 |
| 2 Years | 25.10 | 23.30 | 1.08 |
| 3 Years | 18.69 | 38.37 | 0.49 |
| 5 Years | 23.85 | 42.96 | 0.56 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 5.1270 | 29.6292 | -12.7933 | 22.9635 | 10.0350 | 18.5426 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 73.0000 | 3.0000 | 84.0000 | 73.0000 | 69.0000 | 49.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 20/12/2016 | 27/12/2016 | 0.2398 |
| 21/06/2016 | 27/06/2016 | 0.2279 |
Portfolio Data
Total Number of Holdings: 508
Number of Bond Holdings: 0
Number of Equity Holdings: 470
Total Market Value: 120,780,996
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Intel Corp | 2.2208 | 63,864 | 0 | 2,682,288 |
| 2 | Cisco Systems Inc | 2.1371 | 59,544 | 0 | 2,581,232 |
| 3 | Anthem Inc | 1.9764 | 4,824 | 0 | 2,387,156 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 16.78 |
| Large | 40.79 |
| Medium | 41.58 |
| Small | 0.23 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
10.2888
Price/Book*
1.6176
Price/Sales*
1.0166
Price/Cash Flow*
5.9385
Dividend Yield*
2.8330
Growth Measures
Long-Term Earnings
11.0602
Historical Earnings
23.6160
Sales Growth
8.2276
Cash-Flow Growth
14.4585
Book-Value Growth
9.8056
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
