See what your fund actually adds
iShares MSCI Global Min Vol Factor ETF ACWV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ACWV | Replication |
|---|---|---|
| Annualized growth | 6.0% | 6.7% |
| Annualized volatility | 10.1% | 10.2% |
| Sharpe ratio | 0.63 | 0.69 |
| Maximum drawdown | 18.1% | 16.6% |
| Replication fit (R²) | 0.95 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model ACWV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USMV | Factor · Min Vol | 63.5% |
| MBB | FI · MBS | 12.3% |
| XLP | Sector · Cons Staples | 11.1% |
| EFV | Intl · Value | 7.1% |
| EMLC | FI · EM Local Currency | 6.0% |