EUMV

iShares Edge MSCI Min Vol Europe ETF
B

73
*Unless otherwise stated, data provided by FactSet.

EUMV Fund Description

The iShares Edge MSCI Min Vol Europe ETF tracks an index of developed Europe equities selected and weighted to create a low-volatility portfolio subject to constraints including country & sector exposure.

EUMV Factset Analytics Insight

EUMV—launched June 2014—offers a solid low-vol take on developed Europe stocks for a low fee, but investors aren't enticed so far. The fund starts with a plain-vanilla universe of developed Europe—not eurozone—countries, so the UK, Switzerland and Sweden are in the mix. (IEUR tracks this parent index.) It then finds the optimal portfolio for minimum volatility without straying too far from parent index regarding sectors, countries and risk exposures other than volatility. (This optimizer also drives the US low-vol fund, USMV). Our analysis shows the fund generally remains within 5% of sector and country allocations relative to the market while substantially lessening market risk. Still, AUM is low and trading volume is very thin. In all, EUMV’s portfolio definitely delivers on its thesis, but the fund should be traded with caution and monitored for AUM in the near term.

EUMV MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of July 18, 2018 the iShares Edge MSCI Min Vol Europe ETF MSCI ESG Fund Quality Score is 7.04 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. EUMV ranks in the 67th percentile within its peer group and in the 94th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

EUMV CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/18/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EUMV 1.60% -1.61% 0.91% 3.72% 3.45% -- --
EUMV (NAV) 1.63% -1.16% 0.62% 4.11% 3.58% -- --
MSCI Europe Minimum Volatility Index 1.65% -1.21% 0.48% 4.06% 3.59% -- --
MSCI Europe IMI 0.46% -3.55% -1.45% 5.26% 4.21% 6.00% 3.33%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EUMV Top 10 Countries

EUMV Top 10 Sectors

EUMV Top 10 Holdings [View All]

EUMV Summary Data

BlackRock
iShares
06/03/14
Open-Ended Fund
0.25%
$28.96M
$329.02K
0.13%

EUMV Portfolio Data

$51.95B
18.99
2.44
3.04%
12/18/18
165

EUMV Index Data

Multi-Factor
Multi-Factor
MSCI Europe IMI

EUMV Portfolio Management

0.25%
-0.03%
0.08%
-0.12%

EUMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

EUMV Fund Structure

Open-Ended Fund
No
Yes
80% / 20%
N/A
N/A
High
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

EUMV Factset Analytics Block Liquidity

As of 07/19/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of EUMV. EUMV is rated a 4 out of 5.

EUMV Tradability

12,774
$329.02K
4,708
$122.56K
0.13%
$0.03
0.04%
1.69% / -2.21%
None
31.00%
50,000
0.09
0.17%
0.03%
--
$25.12
4

EUMV Sector/Industry Breakdown


EUMV
Segment Benchmark
17.82%
11.69%
17.49%
11.39%
15.66%
20.73%
13.32%
13.00%
8.00%
3.36%
7.41%
2.99%
6.47%
12.12%
5.23%
8.12%
3.47%
8.48%
2.18%
5.70%

EUMV TOP 10 HOLDINGS[View All]

1.54%
1.53%
1.53%
1.53%
1.52%
1.49%
1.49%
1.48%
1.47%
1.45%
15.03%

EUMV Countries


EUMV
Segment Benchmark
25.14%
29.80%
17.18%
11.64%
13.74%
15.58%
12.58%
14.64%
8.31%
2.75%
4.56%
1.81%
3.79%
4.22%
3.32%
1.80%
2.79%
4.73%
2.37%
5.22%

EUMV Regions


EUMV
Segment Benchmark
99.45%
99.22%
0.59%
0.78%
0.03%
--

EUMV Economic Development


EUMV
Segment Benchmark
100.00%
100.00%
0.03%
--

EUMV Performance Statistics

0.89
0.83
0.89
0.81
0.22%
MSCI Europe IMI

EUMV MSCI ESG Ratings

7.04 / 10
66.87
93.86
12.91%
6.10%
123.00

EUMV BENCHMARK COMPARISON HOLDINGS

165
1436
163
35.94%

EUMV BENCHMARK COMPARISON SUMMARY


EUMV
Segment Benchmark
165
1436
$51.95B
$64.29B
18.99
17.06
2.44
1.87
3.31%
3.23%
--
--

EUMV BENCHMARK COMPARISON MARKET CAP SIZE


EUMV
Segment Benchmark
80.90%
75.04%
19.10%
19.15%
0.00%
5.42%
0.00%
0.38%