USMV

iShares Edge MSCI Min Vol USA ETF
CLOSING PRICECHANGE (%)VOLUME
$47.71-0.04 (-0.09%)2.34M
4:00:00 p.m. (ET) 03/24/2017
BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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Overall Rating

A

59
as of 03/24/17

Rating Details

98
99
59
Segment Average
  • Overview
  • Efficiency
  • Tradability
  • Fit

USMV Fund Description

The iShares Edge MSCI Min Vol USA ETF tracks an index of US-listed firms selected and weighted to create a low-volatility portfolio subject to various constraints.

USMV FactSet Analytics Insight

USMV offers a minimum-volatility portfolio ofcharges a low fee, tracks its index well, and trades briskly US stocks at low total cost. The fund's index uses an optimization algorithm to build a "minimum variance" portfolio—one that considers correlation between stocks—rather than simply holding a basket of low-vol stocks like archrival SPLV. While USMV applies sector constraints in its optimizer, sector bets can be substantial, if unsurprising: The fund typically overweights defensive, dividend-paying sectors relative to our cap-weighted benchmark. USMV’s optimizer also aims to keep other risk factors marketlike as it dials back on volatility. The ETF takes substantially less risk than the market portfolio as shown by low beta. USMV charges a low fee, tracks its index well, and trades briskly.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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USMV Top 10 Countries

USMV Top 10 Sectors

USMV Top 10 Holdings View All

USMV Summary Data

10/18/11
Open-Ended Fund
0.15%
$12.37 B
$92.0 M
0.02%

USMV Portfolio Data

$84.61 B
23.55
3.55
1.65%
03/24/17
184

USMV Index Data

MSCI USA Minimum Volatility Index
Multi-Factor
Multi-Factor
MSCI USA Investable Markets

Related ETFs to USMV

SIZE, VTI, SCHB, IWV, ITOT
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

USMV Portfolio Management

0.15%
-0.17%
-0.13%
-0.20%

USMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

USMV Fund Structure

Open-Ended Fund
No
Yes
70% / 30%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
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BIDS----
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LAST 10 TRADES
TIMEPRICESHARES
15:59:5947.69100
15:59:5947.698,000
15:59:5847.69100
15:59:5447.70100
15:59:2347.701,000
15:59:2347.7019
15:59:2347.70200
15:59:2347.70100
15:59:2347.70100
15:59:2247.70100
Bats BZX Real-time Quote - 23:59:59
Average Spread
Premium/Discount
Volume

USMV FactSet Analytics Block Liquidity

As of 03/24/17
5
4
3
2
1

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

USMV Tradability

1,957,813
$92.0 M
1,771,696
$83.79 M
0.02%
$0.01
0.00%
0.09% / -0.33%
None
100.00%
100,000
17.72
0.01%
0.03%
2,452
$47.96
5

USMV Performance Statistics

0.66
0.67
0.69
0.65
0.38%
MSCI USA Investable Markets