USMV

iShares Edge MSCI Min Vol USA ETF
A

49
  • 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 of 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.

USMV 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 December 11, 2017 the iShares Edge MSCI Min Vol USA ETF MSCI ESG Fund Quality Score is 4.84 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. USMV ranks in the 31st percentile within its peer group and in the 29th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 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

BlackRock
iShares
10/18/11
Open-Ended Fund
0.15%
$15.07B
$64.94M
0.02%

USMV Portfolio Data

$93.70B
26.02
3.52
1.89%
12/21/17
189

USMV Index Data

Multi-Factor
Multi-Factor
MSCI USA Investable Markets_net

Related ETFs to USMV

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

USMV Portfolio Management

0.15%
-0.18%
-0.16%
-0.23%

USMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

USMV Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS20,50053.12
34,50053.11
24,70053.10
24,42553.09
2,00053.08
BIDS1,87753.07
27,50053.06
36,90053.05
11,90053.04
3,60053.03
LAST 10 TRADES
TIMEPRICESHARES
11:50:4753.08100
11:49:5453.08200
11:49:5453.08500
11:49:0553.0817
11:46:4653.0883
11:46:3253.08100
11:46:3253.08100
11:40:3253.0950
11:33:4153.1020
11:31:5553.11300
Bats BZX Real-time Quote - 11:54:23
Daily Spread
Premium/Discount
Volume

USMV Factset Analytics Block Liquidity

As of 12/12/17
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

1,256,465
$64.94M
926,720
$47.74M
0.02%
$0.01
0.01%
0.11% / -0.10%
None
100.00%
100,000
9.27
0.01%
0.02%
7,625
$52.92
5

USMV Sector/Industry BreakdownView All

USMVSegment Benchmark
13.07% 19.66%
18.40% 17.68%
23.00% 16.45%
7.48% 11.77%
10.83% 10.74%
3.16% 8.15%
12.73% 7.96%
2.93% 2.39%
5.62% 2.31%

USMV Geographic Exposure

USMVSegment Benchmark
99.82% 99.86%
0.08% 0.14%
0.05% --
0.01% --
0.00% --
0.04% --

USMVSegment Benchmark
99.91% 100.00%
0.06% --
0.04% --
99.96% / 0.04% 100.00% / 0.00%

USMV Performance Statistics

0.63
0.61
0.67
0.62
0.24%
MSCI USA Investable Markets_net

USMV MSCI ESG Ratings

4.84 / 10
31.22
28.55
12.87%
6.07%
360.64

USMV BENCHMARK COMPARISON

    USMV
    189 Holdings
    Segment Benchmark
    2405 Constituents
    Shared Holdings
    189 (Count)
     
    37.08% (Weight)
USMVSegment Benchmark
157.29 B 93.70 B
79.63% 87.87%
15.51% 12.13%
4.48% 0.00%
0.38% 0.00%
1.79% 2.06%