http://apiprod.etf.internal.com/private/fund/USMV/fundreport
USMV

USMV

iShares Edge MSCI Min Vol USA ETF
CLOSING PRICECHANGE (%)VOLUME
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BZX EXCHANGE CLOSED
LAST TRADECHANGE (%)
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BID SIZEBID ($)ASK ($)ASK SIZE
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A

44
  • 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 October 19, 2017 the iShares Edge MSCI Min Vol USA ETF MSCI ESG Fund Quality Score is 4.83 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 34th percentile within its peer group and in the 29th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

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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%
$14.01B
$61.73M
0.02%

USMV Portfolio Data

$89.64B
23.63
3.49
1.94%
12/21/17
191

USMV Index Data

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

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%
-0.18%
-0.13%
-0.21%

USMV Tax Exposures

20% / 39.6%
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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
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LAST 10 TRADES
TIMEPRICESHARES
16:00:0051.54197
16:00:0051.5411
16:00:0051.5443
16:00:0051.546
16:00:0051.5440
16:00:0051.5427
16:00:0051.5433
16:00:0051.54100
16:00:0051.54376
16:00:0051.5424
Bats BZX Real-time Quote - 23:59:59
Daily Spread
Premium/Discount
Volume

USMV Factset Analytics Block Liquidity

As of 10/20/17
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

1,224,835
$61.73M
1,088,393
$54.52M
0.02%
$0.01
0%
0.11% / -0.11%
None
100%
100,000
10.88
0.01%
0.03%
7,625
$51.35
5

USMV Sector/Industry BreakdownView All

USMVSegment Benchmark
13.66% 19.43%
18.17% 18.06%
22.12% 15.44%
8.00% 12.24%
10.72% 10.61%
3.26% 8.24%
12.99% 8.22%
2.85% 2.44%
5.33% 2.18%

USMV Geographic Exposure

USMVSegment Benchmark
99.80% 99.87%
0.08% 0.13%
0.04% --
0.05% --
0.01% --
0.00% --
0.01% --
0.00% --
0.01% --

USMVSegment Benchmark
99.88% 100.00%
0.04% --
0.07% --
99.96% / 0.04% 100.00% / 0.00%

USMV Performance Statistics

0.59
0.62
0.64
0.6
0.3%
MSCI USA Investable Markets_net

USMV MSCI ESG Ratings

4.83 / 10
34.14
29.33
12.99%
6.09%
378.96

USMV BENCHMARK COMPARISON

    USMV
    191 Holdings
    Segment Benchmark
    2439 Constituents
    Shared Holdings
    190 (Count)
     
    37.45% (Weight)
USMVSegment Benchmark
147.22 B 89.64 B
78.98% 85.87%
15.83% 14.13%
4.75% 0.00%
0.44% 0.00%
1.85% 2.09%