EUMV

iShares Edge MSCI Min Vol Europe ETF
*Unless otherwise stated, data provided by FactSet.

EUMV Fund Description

EUMV 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 is passively managed and offers a low-volatility take on developed Europe stocks. The fund starts with the MSCI Europe Index, a plain-vanilla universe of developed Europe not Eurozone, so the UK, Switzerland and Sweden are in the mix. 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). Weights within the index are evaluated using a multi-factor risk model.

EUMV MSCI ESG Analytics Insight

iShares Edge MSCI Min Vol Europe ETF has an MSCI ESG Fund Rating of AA based on a score of 8.54 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. iShares Edge MSCI Min Vol Europe ETF ranks in the 99th percentile within its peer group and in the 93th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

EUMV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

EUMV Charts And Performance

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Total Return Chart (%)
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All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EUMV Summary Data

Blackrock
iShares
06/03/14
Open-Ended Fund
0.25%
$32.30M
$683.35K
0.21%

EUMV Portfolio Data

$46.89B
16.96
1.97
3.64%
06/15/20
171

EUMV Index Data

Multi-Factor
Multi-Factor
MSCI Europe IMI

EUMV Portfolio Management

0.25%
-0.09%
0.10%
-0.84%

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
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

EUMV Factset Analytics Block Liquidity

As of 05/26/20
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

30,382
$683.35K
17,269
$354.75K
0.21%
$0.05
-0.03%
3.55% / -2.41%
None
30.00%
50,000
0.35
0.19%
0.03%
0
$22.94
4

EUMV Top 10 Holdings[View All]

0%

EUMV Performance Statistics

0.94
0.82
0.79
0.85
0.45%
MSCI Europe IMI

EUMV MSCI ESG Ratings

8.54 / 10
92.89
99.11
10.45%
8.89%
113.65

EUMV Benchmark Comparison Holdings

171
1385
171
41.39%

EUMV Benchmark Comparison Summary


EUMV
Segment Benchmark
171
1385
$46.89B
$63.08B
16.96
15.55
1.97
1.38
4.00%
4.45%
Low
Low

EUMV Benchmark Comparison Market Cap Size


EUMV
Segment Benchmark
73.01%
72.13%
26.88%
20.08%
0.11%
6.78%
0.00%
1.01%