EUMV

iShares Edge MSCI Min Vol Europe ETF
C

60
*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—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

iShares Edge MSCI Min Vol Europe ETF has an MSCI ESG Fund Rating of AA based on a score of 8.24 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 98th percentile within its peer group and in the 86th 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

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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PERFORMANCE [as of 10/10/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EUMV -0.58% -1.61% 12.24% 6.92% 7.25% 4.94% --
EUMV (NAV) 0.22% -0.87% 13.28% 8.22% 7.29% 5.19% --
MSCI Europe Minimum Volatility Index 0.25% -0.79% 13.32% 8.33% 7.31% 5.23% --
MSCI Europe IMI -1.22% -2.90% 11.66% 1.74% 6.20% 3.75% 4.69%
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%
$23.88M
$205.12K
0.14%

EUMV Portfolio Data

$53.76B
20.26
2.35
3.25%
12/16/19
173

EUMV Index Data

Multi-Factor
Multi-Factor
MSCI Europe IMI

EUMV Portfolio Management

0.25%
0.00%
0.15%
-0.11%

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 10/11/19
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

8,198
$205.12K
4,015
$100.49K
0.14%
$0.04
-0.03%
1.43% / -1.42%
None
31.00%
50,000
0.08
0.18%
0.03%
0
$25.22
4

EUMV Sector/Industry Breakdown


EUMV
Segment Benchmark
21.74%
19.10%
19.78%
14.25%
14.82%
13.58%
9.50%
3.30%
9.41%
4.08%
9.08%
13.68%
6.27%
11.48%
4.47%
7.10%
4.04%
7.36%
0.90%
6.06%

EUMV Top 10 Holdings[View All]

1.75%
1.64%
1.62%
1.58%
1.57%
1.54%
1.52%
1.50%
1.49%
1.49%
15.7%

EUMV Countries


EUMV
Segment Benchmark
21.61%
27.01%
20.24%
14.49%
12.98%
16.32%
11.49%
13.27%
6.09%
2.96%
5.14%
5.59%
4.27%
1.87%
3.35%
4.45%
3.18%
4.86%
3.08%
1.66%

EUMV Regions


EUMV
Segment Benchmark
99.07%
99.22%
0.93%
0.78%

EUMV Economic Development


EUMV
Segment Benchmark
100.00%
100.00%

EUMV Performance Statistics

0.85
0.72
0.72
0.70
0.34%
MSCI Europe IMI

EUMV MSCI ESG Ratings

AA
8.24 / 10
85.80
98.41
9.93%
7.96%
97.74

EUMV Benchmark Comparison Holdings

173
1422
170
40.31%

EUMV Benchmark Comparison Summary


EUMV
Segment Benchmark
173
1422
$53.76B
$69.08B
20.26
17.51
2.35
1.78
3.43%
3.56%
Low
Low

EUMV Benchmark Comparison Market Cap Size


EUMV
Segment Benchmark
80.08%
74.94%
19.92%
18.98%
0.00%
5.43%
0.00%
0.65%