SMMV

iShares Edge MSCI Min Vol U.S.A. Small-Cap ETF
A

53
*Unless otherwise stated, data provided by FactSet.

SMMV Fund Description

SMMV tracks an index of US-listed small capitalization stocks selected and weighted to create a low volatility portfolio, subject to constraints including sector exposure.

SMMV Factset Analytics Insight

SMMV is a potential fit for investors looking to capture the small-cap size factor but trying to avoid interim volatility. Starting with the US small-cap universe, SMMV’s underlying index uses the same volatility-based optimization approach—including correlation between stocks within the index—as the hugely popular USMV to build a minimum variance portfolio of small-cap stocks. By design, SMMV will have lower market risk—beta—than a typical market-cap-selected and -weighted small-cap portfolio. SMMV charges more than other vanilla small-cap ETFs but in-line with other multi-factor small-cap ETFs. Investors should use limit orders as a standard procedure to prevent any trading execution surprise. The small-cap market tends to be less liquid; institutions should reach out to authorized participants for block trades.

SMMV MSCI ESG Analytics Insight

iShares Edge MSCI Min Vol U.S.A. Small-Cap ETF has an MSCI ESG Fund Rating of BB based on a score of 3.03 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 U.S.A. Small-Cap ETF ranks in the 9th percentile within its peer group and in the 5th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SMMV 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.

SMMV Charts And Performance

Price Chart ($)
Total Return Chart (%)
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  • 3 Months
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  • 3 Years
  • 5 Years
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/11/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SMMV -0.48% 0.52% 18.09% 10.26% 13.61% -- --
SMMV (NAV) -1.00% 1.25% 18.70% 12.76% 14.26% -- --
MSCI USA Small Cap Minimum Volatility Index -0.98% 1.34% 18.96% 13.07% 14.55% 14.84% --
MSCI USA Small Cap Index -2.85% -1.91% 16.53% 3.35% 10.33% 9.83% 12.34%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SMMV Summary Data

Blackrock
iShares
09/07/16
Open-Ended Fund
0.20%
$342.47M
$4.46M
0.30%

SMMV Portfolio Data

$4.30B
31.50
2.19
1.51%
12/26/19
390

SMMV Index Data

Multi-Factor
Multi-Factor
MSCI USA Small Cap Index

SMMV Portfolio Management

0.20%
-0.28%
-0.23%
-0.32%

SMMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SMMV Fund Structure

Open-Ended Fund
No
Yes
72% / 29%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

SMMV Factset Analytics Block Liquidity

As of 10/14/19
5
4
3
2
1

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

SMMV Tradability

130,699
$4.46M
61,035
$2.08M
0.30%
$0.10
0.18%
1.30% / -0.27%
None
100.00%
50,000
1.22
0.06%
0.05%
0
$34.09
5

SMMV Sector/Industry Breakdown


SMMV
Segment Benchmark
33.50%
26.82%
12.48%
12.73%
10.85%
4.49%
10.62%
14.30%
8.82%
15.72%
8.42%
3.29%
7.60%
13.05%
6.34%
5.36%
0.92%
0.92%
0.45%
3.33%

SMMV Countries


SMMV
Segment Benchmark
100.00%
100.00%

SMMV Regions


SMMV
Segment Benchmark
100.00%
100.00%

SMMV Economic Development


SMMV
Segment Benchmark
100.00%
100.00%

SMMV Performance Statistics

0.86
0.58
0.60
0.61
0.53%
MSCI USA Small Cap Index

SMMV MSCI ESG Ratings

BB
3.03 / 10
5.35
8.73
3.52%
5.54%
251.89

SMMV Benchmark Comparison Holdings

390
1793
392
28.77%

SMMV Benchmark Comparison Summary


SMMV
Segment Benchmark
390
1793
$4.30B
$4.01B
31.50
43.40
2.19
2.10
2.10%
1.69%
Low
Low

SMMV Benchmark Comparison Market Cap Size


SMMV
Segment Benchmark
0.36%
0.03%
65.56%
61.65%
29.72%
34.52%
4.37%
3.81%