USMV
iShares MSCI USA Min Vol Factor ETFUSMV Fund Description
USMV 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. 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. While USMV applies sector constraints in its optimizer, sector bets can be substantial, if unsurprising. The fund typically overweights defensive, dividend-paying sectors. 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 MSCI ESG Analytics Insight
iShares MSCI USA Min Vol Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.54 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 MSCI USA Min Vol Factor ETF ranks in the 56th percentile within its peer group and in the 62nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
USMV 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.
USMV Summary Data
USMV Portfolio Data
USMV Index Data
USMV Portfolio Management
USMV Tax Exposures
USMV Fund Structure
USMV Factset Analytics Block Liquidity
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
USMV Sector/Industry Breakdown
USMV
USMV Top 10 Holdings[View All]
USMV Countries
USMV
USMV Regions
USMV
USMV Economic Development
USMV
USMV Performance Statistics
USMV MSCI ESG Ratings
USMV Benchmark Comparison Summary
USMV
USMV Benchmark Comparison Market Cap Size
USMV
The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional.
ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com.
[ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
Data provider:
Terms of Use
MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.