USMV

iShares Edge MSCI Min Vol U.S.A. ETF
A

54
*Unless otherwise stated, data provided by FactSet.

USMV 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 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

iShares Edge MSCI Min Vol U.S.A. ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.16 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. ETF ranks in the 44th percentile within its peer group and in the 39th 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 Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/16/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USMV 0.46% 0.94% 23.53% 19.23% 15.13% 13.99% --
USMV (NAV) 0.69% 1.23% 23.56% 17.11% 15.13% 14.05% --
MSCI USA Minimum Volatility Index 0.70% 1.26% 23.71% 17.31% 15.32% 14.24% --
MSCI USA IMI -0.51% -0.36% 20.76% 7.56% 13.71% 11.79% 12.89%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USMV Summary Data

Blackrock
iShares
10/18/11
Open-Ended Fund
0.15%
$36.25B
$302.36M
0.02%

USMV Portfolio Data

$104.96B
28.55
3.75
1.85%
12/26/19
214

USMV Index Data

Multi-Factor
Multi-Factor
MSCI USA IMI

USMV Portfolio Management

0.15%
-0.19%
-0.17%
-0.25%

USMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

USMV 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 -

USMV Factset Analytics Block Liquidity

As of 10/17/19
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

4,751,330
$302.36M
4,541,182
$291.40M
0.02%
$0.01
0.02%
0.11% / -0.46%
None
100.00%
100,000
45.41
0.00%
0.03%
9,766
$63.85
5

USMV Sector/Industry Breakdown


USMV
Segment Benchmark
23.82%
17.10%
13.02%
25.86%
12.80%
13.59%
12.26%
6.97%
10.60%
13.35%
9.87%
10.51%
8.57%
3.45%
3.43%
2.03%
2.98%
2.89%
2.64%
4.26%

USMV Countries


USMV
Segment Benchmark
99.49%
99.92%
0.51%
0.08%

USMV Regions


USMV
Segment Benchmark
100.00%
100.00%

USMV Economic Development


USMV
Segment Benchmark
100.00%
100.00%

USMV Performance Statistics

0.81
0.66
0.68
0.69
0.46%
MSCI USA IMI

USMV MSCI ESG Ratings

BBB
5.16 / 10
38.51
44.18
8.97%
4.93%
376.61

USMV Benchmark Comparison Holdings

214
2421
212
39.11%

USMV Benchmark Comparison Summary


USMV
Segment Benchmark
214
2421
$104.96B
$203.73B
28.55
23.97
3.75
3.15
2.13%
1.87%
Low
Low

USMV Benchmark Comparison Market Cap Size


USMV
Segment Benchmark
91.76%
82.69%
8.24%
12.91%
0.00%
3.96%
0.00%
0.44%