USMViShares MSCI USA Min Vol Factor ETF
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. 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 MSCI ESG Analytics Insight
iShares MSCI USA Min Vol Factor ETF has an MSCI ESG Fund Rating of A based on a score of 6.06 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 54th percentile within its peer group and in the 73th 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 Sector/Industry Breakdown
USMV Top 10 Holdings[View All]
USMV Economic Development
USMV Performance Statistics
USMV MSCI ESG Ratings
USMV Benchmark Comparison Summary
USMV Benchmark Comparison Market Cap Size