USMV

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

66
*Unless otherwise stated, data provided by FactSet.

USMV Fund Description

The iShares Edge MSCI Min Vol USA ETF 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

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of September 17, 2018 the iShares Edge MSCI Min Vol U.S.A. ETF MSCI ESG Fund Quality Score is 5.29 out of 10.

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. USMV ranks in the 50th percentile within its peer group and in the 42nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

USMV CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 09/17/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USMV 1.78% 6.82% 9.52% 15.09% 14.57% 13.54% --
USMV (NAV) 1.78% 6.80% 9.53% 15.08% 14.56% 13.53% --
MSCI USA Minimum Volatility Index 1.80% 6.88% 9.66% 15.26% 14.74% 13.71% --
MSCI USA IMI 1.42% 4.00% 9.85% 18.10% 15.29% 13.15% 12.11%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USMV Top 10 Countries

USMV Top 10 Sectors

USMV Top 10 Holdings [View All]

USMV Summary Data

BlackRock
iShares
10/18/11
Open-Ended Fund
0.15%
$16.85B
$84.08M
0.02%

USMV Portfolio Data

$101.09B
22.92
3.65
1.73%
09/26/18
206

USMV Index Data

Multi-Factor
Multi-Factor
MSCI USA IMI

USMV Portfolio Management

0.15%
-0.19%
-0.13%
-0.23%

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
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

USMV Factset Analytics Block Liquidity

As of 09/18/18
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

1,549,107
$84.08M
1,104,528
$62.02M
0.02%
$0.01
0.01%
0.13% / -0.07%
None
100.00%
100,000
11.05
0.01%
0.03%
3,062
$57.22
5

USMV Sector/Industry Breakdown


USMV
Segment Benchmark
19.53%
17.44%
17.96%
24.04%
15.10%
13.34%
12.93%
10.55%
11.16%
6.61%
9.13%
12.72%
8.26%
2.77%
2.92%
1.80%
2.04%
5.76%
1.99%
2.56%

USMV TOP 10 HOLDINGS[View All]

AT&T Inc. 1.33%
14.05%

USMV Countries


USMV
Segment Benchmark
101.00%
99.93%
0.16%
0.07%

USMV Regions


USMV
Segment Benchmark
101.16%
100.00%

USMV Economic Development


USMV
Segment Benchmark
100.00%
100.00%

USMV Performance Statistics

0.86
0.75
0.76
0.79
0.29%
MSCI USA IMI

USMV MSCI ESG Ratings

5.29 / 10
50.17
41.81
15.15%
4.19%
372.76

USMV BENCHMARK COMPARISON HOLDINGS

206
2409
202
36.86%

USMV BENCHMARK COMPARISON SUMMARY


USMV
Segment Benchmark
206
2409
$101.09B
$189.94B
22.92
25.18
3.65
3.23
2.21%
1.74%
Low
--

USMV BENCHMARK COMPARISON MARKET CAP SIZE


USMV
Segment Benchmark
90.34%
80.79%
9.66%
14.74%
0.00%
4.17%
0.00%
0.29%