USMV iShares MSCI USA Min Vol Factor ETF

*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. 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.

PERFORMANCE [as of 09/30/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USMV -7.53% -5.85% -17.75% -9.18% 2.62% 7.43% 10.43%
USMV (NAV) -7.64% -5.91% -17.80% -9.29% 2.60% 7.41% 10.43%
MSCI USA Minimum Volatility Index -7.17% -5.41% -17.29% -8.68% 2.94% 7.69% 10.67%
MSCI USA IMI -9.30% -4.45% -24.66% -17.61% 7.85% 8.74% 11.46%
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%
$27.41B
$233.24M
0.01%

USMV Portfolio Data

$164.73B
20.17
4.52
1.12%
12/13/22
176

USMV Index Data

Multi-Factor
Multi-Factor
MSCI USA IMI

USMV Portfolio Management

0.15%
-0.19%
-0.15%
-0.61%

USMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

USMV Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

USMV Factset Analytics Block Liquidity

As of 10/03/22
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

3,325,832
$233.24M
2,446,816
$175.21M
0.01%
$0.01
0.01%
1.13% / -1.20%
None
100.00%
100,000
24.47
0.00%
0.03%
1,109
$66.04
5

USMV Sector/Industry Breakdown


USMV
Segment Benchmark
17.44%
--
15.63%
--
11.27%
--
9.25%
--
8.23%
--
7.43%
--
7.14%
--
5.44%
--
3.82%
--
2.87%
--

USMV Top 10 Holdings[View All]

1.57%
15.64%

USMV Countries


USMV
Segment Benchmark
97.08%
99.91%
1.50%
0.09%

USMV Regions


USMV
Segment Benchmark
98.59%
100.00%

USMV Economic Development


USMV
Segment Benchmark
98.59%
100.00%
0.00%
0.00%

USMV Performance Statistics

0.83
0.67
0.67
0.69
0.58%
MSCI USA IMI

USMV Benchmark Comparison Holdings

176
2595
173
31.47%

USMV Benchmark Comparison Summary


USMV
Segment Benchmark
176
2595
$164.73B
$455.87B
20.17
19.39
4.52
3.63
1.78%
1.52%
Low
Low

USMV Benchmark Comparison Market Cap Size


USMV
Segment Benchmark
95.29%
86.98%
3.29%
10.01%
0.00%
2.78%
0.00%
0.22%