USMV iShares MSCI USA Min Vol Factor ETF
What is USMV?
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 Summary Data
USMV Portfolio Data
USMV Index Data
USMV Portfolio Management
USMV Tax Exposures
USMV Fund Structure
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
USMV Performance Statistics
USMV Economic Development
USMV Benchmark Comparison Summary
USMV Benchmark Comparison Market Cap Size