iShares ESG MSCI USA Min Vol Factor ETF (ESMV)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

The chart shows the growth of an initial investment of $10,000 in iShares ESG MSCI USA Min Vol Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

iShares ESG MSCI USA Min Vol Factor ETF (ESMV) has returned -1.84% so far this year and 0.08% over the past 12 months.

Based on dividend-adjusted daily data since Nov 4, 2021, ESMV's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was Oct 2022 with a return of +8.4%, while the worst month was Jan 2022 at -7.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ESMV closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +5.6%, while the worst single day was Apr 4, 2025 at -5.6%.

iShares ESG MSCI USA Min Vol Factor ETF has an annualized alpha of -0.46%, beta of 0.61, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since November 05, 2021.

• This ETF participated in 82.19% of S&P 500 Index downside but only 67.35% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.61 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

ESMV has an expense ratio of 0.18%, which is considered low.

ESMV ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below present risk-adjusted performance metrics for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) and compare them to a chosen benchmark (S&P 500 Index).

iShares ESG MSCI USA Min Vol Factor ETF provided a 1.70% dividend yield over the last twelve months, with an annual payout of $0.48 per share.

The table displays the monthly dividend distributions for iShares ESG MSCI USA Min Vol Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the iShares ESG MSCI USA Min Vol Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares ESG MSCI USA Min Vol Factor ETF was 19.77%, occurring on Oct 12, 2022. Recovery took 310 trading sessions.

The current iShares ESG MSCI USA Min Vol Factor ETF drawdown is 5.31%.

The chart below shows the rolling one-month volatility.