- ISIN
- US46436E4456
- Issuer
- iShares
- Inception Date
- Nov 2, 2021
- Region
- North America (U.S.)
- Category
- Low Volatility
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $8M
Highlights
- Avg. Volume (1M)
- 295
- Avg. Volume Value (1M)
- $9.03K
Share Price Chart
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Performance
ESMV Performance Chart
iShares ESG MSCI USA Min Vol Factor ETF (ESMV) is up 7.3% since the beginning of the year. ESMV is currently trading at $31 per share.
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Returns By Period
iShares ESG MSCI USA Min Vol Factor ETF (ESMV) has returned 7.33% so far this year and 9.71% over the past 12 months.
iShares ESG MSCI USA Min Vol Factor ETF
- 1D
- 0.22%
- 1M
- -0.16%
- 6M
- 6.27%
- YTD
- 7.33%
- 1Y
- 9.71%
- 3Y*
- 10.25%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.96%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ESMV Monthly Returns History
Based on dividend-adjusted daily data since Nov 4, 2021, ESMV's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.
Historically, 60% of months were positive and 40% 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 50% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.00% | 2.64% | -5.31% | 3.99% | 3.02% | 1.03% | 1.03% | 7.33% | |||||
| 2025 | 2.99% | 1.79% | -1.44% | -1.35% | 1.53% | 1.17% | -1.14% | 1.61% | 0.83% | -1.42% | 1.22% | -0.45% | 5.34% |
| 2024 | 1.24% | 2.41% | 3.03% | -3.91% | 2.08% | 1.60% | 3.69% | 4.18% | 1.11% | -1.68% | 5.74% | -6.48% | 13.06% |
| 2023 | 2.54% | -3.56% | 3.18% | 1.61% | -3.39% | 5.42% | 1.59% | -0.97% | -3.96% | -1.27% | 7.84% | 3.30% | 12.20% |
| 2022 | -7.94% | -2.74% | 4.37% | -5.00% | -0.08% | -4.56% | 6.09% | -3.06% | -7.76% | 8.35% | 5.99% | -3.60% | -11.08% |
| 2021 | -2.68% | 5.97% | 3.13% |
Benchmark Metrics
iShares ESG MSCI USA Min Vol Factor ETF has an annualized alpha of -0.29%, beta of 0.60, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since November 04, 2021.
- This ETF participated in 79.17% of S&P 500 Index downside but only 63.86% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.60 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.29%
- Beta
- 0.60
- R²
- 0.63
- Upside Capture
- 63.86%
- Downside Capture
- 79.17%
Expense Ratio
ESMV has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
ESMV ranks 37 for risk / return — above 37% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESMV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.00 | -0.68 |
| Martin ratioReturn relative to average drawdown | 4.05 | 8.49 | -4.44 |
Dividends
Dividend History
iShares ESG MSCI USA Min Vol Factor ETF provided a 1.50% dividend yield over the last twelve months, with an annual payout of $0.46 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.46 | $0.45 | $0.48 | $0.44 | $0.38 | $0.06 |
Dividend yield | 1.50% | 1.56% | 1.71% | 1.75% | 1.66% | 0.24% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.09 | $0.00 | $0.20 | |||||
| 2025 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.45 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.48 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.44 |
| 2022 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.38 |
| 2021 | $0.06 | $0.06 |
Drawdowns
Drawdowns Chart
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.
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Worst Drawdowns
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 0.51%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-19.77%Oct 2022 | 9mo 12d | 1y 2mo | 2y 5dJan 2022 - Jan 2024 | Bear market2022 |
-12.16%Apr 2025 | 4mo 7d | 7mo 9d | 11mo 16dDec 2024 - Nov 2025 | 2025 selloff2025 |
-7.01%Mar 2026 | 25d | 1mo 25d | 2mo 20dMar 2026 - May 2026 | — |
-5.64%Nov 2025 | 6d | 3mo 9d | 3mo 15dNov 2025 - Feb 2026 | — |
-4.58%Apr 2024 | 16d | 29d | 1mo 15dApr 2024 - May 2024 | — |
Drawdown Indicators
| ESMV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.77% | -56.78% | +37.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -9.10% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -12.16% | -18.90% | +6.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.51% | -1.58% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -10.70% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.14% | +0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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