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iShares Edge MSCI Min Vol USA ETF

USMV
ETF · Currency in USD
ISIN
US46429B6974
CUSIP
46429B697
Issuer
iShares
Inception Date
Oct 18, 2011
Region
North America (U.S.)
Category
Large Cap Growth Equities
Expense Ratio
0.15%
Index Tracked
MSCI USA Minimum Volatility Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

USMVPrice Chart


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USMVPerformance

The chart shows the growth of $10,000 invested in iShares Edge MSCI Min Vol USA ETF on Oct 21, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $37,276 for a total return of roughly 272.76%. All prices are adjusted for splits and dividends.


USMV (iShares Edge MSCI Min Vol USA ETF)
Benchmark (S&P 500)

USMVReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.57%
6M8.24%
YTD15.43%
1Y21.83%
5Y14.08%
10Y13.95%

USMVMonthly Returns Heatmap


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USMVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Edge MSCI Min Vol USA ETF Sharpe ratio is 1.95. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


USMV (iShares Edge MSCI Min Vol USA ETF)
Benchmark (S&P 500)

USMVDividends

iShares Edge MSCI Min Vol USA ETF granted a 1.39% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $1.08 per share.


PeriodTTM2020201920182017201620152014201320122011
Dividend$1.08$1.23$1.23$1.11$0.93$1.00$0.84$0.76$0.77$0.57$0.08

Dividend yield

1.39%1.81%1.88%2.12%1.77%2.22%2.02%1.88%2.18%1.96%0.29%

USMVDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


USMV (iShares Edge MSCI Min Vol USA ETF)
Benchmark (S&P 500)

USMVWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Edge MSCI Min Vol USA ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Edge MSCI Min Vol USA ETF is 33.10%, recorded on Mar 23, 2020. It took 202 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.1%Feb 18, 202025Mar 23, 2020202Jan 8, 2021227
-12.7%Sep 24, 201864Dec 24, 201836Feb 15, 2019100
-9.5%Aug 18, 20156Aug 25, 201587Dec 29, 201593
-9.17%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-7.31%Jul 25, 201674Nov 4, 201667Feb 13, 2017141
-7.14%Dec 30, 201514Jan 20, 201630Mar 3, 201644
-6.64%May 16, 201327Jun 24, 201360Sep 18, 201387
-6.03%Sep 3, 202121Oct 4, 2021
-5.94%Oct 8, 201227Nov 15, 201237Jan 10, 201364
-5.38%Nov 14, 20119Nov 25, 20117Dec 6, 201116

USMVVolatility Chart

Current iShares Edge MSCI Min Vol USA ETF volatility is 6.84%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


USMV (iShares Edge MSCI Min Vol USA ETF)
Benchmark (S&P 500)

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