PortfoliosLab logo

iShares Edge MSCI Min Vol USA ETF (USMV)

ETF · Currency in USD · Last updated Aug 13, 2022

USMV is a passive ETF by iShares tracking the investment results of the MSCI USA Minimum Volatility Index. USMV launched on Oct 18, 2011 and has a 0.15% expense ratio.

ETF Info

ISINUS46429B6974
CUSIP46429B697
IssueriShares
Inception DateOct 18, 2011
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Expense Ratio0.15%
Index TrackedMSCI USA Minimum Volatility Index
ETF Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$75.74
Year Range$66.73 - $80.51
EMA (50)$72.52
EMA (200)$73.76
Average Volume$3.44M

USMVShare Price Chart


Chart placeholderClick Calculate to get results

USMVPerformance

The chart shows the growth of $10,000 invested in iShares Edge MSCI Min Vol USA ETF in Oct 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $36,779 for a total return of roughly 267.79%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
2.81%
-2.76%
USMV (iShares Edge MSCI Min Vol USA ETF)
Benchmark (^GSPC)

USMVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M7.36%12.08%
6M1.28%-4.97%
YTD-5.76%-10.20%
1Y0.23%-3.65%
5Y10.84%11.89%
10Y12.16%11.81%

USMVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.98%-3.06%5.58%-5.34%0.04%-4.13%5.13%2.61%
2021-2.73%-0.38%5.61%3.99%0.88%1.72%3.55%1.88%-4.99%5.51%-2.05%6.84%
20202.35%-8.74%-11.30%9.37%4.32%-1.11%4.57%2.73%-1.66%-3.25%8.09%2.31%
20195.65%3.83%2.71%2.18%-1.61%4.98%1.67%1.59%0.99%-0.23%1.39%1.77%
20183.49%-4.26%-0.25%0.21%1.00%1.69%3.29%3.06%1.24%-4.05%3.23%-6.69%
20171.26%4.54%0.12%1.40%2.00%-0.35%2.02%0.76%0.52%1.95%3.08%0.24%
2016-1.39%1.04%5.93%-0.36%1.58%4.49%1.47%-1.96%-0.65%-2.75%0.61%2.43%
2015-0.49%3.65%-0.75%-0.58%1.02%-2.23%4.02%-4.53%-0.62%5.99%-0.21%0.51%
2014-3.04%4.39%0.85%1.33%1.15%1.24%-1.42%3.98%-0.78%4.25%3.56%0.04%
20134.99%2.75%4.96%2.78%-2.34%-0.42%3.68%-3.26%2.54%4.72%1.32%1.27%
20121.31%2.10%2.58%1.31%-2.19%3.65%1.94%-0.17%1.58%-1.11%0.34%-0.86%
20112.37%0.15%3.07%

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 0.00. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.001.50MarchAprilMayJuneJulyAugust
0.00
-0.20
USMV (iShares Edge MSCI Min Vol USA ETF)
Benchmark (^GSPC)

USMVDividend History

iShares Edge MSCI Min Vol USA ETF granted a 1.36% dividend yield in the last twelve months. The annual payout for that period amounted to $1.03 per share.


PeriodTTM20212020201920182017201620152014201320122011
Dividend$1.03$1.02$1.23$1.23$1.11$0.93$1.00$0.84$0.76$0.77$0.57$0.08

Dividend yield

1.36%1.27%1.85%1.96%2.25%1.92%2.45%2.28%2.17%2.56%2.36%0.36%

USMVDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-5.92%
-10.77%
USMV (iShares Edge MSCI Min Vol USA ETF)
Benchmark (^GSPC)

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
-17.11%Dec 30, 2021117Jun 16, 2022
-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, 201629Mar 2, 201643
-6.64%May 16, 201327Jun 24, 201360Sep 18, 201387
-6.03%Sep 3, 202121Oct 4, 202122Nov 3, 202143
-5.94%Oct 8, 201227Nov 15, 201237Jan 10, 201364

USMVVolatility Chart

Current iShares Edge MSCI Min Vol USA ETF volatility is 11.37%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
11.37%
16.68%
USMV (iShares Edge MSCI Min Vol USA ETF)
Benchmark (^GSPC)

USMVAlternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. Yield
SPLVMay 5, 20110.25%-2.27%11.51%1.87%Compare USMV and SPLV
SPYJan 22, 19930.09%-9.41%13.90%1.41%Compare USMV and SPY
VOOSep 7, 20100.03%-9.38%13.98%1.44%Compare USMV and VOO
VTIMay 24, 20010.03%-10.34%13.68%1.41%Compare USMV and VTI