iShares MSCI USA Minimum Volatility Factor ETF (USMV)

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The chart shows the growth of an initial investment of $10,000 in iShares MSCI USA Minimum Volatility 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 MSCI USA Minimum Volatility Factor ETF (USMV) has returned -1.10% so far this year and 0.57% over the past 12 months. Over the last ten years, USMV has returned 9.65% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Oct 20, 2011, USMV's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +9.4%, while the worst month was Mar 2020 at -11.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, USMV closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -10.1%.

iShares MSCI USA Minimum Volatility Factor ETF has an annualized alpha of 2.46%, beta of 0.72, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (75.17%) than losses (70.19%) — typical of diversified or defensive assets.
• This ETF generated an annualized alpha of 2.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

USMV has an expense ratio of 0.15%, which is considered low.

USMV ranks 14 for risk / return — in the bottom 14% 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 MSCI USA Minimum Volatility Factor ETF (USMV) and compare them to a chosen benchmark (S&P 500 Index).

iShares MSCI USA Minimum Volatility Factor ETF provided a 1.58% dividend yield over the last twelve months, with an annual payout of $1.47 per share.

The table displays the monthly dividend distributions for iShares MSCI USA Minimum Volatility 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 MSCI USA Minimum Volatility 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 MSCI USA Minimum Volatility Factor ETF was 33.10%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.

The current iShares MSCI USA Minimum Volatility Factor ETF drawdown is 4.79%.

The chart below shows the rolling one-month volatility.