VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV)
VSMV is a passive ETF by Crestview tracking the investment results of the Nasdaq Victory Multi-Factor Minimum Volatility Index. VSMV launched on Jun 22, 2017 and has a 0.35% expense ratio.
ETF Info
| ISIN | US92647N6913 |
|---|---|
| CUSIP | 92647N691 |
| Issuer | Crestview |
| Inception Date | Jun 22, 2017 |
| Region | North America (U.S.) |
| Category | Volatility Hedged Equity, Multi-factor |
| Index Tracked | Nasdaq Victory Multi-Factor Minimum Volatility Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The VictoryShares US Multi-Factor Minimum Volatility ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: VSMV vs. FV, VSMV vs. SPY, VSMV vs. OMFL, VSMV vs. MGV, VSMV vs. JPST
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VictoryShares US Multi-Factor Minimum Volatility ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
VictoryShares US Multi-Factor Minimum Volatility ETF had a return of 2.78% year-to-date (YTD) and 11.08% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.78% | 5.06% |
| 1 month | -2.90% | -3.23% |
| 6 months | 8.83% | 17.14% |
| 1 year | 11.08% | 20.62% |
| 5 years (annualized) | 9.75% | 11.54% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.82% | 3.01% | 2.85% | |||||||||
| 2023 | -2.76% | -0.22% | 5.39% | 2.39% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
VictoryShares US Multi-Factor Minimum Volatility ETF(VSMV)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
VictoryShares US Multi-Factor Minimum Volatility ETF granted a 1.70% dividend yield in the last twelve months. The annual payout for that period amounted to $0.73 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.73 | $0.75 | $0.76 | $0.57 | $0.68 | $0.66 | $0.65 | $0.31 |
Dividend yield | 1.70% | 1.77% | 1.99% | 1.36% | 2.01% | 2.00% | 2.42% | 1.11% |
Monthly Dividends
The table displays the monthly dividend distributions for VictoryShares US Multi-Factor Minimum Volatility 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.02 | $0.02 | $0.10 | |||||||||
| 2023 | $0.01 | $0.07 | $0.08 | $0.05 | $0.04 | $0.10 | $0.02 | $0.05 | $0.07 | $0.09 | $0.02 | $0.14 |
| 2022 | $0.00 | $0.06 | $0.08 | $0.02 | $0.04 | $0.12 | $0.05 | $0.04 | $0.09 | $0.06 | $0.06 | $0.14 |
| 2021 | $0.00 | $0.04 | $0.07 | $0.06 | $0.04 | $0.03 | $0.03 | $0.05 | $0.06 | $0.05 | $0.05 | $0.09 |
| 2020 | $0.01 | $0.04 | $0.05 | $0.07 | $0.05 | $0.07 | $0.04 | $0.03 | $0.06 | $0.08 | $0.04 | $0.14 |
| 2019 | $0.00 | $0.04 | $0.06 | $0.07 | $0.01 | $0.07 | $0.07 | $0.03 | $0.05 | $0.10 | $0.01 | $0.16 |
| 2018 | $0.02 | $0.02 | $0.05 | $0.06 | $0.03 | $0.07 | $0.05 | $0.03 | $0.05 | $0.07 | $0.03 | $0.18 |
| 2017 | $0.01 | $0.03 | $0.07 | $0.05 | $0.02 | $0.13 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the VictoryShares US Multi-Factor Minimum Volatility 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 VictoryShares US Multi-Factor Minimum Volatility ETF was 31.33%, occurring on Mar 23, 2020. Recovery took 187 trading sessions.
The current VictoryShares US Multi-Factor Minimum Volatility ETF drawdown is 4.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.33% | Feb 19, 2020 | 24 | Mar 23, 2020 | 187 | Dec 16, 2020 | 211 |
| -17.96% | Apr 11, 2022 | 120 | Sep 30, 2022 | 201 | Jul 21, 2023 | 321 |
| -15.89% | Oct 4, 2018 | 56 | Dec 24, 2018 | 81 | Apr 23, 2019 | 137 |
| -9.28% | Dec 31, 2021 | 38 | Feb 24, 2022 | 23 | Mar 29, 2022 | 61 |
| -7.65% | Jan 30, 2018 | 24 | Apr 2, 2018 | 69 | Aug 2, 2018 | 93 |
Volatility
Volatility Chart
The current VictoryShares US Multi-Factor Minimum Volatility ETF volatility is 2.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.