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 |
| Leveraged | 1x |
| Index Tracked | Nasdaq Victory Multi-Factor Minimum Volatility Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
VSMV features an expense ratio of 0.35%, falling within the medium range.
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, VSMV vs. USMV, VSMV vs. VOO, VSMV vs. FDVV, VSMV vs. HDV, VSMV vs. LGLV
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 20.31% year-to-date (YTD) and 27.70% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 20.31% | 25.70% |
| 1 month | 3.47% | 3.51% |
| 6 months | 13.52% | 14.80% |
| 1 year | 27.70% | 37.91% |
| 5 years (annualized) | 11.23% | 14.18% |
| 10 years (annualized) | N/A | 11.41% |
Monthly Returns
The table below presents the monthly returns of VSMV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.82% | 3.01% | 2.85% | -4.59% | 4.06% | 1.55% | 3.40% | 2.81% | 0.90% | -1.48% | 20.31% | ||
| 2023 | 1.84% | -2.20% | 2.25% | 2.34% | -2.03% | 5.36% | 1.50% | -1.73% | -2.76% | -0.22% | 5.39% | 2.38% | 12.34% |
| 2022 | -4.75% | -1.72% | 5.97% | -5.28% | 0.84% | -7.29% | 4.60% | -2.99% | -6.76% | 10.32% | 5.02% | -4.01% | -7.56% |
| 2021 | -0.49% | -0.10% | 6.81% | 3.29% | 1.77% | 1.15% | 2.81% | 2.40% | -4.49% | 4.78% | -0.45% | 6.11% | 25.66% |
| 2020 | 0.71% | -10.47% | -9.78% | 9.80% | 5.22% | -0.18% | 3.98% | 3.08% | -2.04% | -4.58% | 8.55% | 2.99% | 5.05% |
| 2019 | 6.51% | 2.33% | 1.48% | 3.38% | -3.34% | 5.92% | 1.83% | -0.30% | 2.15% | 0.58% | 2.55% | 1.24% | 26.79% |
| 2018 | 4.39% | -3.40% | -1.18% | 0.00% | 1.01% | 1.13% | 2.82% | 5.08% | 0.97% | -4.00% | 0.89% | -8.06% | -1.13% |
| 2017 | -0.60% | 1.56% | 0.70% | 0.02% | 3.41% | 0.89% | 5.11% | 11.51% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of VSMV is 87, placing it in the top 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 provided a 1.35% dividend yield over the last twelve months, with an annual payout of $0.67 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.67 | $0.74 | $0.76 | $0.57 | $0.68 | $0.66 | $0.65 | $0.31 |
Dividend yield | 1.35% | 1.77% | 1.99% | 1.36% | 2.01% | 2.00% | 2.42% | 1.14% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.02 | $0.02 | $0.10 | $0.06 | $0.02 | $0.09 | $0.04 | $0.02 | $0.09 | $0.05 | $0.02 | $0.53 | |
| 2023 | $0.01 | $0.07 | $0.08 | $0.05 | $0.04 | $0.10 | $0.02 | $0.06 | $0.07 | $0.09 | $0.02 | $0.14 | $0.74 |
| 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 | $0.76 |
| 2021 | $0.00 | $0.04 | $0.07 | $0.06 | $0.04 | $0.03 | $0.03 | $0.05 | $0.06 | $0.06 | $0.05 | $0.09 | $0.57 |
| 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 | $0.68 |
| 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 | $0.66 |
| 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 | $0.65 |
| 2017 | $0.02 | $0.03 | $0.07 | $0.05 | $0.02 | $0.13 | $0.31 |
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.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.33% | Feb 14, 2020 | 26 | Mar 23, 2020 | 187 | Dec 16, 2020 | 213 |
| -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 3.23%, 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.