iShares MSCI Min Vol USA Index ETF (XMU.TO)
XMU.TO is a passive ETF by iShares tracking the investment results of the MSCI USA Minimum Volatility Index. XMU.TO launched on Jul 24, 2012 and has a 0.33% expense ratio.
ETF Info
| Issuer | iShares |
|---|---|
| Inception Date | Jul 24, 2012 |
| Region | North America (United States) |
| Category | Large Cap Blend Equities |
| Leveraged | 1x |
| Index Tracked | MSCI USA Minimum Volatility Index |
| Home Page | www.blackrock.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
XMU.TO features an expense ratio of 0.33%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in iShares MSCI Min Vol USA Index 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
iShares MSCI Min Vol USA Index ETF had a return of 27.18% year-to-date (YTD) and 28.56% in the last 12 months. Over the past 10 years, iShares MSCI Min Vol USA Index ETF had an annualized return of 12.96%, outperforming the S&P 500 benchmark which had an annualized return of 11.43%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 27.18% | 25.82% |
| 1 month | 3.60% | 3.20% |
| 6 months | 15.16% | 14.94% |
| 1 year | 28.56% | 35.92% |
| 5 years (annualized) | 9.86% | 14.22% |
| 10 years (annualized) | 12.96% | 11.43% |
Monthly Returns
The table below presents the monthly returns of XMU.TO, 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 | 3.80% | 3.06% | 2.82% | -2.12% | 0.87% | 2.94% | 4.67% | 2.45% | 0.56% | 1.53% | 27.18% | ||
| 2023 | -0.38% | -0.96% | 2.38% | 1.67% | -3.06% | 1.86% | 0.83% | 1.93% | -2.32% | 0.17% | 4.57% | 0.04% | 6.68% |
| 2022 | -5.67% | -3.31% | 4.41% | -3.18% | -1.26% | -2.67% | 4.51% | -0.66% | -2.36% | 6.50% | 4.16% | -3.24% | -3.58% |
| 2021 | -2.19% | -0.61% | 4.06% | 1.26% | -1.26% | 4.94% | 4.18% | 2.74% | -4.37% | 3.00% | 1.06% | 3.51% | 17.07% |
| 2020 | 4.45% | -8.28% | -6.10% | 7.99% | 2.87% | -2.25% | 2.78% | 0.38% | 0.21% | -3.67% | 5.20% | 0.72% | 3.09% |
| 2019 | 1.80% | 3.93% | 4.12% | 2.48% | -0.64% | 1.43% | 2.65% | 2.37% | 0.37% | -0.73% | 2.05% | -0.56% | 20.88% |
| 2018 | 1.20% | -0.24% | 0.32% | -0.44% | 2.25% | 2.79% | 2.24% | 3.28% | 0.19% | -1.80% | 4.03% | -4.70% | 9.16% |
| 2017 | -1.84% | 6.66% | 0.30% | 3.91% | 0.98% | -4.45% | -1.97% | 0.92% | 0.34% | 5.40% | 3.05% | -2.31% | 10.90% |
| 2016 | -0.63% | -2.23% | 1.45% | -3.78% | 6.14% | 2.81% | 2.58% | -1.63% | -0.64% | -0.86% | 0.84% | 2.34% | 6.17% |
| 2015 | 8.12% | 2.09% | 0.55% | -5.38% | 4.35% | -2.11% | 9.02% | -3.95% | 0.57% | 4.10% | 1.68% | 4.37% | 24.82% |
| 2014 | 1.55% | 3.74% | 0.61% | 0.33% | -0.00% | -0.12% | 0.85% | 3.36% | 2.32% | 5.16% | 4.41% | 5.93% | 31.74% |
| 2013 | 6.41% | 6.36% | 2.91% | 1.99% | 1.43% | 0.46% | 0.98% | -0.76% | -0.16% | 6.29% | 2.82% | 1.27% | 34.03% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of XMU.TO is 96, placing it in the top 4% 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 iShares MSCI Min Vol USA Index ETF (XMU.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares MSCI Min Vol USA Index ETF provided a 1.13% dividend yield over the last twelve months, with an annual payout of CA$0.99 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | CA$0.99 | CA$0.98 | CA$0.77 | CA$0.74 | CA$1.00 | CA$0.85 | CA$0.73 | CA$0.73 | CA$0.77 | CA$0.58 | CA$1.64 | CA$0.34 |
Dividend yield | 1.13% | 1.41% | 1.17% | 1.06% | 1.68% | 1.44% | 1.48% | 1.59% | 1.83% | 1.43% | 4.96% | 1.30% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI Min Vol USA Index 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 | CA$0.00 | CA$0.00 | CA$0.25 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.00 | CA$0.00 | CA$0.23 | CA$0.00 | CA$0.00 | CA$0.71 | |
| 2023 | CA$0.00 | CA$0.00 | CA$0.23 | CA$0.00 | CA$0.00 | CA$0.23 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.00 | CA$0.00 | CA$0.27 | CA$0.98 |
| 2022 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.19 | CA$0.00 | CA$0.00 | CA$0.21 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.77 |
| 2021 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.74 |
| 2020 | CA$0.00 | CA$0.00 | CA$0.24 | CA$0.00 | CA$0.00 | CA$0.28 | CA$0.00 | CA$0.00 | CA$0.21 | CA$0.00 | CA$0.00 | CA$0.28 | CA$1.00 |
| 2019 | CA$0.00 | CA$0.00 | CA$0.19 | CA$0.00 | CA$0.00 | CA$0.25 | CA$0.00 | CA$0.00 | CA$0.19 | CA$0.00 | CA$0.00 | CA$0.22 | CA$0.85 |
| 2018 | CA$0.00 | CA$0.00 | CA$0.15 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.22 | CA$0.73 |
| 2017 | CA$0.00 | CA$0.00 | CA$0.20 | CA$0.00 | CA$0.00 | CA$0.21 | CA$0.00 | CA$0.00 | CA$0.16 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.73 |
| 2016 | CA$0.00 | CA$0.00 | CA$0.17 | CA$0.00 | CA$0.00 | CA$0.18 | CA$0.00 | CA$0.00 | CA$0.19 | CA$0.00 | CA$0.00 | CA$0.23 | CA$0.77 |
| 2015 | CA$0.00 | CA$0.00 | CA$0.10 | CA$0.00 | CA$0.00 | CA$0.14 | CA$0.00 | CA$0.00 | CA$0.13 | CA$0.00 | CA$0.00 | CA$0.21 | CA$0.58 |
| 2014 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.11 | CA$0.00 | CA$0.00 | CA$0.11 | CA$0.00 | CA$0.00 | CA$1.33 | CA$1.64 |
| 2013 | CA$0.07 | CA$0.00 | CA$0.00 | CA$0.09 | CA$0.00 | CA$0.00 | CA$0.11 | CA$0.00 | CA$0.00 | CA$0.08 | CA$0.34 |
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 iShares MSCI Min Vol USA Index 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 Min Vol USA Index ETF was 27.31%, occurring on Mar 23, 2020. Recovery took 270 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.31% | Feb 19, 2020 | 24 | Mar 23, 2020 | 270 | Apr 20, 2021 | 294 |
| -18.13% | Dec 30, 2021 | 117 | Jun 16, 2022 | 373 | Dec 11, 2023 | 490 |
| -9.28% | Dec 3, 2018 | 16 | Dec 24, 2018 | 34 | Feb 13, 2019 | 50 |
| -9.04% | Jun 5, 2017 | 66 | Sep 7, 2017 | 57 | Nov 28, 2017 | 123 |
| -7.65% | Aug 18, 2015 | 6 | Aug 25, 2015 | 43 | Oct 27, 2015 | 49 |
Volatility
Volatility Chart
The current iShares MSCI Min Vol USA Index ETF volatility is 3.76%, 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.