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AQEC vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AQEC vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQE Core ETF (AQEC) and iShares MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AQEC achieves a -2.15% return, which is significantly lower than USMV's 3.34% return.


AQEC

1D
-0.67%
1M
6.52%
6M
-4.15%
YTD
-2.15%
1Y
3Y*
5Y*
10Y*

USMV

1D
-0.55%
1M
2.50%
6M
3.05%
YTD
3.34%
1Y
5.52%
3Y*
10.84%
5Y*
6.84%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQEC vs. USMV - Yearly Performance Comparison


2026 (YTD)2025
AQEC
AQE Core ETF
-2.15%3.90%
USMV
iShares MSCI USA Min Vol Factor ETF
3.34%0.90%

Correlation

The correlation between AQEC and USMV is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.75

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Return for Risk

AQEC vs. USMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AQEC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


USMV
USMV Risk / Return Rank: 2222
Overall Rank
USMV Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 2121
Sortino Ratio Rank
USMV Omega Ratio Rank: 2020
Omega Ratio Rank
USMV Calmar Ratio Rank: 2323
Calmar Ratio Rank
USMV Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AQEC vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQE Core ETF (AQEC) and iShares MSCI USA Min Vol Factor ETF (USMV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AQECUSMVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.84

Martin ratioReturn relative to average drawdown

2.75

AQEC vs. USMV - Sharpe Ratio Comparison


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Drawdowns

AQEC vs. USMV - Drawdown Comparison

The maximum AQEC drawdown since its inception was -12.81%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for AQEC and USMV.


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Drawdown Indicators


AQECUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-12.81%

-33.10%

+20.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.46%

Max Drawdown (3Y)

Largest decline over 3 years

-9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

Current Drawdown

Current decline from peak

-4.60%

-1.78%

-2.82%

Average Drawdown

Average peak-to-trough decline

-5.33%

-2.86%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

Volatility

AQEC vs. USMV - Volatility Comparison


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Volatility by Period


AQECUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.27%

8.53%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

12.38%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.27%

14.50%

-1.23%

AQEC vs. USMV - Expense Ratio Comparison

AQEC has a 0.49% expense ratio, which is higher than USMV's 0.15% expense ratio.


Dividends

AQEC vs. USMV - Dividend Comparison

AQEC's dividend yield for the trailing twelve months is around 0.92%, less than USMV's 1.49% yield.


PositionTTM20252024202320222021202020192018201720162015
AQEC
AQE Core ETF
0.92%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USMV
iShares MSCI USA Min Vol Factor ETF
1.49%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions


AQEC and USMV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USMV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USMV is cheaper with a 0.15% expense ratio, compared with 0.49% for AQEC.

USMV has the higher dividend yield at 1.49%, compared with 0.92% for AQEC.

They also come from different issuers: Arlington Asset Management and iShares. Their fees differ too: 0.49% for AQEC and 0.15% for USMV.

Portfolio Optimizer

Find the right allocation for AQEC and USMV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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