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BTR vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BTR vs. USMV

Last updated Jul 12, 2026
Documentation

BTR (Beacon Tactical Risk ETF) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds. BTR is actively managed, while USMV is passively managed. Over the past 3 years, BTR returned 5.01%/yr vs 11.50%/yr for USMV. A 0.67 correlation means they provide meaningful diversification when combined. BTR charges 1.10%/yr vs 0.15%/yr for USMV.

Performance

BTR vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beacon Tactical Risk ETF (BTR) 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, BTR achieves a 9.98% return, which is significantly higher than USMV's 4.58% return.

BTR

1D
0.44%
1M
0.95%
6M
7.09%
YTD
9.98%
1Y
16.71%
3Y*
5.01%
5Y*
—
10Y*
—

USMV

1D
0.16%
1M
2.10%
6M
4.05%
YTD
4.58%
1Y
7.03%
3Y*
11.50%
5Y*
7.18%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTR vs. USMV - Yearly Performance Comparison

2026 (YTD)202520242023
BTR
Beacon Tactical Risk ETF		9.98%-2.15%14.45%-6.78%
USMV
iShares MSCI USA Min Vol Factor ETF		4.58%7.65%15.74%7.02%

Correlation

The correlation between BTR and USMV is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.67

The correlation between BTR and USMV has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

BTR vs. USMV - Sectors Allocation Comparison

Sectors
BTR
USMV

Technology

12.7%
33.9%

Energy

10.4%
2.7%

Consumer Cyclical

9.5%
5.7%

Communication Services

9.3%
6.2%

Industrials

9.2%
6.1%

Healthcare

8.8%
12.6%

Utilities

8.4%
6.9%

Basic Materials

8.4%
2.4%

Real Estate

8.2%
2.5%

Consumer Defensive

7.8%
9.4%

Financial Services

7.2%
11.7%

Technology

BTR
12.7%
USMV
33.9%

Energy

BTR
10.4%
USMV
2.7%

Consumer Cyclical

BTR
9.5%
USMV
5.7%

Communication Services

BTR
9.3%
USMV
6.2%

Industrials

BTR
9.2%
USMV
6.1%

Healthcare

BTR
8.8%
USMV
12.6%

Utilities

BTR
8.4%
USMV
6.9%

Basic Materials

BTR
8.4%
USMV
2.4%

Real Estate

BTR
8.2%
USMV
2.5%

Consumer Defensive

BTR
7.8%
USMV
9.4%

Financial Services

BTR
7.2%
USMV
11.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Beacon Tactical Risk ETF

iShares MSCI USA Min Vol Factor ETF

Often compared with BTR:
BTR vs. AMECXBTR vs. BSJOBTR vs. BSRBTR vs. MGNRBTR vs. TEXNBTR vs. USPXBTR vs. AHLT
Often compared with USMV:
USMV vs. SPLVUSMV vs. SPYUSMV vs. VOOUSMV vs. QUALUSMV vs. VFMVUSMV vs. ACWVUSMV vs. VTI

Return for Risk

BTR vs. USMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BTR
BTR Risk / Return Rank: 6565
Overall Rank
BTR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BTR Sortino Ratio Rank: 6363
Sortino Ratio Rank
BTR Omega Ratio Rank: 6363
Omega Ratio Rank
BTR Calmar Ratio Rank: 6666
Calmar Ratio Rank
BTR Martin Ratio Rank: 6969
Martin Ratio Rank
USMV
USMV Risk / Return Rank: 2424
Overall Rank
USMV Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 2323
Sortino Ratio Rank
USMV Omega Ratio Rank: 2222
Omega Ratio Rank
USMV Calmar Ratio Rank: 2424
Calmar Ratio Rank
USMV Martin Ratio Rank: 2828
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.

BTR vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beacon Tactical Risk ETF (BTR) 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.

BTRUSMVDifference
Sharpe ratioReturn per unit of total volatility
1.66
0.73

+0.92

Sortino ratioReturn per unit of downside risk
2.34
1.08

+1.26

Omega ratioGain probability vs. loss probability

1.30

1.13

+0.17

Calmar ratioReturn relative to maximum drawdown

2.62

0.97

+1.66

Martin ratioReturn relative to average drawdown

10.07

3.16

+6.90

BTR vs. USMV - Sharpe Ratio Comparison

The current BTR Sharpe Ratio is 1.66, which is higher than the USMV Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BTR and USMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BTR vs. USMV - Drawdown Comparison

The maximum BTR drawdown since its inception was -16.67%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for BTR and USMV.

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Drawdown Indicators

BTRUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-16.67%

-33.10%

+16.43%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-6.46%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.67%

-9.36%

-7.31%

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

-0.11%

-0.60%

+0.49%

Average Drawdown

Average peak-to-trough decline

-5.43%

-2.87%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.97%

-0.35%

Volatility

BTR vs. USMV - Volatility Comparison

Beacon Tactical Risk ETF (BTR) and iShares MSCI USA Min Vol Factor ETF (USMV) have volatilities of 2.62% and 2.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BTRUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.59%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

6.23%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

9.87%

8.51%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.86%

12.35%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.86%

14.49%

-3.63%

BTR vs. USMV - Expense Ratio Comparison

BTR has a 1.10% expense ratio, which is higher than USMV's 0.15% expense ratio.

Dividends

BTR vs. USMV - Dividend Comparison

BTR's dividend yield for the trailing twelve months is around 1.17%, less than USMV's 1.48% yield.

PositionTTM20252024202320222021202020192018201720162015
BTR
Beacon Tactical Risk ETF		1.17%1.29%0.87%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USMV
iShares MSCI USA Min Vol Factor ETF		1.48%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

BTR and USMV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTR has higher volatility (2.62%) compared to USMV (2.59%). In terms of maximum drawdown, BTR dropped -16.67% vs USMV's -33.10%.

On 3-year performance, USMV leads with 11.50% vs 5.01% for BTR. On fees, USMV is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USMV has performed better with a 11.50% return vs 5.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USMV is cheaper with a 0.15% expense ratio, compared with 1.10% for BTR.

USMV has the higher dividend yield at 1.48%, compared with 1.17% for BTR.

They also come from different issuers: American Beacon and iShares. Their fees differ too: 1.10% for BTR and 0.15% for USMV.

BTR currently has the higher Sharpe Ratio (1.66 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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