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GURU vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GURU vs. USMV

Last updated Jul 18, 2026
Documentation

GURU (Global X Guru Index ETF) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds - GURU tracks the Solactive Guru Index while USMV tracks the MSCI USA Minimum Volatility Index. Both are passively managed. Over the past 10 years, GURU returned 12.14%/yr vs 9.44%/yr for USMV. A 0.71 correlation means they provide meaningful diversification when combined. GURU charges 0.75%/yr vs 0.15%/yr for USMV.

Performance

GURU vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Guru Index ETF (GURU) 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, GURU achieves a 8.22% return, which is significantly higher than USMV's 3.34% return. Over the past 10 years, GURU has outperformed USMV with an annualized return of 12.14%, while USMV has yielded a comparatively lower 9.44% annualized return.

GURU

1D
-0.25%
1M
0.71%
6M
9.05%
YTD
8.22%
1Y
23.74%
3Y*
20.82%
5Y*
7.57%
10Y*
12.14%

USMV

1D
-0.55%
1M
2.07%
6M
3.05%
YTD
3.34%
1Y
5.43%
3Y*
10.84%
5Y*
6.84%
10Y*
9.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GURU vs. USMV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GURU
Global X Guru Index ETF		8.22%25.43%23.76%19.28%-27.94%8.19%25.27%30.99%-6.56%24.26%
USMV
iShares MSCI USA Min Vol Factor ETF		3.34%7.65%15.74%10.33%-9.43%20.85%5.64%27.69%1.33%18.91%

Correlation

The correlation between GURU and USMV is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2012

0.71

Over the past year, the correlation between GURU and USMV has dropped to 0.45 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

GURU vs. USMV - Sectors Allocation Comparison

Sectors
GURU
USMV

Healthcare

27.2%
12.6%

Technology

24.4%
33.9%

Industrials

10.2%
6.1%

Consumer Cyclical

10.0%
5.7%

Financial Services

8.7%
11.7%

Utilities

5.5%
6.9%

Communication Services

4.8%
6.2%

Energy

3.8%
2.7%

Basic Materials

2.3%
2.4%

Consumer Defensive

1.8%
9.4%

Real Estate

1.2%
2.5%

Healthcare

GURU
27.2%
USMV
12.6%

Technology

GURU
24.4%
USMV
33.9%

Industrials

GURU
10.2%
USMV
6.1%

Consumer Cyclical

GURU
10.0%
USMV
5.7%

Financial Services

GURU
8.7%
USMV
11.7%

Utilities

GURU
5.5%
USMV
6.9%

Communication Services

GURU
4.8%
USMV
6.2%

Energy

GURU
3.8%
USMV
2.7%

Basic Materials

GURU
2.3%
USMV
2.4%

Consumer Defensive

GURU
1.8%
USMV
9.4%

Real Estate

GURU
1.2%
USMV
2.5%

Compare stocks, funds, or ETFs

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

Global X Guru Index ETF

iShares MSCI USA Min Vol Factor ETF

Often compared with GURU:
GURU vs. VOOGURU vs. HDGGURU vs. FMAGGURU vs. SPYGURU vs. CHIQGURU vs. ACWIGURU vs. EBIZ
Often compared with USMV:
USMV vs. SPLVUSMV vs. SPYUSMV vs. VOOUSMV vs. QUALUSMV vs. VFMVUSMV vs. ACWVUSMV vs. VTI

Return for Risk

GURU vs. USMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GURU
GURU Risk / Return Rank: 5454
Overall Rank
GURU Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GURU Sortino Ratio Rank: 5555
Sortino Ratio Rank
GURU Omega Ratio Rank: 5151
Omega Ratio Rank
GURU Calmar Ratio Rank: 5353
Calmar Ratio Rank
GURU Martin Ratio Rank: 5656
Martin Ratio Rank
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.

GURU vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Guru Index ETF (GURU) 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.

GURUUSMVDifference
Sharpe ratioReturn per unit of total volatility
1.47
0.64

+0.83

Sortino ratioReturn per unit of downside risk
2.11
0.96

+1.15

Omega ratioGain probability vs. loss probability

1.26

1.11

+0.15

Calmar ratioReturn relative to maximum drawdown

2.13

0.84

+1.28

Martin ratioReturn relative to average drawdown

7.62

2.75

+4.87

GURU vs. USMV - Sharpe Ratio Comparison

The current GURU Sharpe Ratio is 1.47, which is higher than the USMV Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of GURU 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

GURU vs. USMV - Drawdown Comparison

The maximum GURU drawdown since its inception was -38.50%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for GURU and USMV.

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Drawdown Indicators

GURUUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-33.10%

-5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-6.46%

-4.76%

Max Drawdown (3Y)

Largest decline over 3 years

-20.73%

-9.36%

-11.37%

Max Drawdown (5Y)

Largest decline over 5 years

-38.50%

-17.93%

-20.57%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-33.10%

-5.40%

Current Drawdown

Current decline from peak

-3.42%

-1.78%

-1.64%

Average Drawdown

Average peak-to-trough decline

-8.61%

-2.86%

-5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

1.98%

+1.14%

Volatility

GURU vs. USMV - Volatility Comparison

Global X Guru Index ETF (GURU) has a higher volatility of 4.31% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 3.01%. This indicates that GURU's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GURUUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

3.01%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

6.43%

+6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

8.53%

+7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.55%

12.38%

+8.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

14.50%

+5.65%

GURU vs. USMV - Expense Ratio Comparison

GURU has a 0.75% expense ratio, which is higher than USMV's 0.15% expense ratio.

Dividends

GURU vs. USMV - Dividend Comparison

GURU's dividend yield for the trailing twelve months is around 0.08%, less than USMV's 1.49% yield.

PositionTTM20252024202320222021202020192018201720162015
GURU
Global X Guru Index ETF		0.08%0.11%0.17%0.57%0.22%0.09%2.75%0.35%0.54%0.54%0.22%0.47%
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

GURU and USMV have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GURU has higher volatility (4.31%) compared to USMV (3.01%). In terms of maximum drawdown, GURU dropped -38.50% vs USMV's -33.10%.

On 10-year performance, GURU leads with 12.14% vs 9.44% for USMV. On fees, USMV is cheaper at 0.15% per year. On volatility, USMV has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GURU has performed better with a 12.14% return vs 9.44%. 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 0.75% for GURU.

USMV has the higher dividend yield at 1.49%, compared with 0.08% for GURU.

GURU tracks Solactive Guru Index, while USMV tracks MSCI USA Minimum Volatility Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.75% for GURU and 0.15% for USMV.

GURU currently has the higher Sharpe Ratio (1.47 vs 0.64), 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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