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SAMT vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SAMT vs. USMV

Last updated Jul 14, 2026
Documentation

SAMT (Strategas Macro Thematic Opportunities ETF) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds. SAMT is actively managed, while USMV is passively managed. Over the past 3 years, SAMT returned 25.03%/yr vs 11.43%/yr for USMV. A 0.63 correlation means they provide meaningful diversification when combined. SAMT charges 0.66%/yr vs 0.15%/yr for USMV.

Performance

SAMT vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategas Macro Thematic Opportunities ETF (SAMT) 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, SAMT achieves a 14.36% return, which is significantly higher than USMV's 4.64% return.

SAMT

1D
-0.88%
1M
-3.10%
6M
7.55%
YTD
14.36%
1Y
30.09%
3Y*
25.03%
5Y*
—
10Y*
—

USMV

1D
0.06%
1M
2.16%
6M
3.87%
YTD
4.64%
1Y
7.10%
3Y*
11.43%
5Y*
7.16%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAMT vs. USMV - Yearly Performance Comparison

2026 (YTD)2025202420232022
SAMT
Strategas Macro Thematic Opportunities ETF		14.36%33.10%28.15%1.27%-6.30%
USMV
iShares MSCI USA Min Vol Factor ETF		4.64%7.65%15.74%10.33%-2.98%

Correlation

The correlation between SAMT and USMV is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.32

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2022

0.63

Over the past year, the correlation between SAMT and USMV has dropped to 0.32 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

SAMT vs. USMV - Sectors Allocation Comparison

Sectors
SAMT
USMV

Technology

25.0%
33.9%

Industrials

23.3%
6.1%

Consumer Defensive

12.1%
9.4%

Healthcare

7.5%
12.6%

Utilities

6.9%
6.9%

Consumer Cyclical

5.8%
5.7%

Communication Services

5.7%
6.2%

Financial Services

5.4%
11.7%

Real Estate

2.8%
2.5%

Energy

2.8%
2.7%

Basic Materials

2.7%
2.4%

Technology

SAMT
25.0%
USMV
33.9%

Industrials

SAMT
23.3%
USMV
6.1%

Consumer Defensive

SAMT
12.1%
USMV
9.4%

Healthcare

SAMT
7.5%
USMV
12.6%

Utilities

SAMT
6.9%
USMV
6.9%

Consumer Cyclical

SAMT
5.8%
USMV
5.7%

Communication Services

SAMT
5.7%
USMV
6.2%

Financial Services

SAMT
5.4%
USMV
11.7%

Real Estate

SAMT
2.8%
USMV
2.5%

Energy

SAMT
2.8%
USMV
2.7%

Basic Materials

SAMT
2.7%
USMV
2.4%

Compare stocks, funds, or ETFs

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

Strategas Macro Thematic Opportunities ETF

iShares MSCI USA Min Vol Factor ETF

Often compared with SAMT:
SAMT vs. FCUSSAMT vs. SPMOSAMT vs. VOOSAMT vs. SCHGSAMT vs. ROKTSAMT vs. QQQSAMT vs. BDGS
Often compared with USMV:
USMV vs. SPLVUSMV vs. SPYUSMV vs. VOOUSMV vs. QUALUSMV vs. VFMVUSMV vs. ACWVUSMV vs. VTI

Return for Risk

SAMT vs. USMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SAMT
SAMT Risk / Return Rank: 6868
Overall Rank
SAMT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SAMT Sortino Ratio Rank: 6262
Sortino Ratio Rank
SAMT Omega Ratio Rank: 6060
Omega Ratio Rank
SAMT Calmar Ratio Rank: 8585
Calmar Ratio Rank
SAMT Martin Ratio Rank: 6666
Martin Ratio Rank
USMV
USMV Risk / Return Rank: 2828
Overall Rank
USMV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 2626
Sortino Ratio Rank
USMV Omega Ratio Rank: 2525
Omega Ratio Rank
USMV Calmar Ratio Rank: 2828
Calmar Ratio Rank
USMV Martin Ratio Rank: 3131
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.

SAMT vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategas Macro Thematic Opportunities ETF (SAMT) 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.

SAMTUSMVDifference
Sharpe ratioReturn per unit of total volatility
1.68
0.84

+0.84

Sortino ratioReturn per unit of downside risk
2.30
1.23

+1.07

Omega ratioGain probability vs. loss probability

1.29

1.15

+0.14

Calmar ratioReturn relative to maximum drawdown

3.71

1.10

+2.60

Martin ratioReturn relative to average drawdown

9.44

3.61

+5.83

SAMT vs. USMV - Sharpe Ratio Comparison

The current SAMT Sharpe Ratio is 1.68, which is higher than the USMV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SAMT 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

SAMT vs. USMV - Drawdown Comparison

The maximum SAMT drawdown since its inception was -20.57%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for SAMT and USMV.

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Drawdown Indicators

SAMTUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-20.57%

-33.10%

+12.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-6.46%

-1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.27%

-9.36%

-8.91%

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

-7.74%

-0.54%

-7.20%

Average Drawdown

Average peak-to-trough decline

-7.61%

-2.87%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

1.97%

+1.23%

Volatility

SAMT vs. USMV - Volatility Comparison

Strategas Macro Thematic Opportunities ETF (SAMT) has a higher volatility of 7.08% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.54%. This indicates that SAMT'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

SAMTUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

2.54%

+4.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

6.22%

+8.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.00%

8.48%

+9.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

12.36%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

14.49%

+2.69%

SAMT vs. USMV - Expense Ratio Comparison

SAMT has a 0.66% expense ratio, which is higher than USMV's 0.15% expense ratio.

Dividends

SAMT vs. USMV - Dividend Comparison

SAMT's dividend yield for the trailing twelve months is around 0.61%, less than USMV's 1.48% yield.

PositionTTM20252024202320222021202020192018201720162015
SAMT
Strategas Macro Thematic Opportunities ETF		0.61%0.70%1.40%1.49%0.73%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

SAMT and USMV have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAMT has higher volatility (7.08%) compared to USMV (2.54%). In terms of maximum drawdown, SAMT dropped -20.57% vs USMV's -33.10%.

On 3-year performance, SAMT leads with 25.03% vs 11.43% for USMV. On fees, USMV is cheaper at 0.15% per year. On volatility, USMV has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SAMT has performed better with a 25.03% return vs 11.43%. 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 0.66% for SAMT.

USMV has the higher dividend yield at 1.48%, compared with 0.61% for SAMT.

They also come from different issuers: Strategas and iShares. Their fees differ too: 0.66% for SAMT and 0.15% for USMV.

SAMT currently has the higher Sharpe Ratio (1.68 vs 0.84), 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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