STXD vs. USMV

Last updated Jul 14, 2026

STXD (Strive 1000 Dividend Growth ETF) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds - STXD tracks the Bloomberg US 1000 Dividend Growth Index while USMV tracks the MSCI USA Minimum Volatility Index. Both are passively managed. Over the past 3 years, STXD returned 14.08%/yr vs 11.43%/yr for USMV. A 0.79 correlation means they provide meaningful diversification when combined. STXD charges 0.35%/yr vs 0.15%/yr for USMV.

Performance

STXD vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Dividend Growth ETF (STXD) and iShares MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXD achieves a 6.86% return, which is significantly higher than USMV's 4.64% return.

STXD

• 1D: -0.63%
• 1M: 0.58%
• 6M: 3.38%
• YTD: 6.86%
• 1Y: 13.86%
• 3Y*: 14.08%
• 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)

STXD vs. USMV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXD Strive 1000 Dividend Growth ETF	6.86%	14.79%	14.51%	13.94%	1.51%
USMV iShares MSCI USA Min Vol Factor ETF	4.64%	7.65%	15.74%	10.33%	3.45%

Correlation

The correlation between STXD and USMV is 0.59, 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	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.79

Over the past year, the correlation between STXD and USMV has dropped to 0.59 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

STXD vs. USMV - Sectors Allocation Comparison

Sectors	STXD	USMV
Technology	30.3%	33.9%
Financial Services	25.0%	11.7%
Industrials	15.4%	6.1%
Consumer Cyclical	8.6%	5.7%
Healthcare	7.4%	12.6%
Basic Materials	3.8%	2.4%
Consumer Defensive	3.5%	9.4%
Real Estate	3.1%	2.5%
Utilities	2.2%	6.9%
Energy	0.2%	2.7%
Communication Services	0.1%	6.2%

Return for Risk

STXD vs. USMV — Risk / Return Rank

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

STXD

STXD Risk / Return Rank: 41
STXD Sharpe Ratio Rank: 41
STXD Sortino Ratio Rank: 42
STXD Omega Ratio Rank: 38
STXD Calmar Ratio Rank: 37
STXD Martin Ratio Rank: 48

USMV

USMV Risk / Return Rank: 28
USMV Sharpe Ratio Rank: 29
USMV Sortino Ratio Rank: 26
USMV Omega Ratio Rank: 25
USMV Calmar Ratio Rank: 28
USMV Martin Ratio Rank: 31

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.

STXD vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Dividend Growth ETF (STXD) 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.

	STXD	USMV	Difference
Sharpe ratio: Return per unit of total volatility	1.17	0.84	+0.33
Sortino ratio: Return per unit of downside risk	1.75	1.23	+0.52
Omega ratio: Gain probability vs. loss probability	1.21	1.15	+0.06
Calmar ratio: Return relative to maximum drawdown	1.51	1.10	+0.41
Martin ratio: Return relative to average drawdown	6.23	3.61	+2.62

STXD vs. USMV - Sharpe Ratio Comparison

The current STXD Sharpe Ratio is 1.17, which is higher than the USMV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of STXD 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.

Drawdowns

STXD vs. USMV - Drawdown Comparison

The maximum STXD drawdown since its inception was -14.87%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for STXD and USMV.

Drawdown Indicators

	STXD	USMV	Difference
Max Drawdown Largest peak-to-trough decline	-14.87%	-33.10%	+18.23%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-6.46%	-2.75%
Max Drawdown (3Y) Largest decline over 3 years	-14.87%	-9.36%	-5.51%
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	-1.06%	-0.54%	-0.52%
Average Drawdown Average peak-to-trough decline	-1.96%	-2.87%	+0.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	1.97%	+0.26%

Volatility

STXD vs. USMV - Volatility Comparison

Strive 1000 Dividend Growth ETF (STXD) has a higher volatility of 3.57% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.54%. This indicates that STXD'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.

Volatility by Period

	STXD	USMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	2.54%	+1.03%
Volatility (6M) Calculated over the trailing 6-month period	9.27%	6.22%	+3.05%
Volatility (1Y) Calculated over the trailing 1-year period	11.89%	8.48%	+3.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.14%	12.36%	+0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.14%	14.49%	-1.35%

STXD vs. USMV - Expense Ratio Comparison

STXD has a 0.35% expense ratio, which is higher than USMV's 0.15% expense ratio.

Dividends

STXD vs. USMV - Dividend Comparison

STXD's dividend yield for the trailing twelve months is around 1.13%, less than USMV's 1.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STXD Strive 1000 Dividend Growth ETF	1.13%	1.15%	1.23%	1.27%	0.28%	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

Can I hold both STXD and USMV in my portfolio?

STXD and USMV have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXD or USMV?

STXD has higher volatility (3.57%) compared to USMV (2.54%). In terms of maximum drawdown, STXD dropped -14.87% vs USMV's -33.10%.

Which ETF is better, STXD or USMV?

On 3-year performance, STXD leads with 14.08% 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.

Which ETF has performed better, STXD or USMV?

Over the 3-year period, STXD has performed better with a 14.08% return vs 11.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXD or USMV?

USMV is cheaper with a 0.15% expense ratio, compared with 0.35% for STXD.

Which ETF pays a higher dividend yield, STXD or USMV?

USMV has the higher dividend yield at 1.48%, compared with 1.13% for STXD.

What is the main difference between STXD and USMV?

STXD tracks Bloomberg US 1000 Dividend Growth Index, while USMV tracks MSCI USA Minimum Volatility Index. They also come from different issuers: Strive and iShares. Their fees differ too: 0.35% for STXD and 0.15% for USMV.

Which has better risk-adjusted returns?

STXD currently has the higher Sharpe Ratio (1.17 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.