STXF vs. USMV
STXF (Strive 500 ETF) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds - STXF tracks the Bloomberg US Large Cap Index while USMV tracks the MSCI USA Minimum Volatility Index. Both are passively managed. Over the past 3 years, STXF returned 20.80%/yr vs 11.49%/yr for USMV. A 0.68 correlation means they provide meaningful diversification when combined. STXF charges 0.05%/yr vs 0.15%/yr for USMV.
Performance
STXF vs. USMV - Performance Comparison
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Returns By Period
In the year-to-date period, STXF achieves a 10.21% return, which is significantly higher than USMV's 4.72% return.
STXF
- 1D
- -0.02%
- 1M
- -1.03%
- 6M
- 9.95%
- YTD
- 10.21%
- 1Y
- 20.76%
- 3Y*
- 20.80%
- 5Y*
- —
- 10Y*
- —
USMV
- 1D
- 1.03%
- 1M
- 1.59%
- 6M
- 5.29%
- YTD
- 4.72%
- 1Y
- 5.56%
- 3Y*
- 11.49%
- 5Y*
- 7.34%
- 10Y*
- 9.74%
STXF vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
STXF Strive 500 ETF | 10.21% | 17.95% | 25.13% | 27.70% | -2.98% |
USMV iShares MSCI USA Min Vol Factor ETF | 4.72% | 7.65% | 15.74% | 10.33% | 1.65% |
Correlation
The correlation between STXF and USMV is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022 | 0.68 |
The correlation between STXF and USMV shifts across timeframes, from 0.48 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
STXF vs. USMV — Risk / Return Rank
STXF
USMV
STXF vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strive 500 ETF (STXF) 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.
| STXF | USMV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.13 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.00 | +1.36 |
| Martin ratioReturn relative to average drawdown | 10.11 | 3.25 | +6.86 |
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Drawdowns
STXF vs. USMV - Drawdown Comparison
The maximum STXF drawdown since its inception was -19.00%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for STXF and USMV.
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Drawdown Indicators
| STXF | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -33.10% | +14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.29% | -6.46% | -2.83% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | -9.36% | -9.64% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.10% | — |
Current DrawdownCurrent decline from peak | -1.35% | 0.00% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -2.87% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.98% | +0.19% |
Volatility
STXF vs. USMV - Volatility Comparison
Strive 500 ETF (STXF) has a higher volatility of 5.23% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.89%. This indicates that STXF'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
| STXF | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 2.89% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 6.30% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 8.57% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 12.36% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 14.49% | +1.65% |
STXF vs. USMV - Expense Ratio Comparison
STXF has a 0.05% expense ratio, which is lower than USMV's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
STXF vs. USMV - Dividend Comparison
STXF's dividend yield for the trailing twelve months is around 1.19%, less than USMV's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STXF Strive 500 ETF | 1.19% | 1.05% | 1.13% | 1.21% | 0.37% | 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
STXF and USMV have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STXF has higher volatility (5.23%) compared to USMV (2.89%). In terms of maximum drawdown, STXF dropped -19.00% vs USMV's -33.10%.
On 3-year performance, STXF leads with 20.80% vs 11.49% for USMV. On fees, STXF is cheaper at 0.05% per year. On volatility, USMV has been the lower-risk option at 2.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, STXF has performed better with a 20.80% return vs 11.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STXF is cheaper with a 0.05% expense ratio, compared with 0.15% for USMV.
USMV has the higher dividend yield at 1.48%, compared with 1.19% for STXF.
STXF tracks Bloomberg US Large Cap Index, while USMV tracks MSCI USA Minimum Volatility Index. They also come from different issuers: Strive and iShares. Their fees differ too: 0.05% for STXF and 0.15% for USMV.
STXF currently has the higher Sharpe Ratio (1.68 vs 0.76), 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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