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TOPC vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOPC vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 3% Capped ETF (TOPC) 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, TOPC achieves a 11.31% return, which is significantly higher than USMV's 2.87% return.


TOPC

1D
1.05%
1M
0.07%
YTD
11.31%
6M
10.23%
1Y
22.63%
3Y*
5Y*
10Y*

USMV

1D
0.18%
1M
-0.14%
YTD
2.87%
6M
1.88%
1Y
4.97%
3Y*
10.79%
5Y*
7.23%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOPC vs. USMV - Yearly Performance Comparison


2026 (YTD)2025
TOPC
iShares S&P 500 3% Capped ETF
11.31%25.80%
USMV
iShares MSCI USA Min Vol Factor ETF
2.87%4.84%

Correlation

The correlation between TOPC and USMV is 0.56, 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

0.56

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2025

0.60

The correlation between TOPC and USMV has been stable across timeframes, ranging from 0.56 to 0.60 - a consistent structural relationship.

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Return for Risk

TOPC vs. USMV — Risk / Return Rank

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

TOPC
TOPC Risk / Return Rank: 7070
Overall Rank
TOPC Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TOPC Sortino Ratio Rank: 6767
Sortino Ratio Rank
TOPC Omega Ratio Rank: 6868
Omega Ratio Rank
TOPC Calmar Ratio Rank: 6767
Calmar Ratio Rank
TOPC Martin Ratio Rank: 7878
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 1818
Overall Rank
USMV Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1717
Sortino Ratio Rank
USMV Omega Ratio Rank: 1616
Omega Ratio Rank
USMV Calmar Ratio Rank: 1919
Calmar Ratio Rank
USMV Martin Ratio Rank: 2222
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.

TOPC vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 3% Capped ETF (TOPC) 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.


TOPCUSMVDifference
Sharpe ratioReturn per unit of total volatility

+1.32

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.34

1.10

+0.24

Calmar ratioReturn relative to maximum drawdown

2.83

0.77

+2.05

Martin ratioReturn relative to average drawdown

12.77

2.51

+10.27

TOPC vs. USMV - Sharpe Ratio Comparison

The current TOPC Sharpe Ratio is 1.91, which is higher than the USMV Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of TOPC 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

TOPC vs. USMV - Drawdown Comparison

The maximum TOPC drawdown since its inception was -8.04%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for TOPC and USMV.


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Drawdown Indicators


TOPCUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-8.04%

-33.10%

+25.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-6.46%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-9.36%

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

-0.63%

-0.97%

+0.34%

Average Drawdown

Average peak-to-trough decline

-0.96%

-2.87%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.99%

-0.21%

Volatility

TOPC vs. USMV - Volatility Comparison

iShares S&P 500 3% Capped ETF (TOPC) has a higher volatility of 4.78% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.69%. This indicates that TOPC'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


TOPCUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

2.69%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

6.20%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

8.57%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

12.36%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

14.49%

-1.95%

TOPC vs. USMV - Expense Ratio Comparison

TOPC has a 0.09% 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

TOPC vs. USMV - Dividend Comparison

TOPC's dividend yield for the trailing twelve months is around 1.04%, less than USMV's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
TOPC
iShares S&P 500 3% Capped ETF
1.04%0.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USMV
iShares MSCI USA Min Vol Factor ETF
1.50%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


TOPC and USMV have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOPC has higher volatility (4.78%) compared to USMV (2.69%). In terms of maximum drawdown, TOPC dropped -8.04% vs USMV's -33.10%.

On 1-year performance, TOPC leads with 22.63% vs 4.97% for USMV. On fees, TOPC is cheaper at 0.09% per year. On volatility, USMV has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TOPC has performed better with a 22.63% return vs 4.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TOPC is cheaper with a 0.09% expense ratio, compared with 0.15% for USMV.

USMV has the higher dividend yield at 1.50%, compared with 1.04% for TOPC.

TOPC tracks S&P 500 3% Capped Index, while USMV tracks MSCI USA Minimum Volatility Index. Their fees differ too: 0.09% for TOPC and 0.15% for USMV.

TOPC currently has the higher Sharpe Ratio (1.91 vs 0.58), 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.

Portfolio Optimizer

Find the right allocation for TOPC and USMV

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