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USML vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USML vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) 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, USML achieves a -1.13% return, which is significantly lower than USMV's 0.85% return.


USML

1D
-0.13%
1M
-4.97%
YTD
-1.13%
6M
-2.30%
1Y
2.54%
3Y*
14.24%
5Y*
7.28%
10Y*

USMV

1D
0.04%
1M
-2.38%
YTD
0.85%
6M
0.25%
1Y
4.28%
3Y*
10.83%
5Y*
7.10%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USML vs. USMV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
-1.13%9.33%23.97%11.37%-22.87%42.12%
USMV
iShares MSCI USA Min Vol Factor ETF
0.85%7.65%15.74%10.33%-9.43%21.76%

Correlation

The correlation between USML and USMV is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.98

The correlation between USML and USMV has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

USML vs. USMV — Risk / Return Rank

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

USML
USML Risk / Return Rank: 1010
Overall Rank
USML Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
USML Sortino Ratio Rank: 1010
Sortino Ratio Rank
USML Omega Ratio Rank: 1010
Omega Ratio Rank
USML Calmar Ratio Rank: 1010
Calmar Ratio Rank
USML Martin Ratio Rank: 1111
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 1616
Overall Rank
USMV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1515
Sortino Ratio Rank
USMV Omega Ratio Rank: 1414
Omega Ratio Rank
USMV Calmar Ratio Rank: 1616
Calmar Ratio Rank
USMV Martin Ratio Rank: 1919
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.

USML vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) 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.


USMLUSMVDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.04

1.09

-0.05

Calmar ratioReturn relative to maximum drawdown

0.19

0.67

-0.47

Martin ratioReturn relative to average drawdown

0.57

2.18

-1.61

USML vs. USMV - Sharpe Ratio Comparison

The current USML Sharpe Ratio is 0.15, which is lower than the USMV Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of USML 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

USML vs. USMV - Drawdown Comparison

The maximum USML drawdown since its inception was -35.34%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for USML and USMV.


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Drawdown Indicators


USMLUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-33.10%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-6.46%

-6.63%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-9.36%

-9.78%

Max Drawdown (5Y)

Largest decline over 5 years

-35.34%

-17.93%

-17.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

Current Drawdown

Current decline from peak

-7.52%

-2.91%

-4.61%

Average Drawdown

Average peak-to-trough decline

-10.36%

-2.87%

-7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

1.97%

+2.50%

Volatility

USML vs. USMV - Volatility Comparison

ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) has a higher volatility of 4.75% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.62%. This indicates that USML'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


USMLUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

2.62%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

6.13%

+5.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

8.61%

+7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.48%

12.36%

+12.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.23%

14.52%

+9.71%

USML vs. USMV - Expense Ratio Comparison

USML has a 0.95% expense ratio, which is higher than USMV's 0.15% expense ratio.


Dividends

USML vs. USMV - Dividend Comparison

USML has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.53%.


PositionTTM20252024202320222021202020192018201720162015
USML
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN
0.00%0.00%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
1.53%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


With a correlation of 0.97, USML and USMV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USML has higher volatility (4.75%) compared to USMV (2.62%). In terms of maximum drawdown, USML dropped -35.34% vs USMV's -33.10%.

On 5-year performance, USML leads with 7.28% vs 7.10% for USMV. On fees, USMV is cheaper at 0.15% per year. On volatility, USMV has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USML has performed better with a 7.28% return vs 7.10%. 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 0.95% for USML.

USMV has the higher dividend yield at 1.53%, compared with 0.00% for USML.

USML is categorized as Leveraged Equities, while USMV is Large Cap Blend Equities. Both ETFs track MSCI USA Minimum Volatility Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.95% for USML and 0.15% for USMV.

USMV currently has the higher Sharpe Ratio (0.50 vs 0.15), 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 USML and USMV

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