USMV vs. COST
USMV (iShares MSCI USA Min Vol Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, USMV returned 9.75%/yr vs 22.25%/yr for COST. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
USMV vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, USMV achieves a 1.55% return, which is significantly lower than COST's 13.35% return. Over the past 10 years, USMV has underperformed COST with an annualized return of 9.75%, while COST has yielded a comparatively higher 22.25% annualized return.
USMV
- 1D
- -0.43%
- 1M
- 1.28%
- YTD
- 1.55%
- 6M
- 2.27%
- 1Y
- 3.18%
- 3Y*
- 11.35%
- 5Y*
- 7.21%
- 10Y*
- 9.75%
COST
- 1D
- 0.30%
- 1M
- -3.37%
- YTD
- 13.35%
- 6M
- 10.14%
- 1Y
- -3.42%
- 3Y*
- 25.18%
- 5Y*
- 22.05%
- 10Y*
- 22.25%
USMV vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USMV iShares MSCI USA Min Vol Factor ETF | 1.55% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | 1.33% | 18.91% |
COST Costco Wholesale Corporation | 13.35% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between USMV and COST is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.56 |
Over the past year, the correlation between USMV and COST has dropped to 0.30 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
USMV vs. COST — Risk / Return Rank
USMV
COST
USMV vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Min Vol Factor ETF (USMV) and Costco Wholesale Corporation (COST). 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.
| USMV | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.98 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.22 | +0.72 |
| Martin ratioReturn relative to average drawdown | 1.64 | -0.51 | +2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USMV | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | -0.18 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.98 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 1.02 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.59 | +0.27 |
Drawdowns
USMV vs. COST - Drawdown Comparison
The maximum USMV drawdown since its inception was -33.10%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for USMV and COST.
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Drawdown Indicators
| USMV | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.10% | -53.39% | +20.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.46% | -15.38% | +8.92% |
Max Drawdown (3Y)Largest decline over 3 years | -9.36% | -20.74% | +11.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.93% | -31.40% | +13.47% |
Max Drawdown (10Y)Largest decline over 10 years | -33.10% | -31.40% | -1.70% |
Current DrawdownCurrent decline from peak | -2.24% | -10.93% | +8.69% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -13.36% | +10.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 7.15% | -5.21% |
Volatility
USMV vs. COST - Volatility Comparison
The current volatility for iShares MSCI USA Min Vol Factor ETF (USMV) is 2.65%, while Costco Wholesale Corporation (COST) has a volatility of 7.71%. This indicates that USMV experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USMV | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 7.71% | -5.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 14.53% | -8.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.57% | 18.79% | -10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.36% | 22.71% | -10.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 21.95% | -7.44% |
Dividends
USMV vs. COST - Dividend Comparison
USMV's dividend yield for the trailing twelve months is around 1.54%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.54% | 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
USMV and COST have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.71%) compared to USMV (2.65%). In terms of maximum drawdown, USMV dropped -33.10% vs COST's -53.39%.
USMV currently has the higher Sharpe Ratio (0.37 vs -0.18), 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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